I have finally just got to reading *Cursed Child*. It was revealed that Delphini, or Delphi, is the daughter of Voldemort and Bellatrix. Was this ever implied in the books? Wouldn't there have been something?

I actually spent the greater part of the week trying to figure out if J.K. Rowling implied this anywhere in her writing; I can't find anything. Voldemort Day, it seems, was very loosely referenced in book 1 (Ron says he thinks that there would be a whole day around Voldemort if he won); as ridiculous as it seems, it was referenced.

Anyhow, was Delphi's plot twist of being Voldemort's daughter planned out from the beginning? If so, where can I find it in the books?