Add the following methods corresponding unit tests to QuantConnect.IndicatorExtensions:
*EMA()
*MAX()
*MIN()
*SMA()
Add method to calculate default smoothing value for an EMA indicator
Adds WindowIdentity indicator and its test. We need this at WeightedBy to keep values and weights at sync (same sample number).
Adds WeightedBy indicator extension and a simple test in IndicatorExtensionsTests
Adds VolumeWeightedAveragePriceIndicator (VWAP indicator), its test and external data file for testing.
Removed IDataConsolidator from IndicatorBase
Renamed IndicatorBase.DataConsolidated -> Updated
ConstantIndicator is now sealed
IndicatorBase.Current is now protected set to allow ConstantIndicator to set it upon construction
CompositeIndicator wires up events on left/right to auto update himself following Updated events from both left/right (unless one is constant, this will not work with two constant indicators as left/right)
Martin Molinero