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Fixes WarmUpIndicator Overload Inconsistency (#6246)
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`WarmUpIndicator` for Python indicators doesn't return the indicator anymore after #6027. So all overloads should return `void`.

Fixes `SmaCrossUniverseSelectionAlgorithm` [C# and Py].
This commit is contained in:
Alexandre Catarino
2022-03-10 13:59:16 +00:00
committed by GitHub
parent 7e64bd0265
commit 0c9c8c45e5
4 changed files with 23 additions and 27 deletions
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Algorithm/QCAlgorithm.Python.cs
+3 -6
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@@ -661,21 +661,18 @@ namespace QuantConnect.Algorithm
public void WarmUpIndicator(Symbol symbol, PyObject indicator, Resolution? resolution = null, PyObject selector = null)
{
// TODO: to be removed when https://github.com/QuantConnect/pythonnet/issues/62 is solved
IndicatorBase<IndicatorDataPoint> indicatorDataPoint;
IndicatorBase<IBaseDataBar> indicatorDataBar;
IndicatorBase<TradeBar> indicatorTradeBar;
if (indicator.TryConvert(out indicatorDataPoint))
if (indicator.TryConvert(out IndicatorBase<IndicatorDataPoint> indicatorDataPoint))
{
WarmUpIndicator(symbol, indicatorDataPoint, resolution, selector?.ConvertToDelegate<Func<IBaseData, decimal>>());
return;
}
else if (indicator.TryConvert(out indicatorDataBar))
if (indicator.TryConvert(out IndicatorBase<IBaseDataBar> indicatorDataBar))
{
WarmUpIndicator(symbol, indicatorDataBar, resolution, selector?.ConvertToDelegate<Func<IBaseData, IBaseDataBar>>());
return;
}
else if (indicator.TryConvert(out indicatorTradeBar))
if (indicator.TryConvert(out IndicatorBase<TradeBar> indicatorTradeBar))
{
WarmUpIndicator(symbol, indicatorTradeBar, resolution, selector?.ConvertToDelegate<Func<IBaseData, TradeBar>>());
return;