Commit Graph

1 Commits

Author SHA1 Message Date
Ricardo Andrés Marino Rojas 995f598999 Feature 5988 IIndicatorWarmUpPeriodProvider for custom PythonIndicator (#5992)
* Implement IIndicatorWarmUpPeriodProvider
- Implement IIndicatorWarmUpPeriodProvider in PythonIndicator.cs
- Make a unit test to check whether the WarmUpPeriod is working as expected
- Make a regression test to check the new feature at a system level

* Nit change

* Change Period parameter for WarmUpPeriod parameter
- Change regression test to check if the new parameter keep backwards compatibility with indicators that do not set WarmUpPeriod

* Documentation change

* Fix tests bugs
- In CommonIndicatorTests.cs before finish the test it checks the period.value with the number of samples but for default the period.value was set to -1

* Change names

* Change WarmUp and RegisterIndicator methods
- Lean WarmUp indicator skip custom python indicators that don't define WarmUpPeriod parameter

* Call WarmUpIndicator manually
- Add a new "bridge" method called WarmUpIndicator in QCAlgorithm.Python.cs to set up everything to call WarmUpIndicator in QCAlgorithm.Indicators.cs
- Change the regression algorithm to warm up the indicators manually

* Remove unnecessary code and add more tests

* Nit change

* Revert "Nit change"

This reverts commit da411f59c9e4295d75a11c6c581f615a938dd2c6.

* Fix bugs

* Try fix bugs

* Add C# regression test
- More nit changes
- Fix bugs

* Requested changes

* Remove unnecessary code

* Requested changes

* Nit changes
- Add new Python class to check a custom indicator, which doesn't inherits from PythonIndicator, warms up properly

* Reduce redundant code
2021-10-25 18:08:57 -03:00