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3 Commits

Author SHA1 Message Date
Ricardo Andrés Marino Rojas fc6ddc2120 Feature 5988 WarmUpIndicator() method for indicators written in Python (#6027)
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
* 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

* Fix bug and add more unit and regression tests

* - Add more unit tests

* Nit change

* Test cleanup

Co-authored-by: Martin-Molinero <martin@quantconnect.com>
2021-10-28 20:29:22 -03:00
Martin-Molinero 8c71dbc8ba Revert "Feature 5988 IIndicatorWarmUpPeriodProvider for custom PythonIndicator (#5992)" (#6022)
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
This reverts commit 995f598999.
2021-10-26 22:07:22 -03:00
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