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2026-07-13 13:02:50 +08:00

57 lines
2.1 KiB
C#

/*
* 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.
*/
namespace QuantConnect.Indicators
{
/// <summary>
/// Represents an indicator that is a ready after ingesting a single sample and
/// always returns the same value as it is given.
/// </summary>
public class Identity : Indicator, IIndicatorWarmUpPeriodProvider
{
/// <summary>
/// Initializes a new instance of the Identity indicator with the specified name
/// </summary>
/// <param name="name">The name of the indicator</param>
public Identity(string name = "")
: base(name)
{
}
/// <summary>
/// Gets a flag indicating when this indicator is ready and fully initialized
/// </summary>
public override bool IsReady
{
get { return Samples > 0; }
}
/// <summary>
/// Required period, in data points, for the indicator to be ready and fully initialized
/// </summary>
public int WarmUpPeriod => 1;
/// <summary>
/// Computes the next value of this indicator from the given state
/// </summary>
/// <param name="input">The input given to the indicator</param>
/// <returns>A new value for this indicator</returns>
protected override decimal ComputeNextValue(IndicatorDataPoint input)
{
return input.Value;
}
}
}