Commit Graph

3 Commits

Author SHA1 Message Date
Alexandre Catarino 0c9c8c45e5 Fixes WarmUpIndicator Overload Inconsistency (#6246)
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
`WarmUpIndicator` for Python indicators doesn't return the indicator anymore after #6027. So all overloads should return `void`.

Fixes `SmaCrossUniverseSelectionAlgorithm` [C# and Py].
2022-03-10 10:59:16 -03:00
AlexCatarino 04a529c758 Addresses Review
- Removes `UniverseSettings.DataNormalizationMode` (it will ne addressed in a dedicated issue: https://github.com/QuantConnect/Lean/issues/3082)
- Adds examples/tests for Tick resolution, Forex (QuoteBar data) and Custom data.
  - Tick resolution is not allowed: logs a message
  - Custom data example/test added in `CustomDataNiftyAlgorithm`
- Adds support for ATR and VWAP since they are, respectively, a bar and a trade bar indicator.
- Adds consolidators to handle difference between data resolution and indicator resolution.
2019-04-18 23:29:51 +01:00
AlexCatarino 3c019cdbda Adds SmaCrossUniverseSelectionAlgorithm
This algorithm is an example for WarmUpIndicator method usage
2019-04-18 23:29:51 +01:00