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15 Commits

Author SHA1 Message Date
Colton Sellers 5fecb77c8a Composite Indicator Fixes (#5929)
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Refactor for two types in composite indicator

* Fixes for unit tests

* Non generic indicator base

* Further seperate non-generic indicator base and generic input base

* Adjustments

* Remove generic CompositeIndicator

* Add test suite

* Make each method an individual case

* Address review

* Testing cleanup

Co-authored-by: Martin-Molinero <martin@quantconnect.com>
 2021-09-16 17:58:10 -03:00
Michael Handschuh d709d1c4e0 Update Common to respect CA1304 and CA1305 
Updates all occurrences of parsing/ToString-ing to go through the new
StringExtensions methods that use CultureInfo.InvariantCulture

See #3045
 2019-09-12 14:13:24 -04:00
Douglas Stridsberg efdcc4eab3 ArgumentException changed to ArgumentOutOfRangeException 2019-07-07 15:28:21 +01:00
Douglas Stridsberg b350dd99a8 Formatting changes 2019-07-07 14:22:05 +01:00
Douglas Stridsberg 70edce26ef Made RollingWindow exceptions more verbose 
This should help users better understand the source of their RollingWindow errors.
 2019-07-07 14:13:22 +01:00
AlexCatarino 294ae66731 Implements IIndicatorWarmUpPeriodProvider Interface 
- `IIndicatorWarmUpPeriodProvider` represents an indicator with a warm up period provider.
- `SimpleMovingAverage` and `ExponentialMovingAverage` implement `IIndicatorWarmUpPeriodProvider`.
 2019-04-18 23:28:48 +01:00
Martin Molinero f1ad9fb1f9 RollingWindow Size does not capture read lock 
- Set `RollingWindow` `Size` int property at construction and avoid
capturing the read lock.
 2019-02-20 14:32:01 -03:00
Martin Molinero 52d80e74f0 Indicator extensions support all indicator types 2018-08-14 18:14:46 -03:00
Stefano Raggi a4ffef3ff4 Update check in RollingWindow.MostRecentlyRemoved 2017-01-25 19:07:31 +01:00
Stefano Raggi 20ace75430 RollingWindow(N) now becomes ready after N additions 
Previously it became ready only after N+1 additions.
Also updated all indicators dependent on this behavior of RollingWindow.
 2017-01-25 18:41:40 +01:00
Michael Handschuh 591f6b2127 Use IBaseData in type constraints 
Refactors existing consolidators, indicators, and helper methods to depend on
IBaseData instead of BaseData. These updates also defines an IBaseDataBar to
act as an abstraction point between TradeBar and QuoteBar.
 2016-11-09 09:20:16 -05:00
Michael Handschuh 4a8e3612e9 Move RollingWindow<T> to Common/Indicators 2016-04-05 21:54:50 -04:00
Michael Handschuh ca0a12f2ab Move IIndicator<T> to Common/Indicators 2016-04-05 20:01:50 -04:00
Michael Handschuh d5ee376a6d Move IndicatorUpdateHandler to Common/Indicators 2016-04-05 19:26:54 -04:00
Michael Handschuh 329c217e4b Move IndicatorDataPoint to Common/Indicators 2016-04-05 19:17:16 -04:00