chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
5008 changed files with 910633 additions and 0 deletions
@@ -0,0 +1,72 @@
+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ * 
+ * Licensed under the Apache License, Version 2.0 (the "License"); 
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ * 
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using System;
+using NUnit.Framework;
+using QuantConnect.Indicators;
+
+namespace QuantConnect.Tests.Indicators
+{
+    [TestFixture]
+    public class ZeroLagExponentialMovingAverageTests : CommonIndicatorTests<IndicatorDataPoint>
+    {
+        protected override IndicatorBase<IndicatorDataPoint> CreateIndicator()
+        {
+            return new ZeroLagExponentialMovingAverage(5);
+        }
+
+        protected override string TestFileName => "spy_with_zlema.csv";
+
+        protected override string TestColumnName => "ZLEMA5";
+
+
+        [Test]
+        public void IsReadyAfterPeriodUpdates()
+        {
+            var zlema = new ZeroLagExponentialMovingAverage(5);
+            zlema.Update(new DateTime(2024, 07, 05, 0, 0, 0), 1m);
+            zlema.Update(new DateTime(2024, 07, 05, 0, 1, 0), 1m);
+            zlema.Update(new DateTime(2024, 07, 05, 0, 2, 0), 1m);
+            zlema.Update(new DateTime(2024, 07, 05, 0, 3, 0), 1m);
+            zlema.Update(new DateTime(2024, 07, 05, 0, 4, 0), 1m);
+            zlema.Update(new DateTime(2024, 07, 05, 0, 5, 0), 1m);
+            Assert.IsFalse(zlema.IsReady);
+            zlema.Update(new DateTime(2024, 07, 05, 0, 6, 0), 1m);
+            Assert.IsTrue(zlema.IsReady);
+            Assert.AreEqual(zlema.WarmUpPeriod, 7);
+        }
+
+        [Test]
+        public override void ResetsProperly()
+        {
+            var zlema = new ZeroLagExponentialMovingAverage(3);
+
+            foreach (var data in TestHelper.GetDataStream(4))
+            {
+                zlema.Update(data);
+            }
+            Assert.IsTrue(zlema.IsReady);
+
+            zlema.Reset();
+
+            TestHelper.AssertIndicatorIsInDefaultState(zlema);
+            zlema.Update(new DateTime(2024, 07, 05, 0, 0, 0), 2.0m);
+            zlema.Update(new DateTime(2024, 07, 05, 0, 1, 0), 2.0m);
+            zlema.Update(new DateTime(2024, 07, 05, 0, 2, 0), 2.0m);
+            zlema.Update(new DateTime(2024, 07, 05, 0, 3, 0), 2.0m);
+            Assert.AreEqual(zlema.Current.Value, 2.0m);
+        }
+    }
+}