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  • 11612 6dfe492212
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    Fix IsReady and WarmUpPeriod for RateOfChange (#5501)

    frostbyte_neo 发布于 2021-05-11 20:12:48 +00:00 | 2405 次提交 在此版本后已推送到 master

    • Redefine IsReady and WarmUpPeriod

    • Update warm up periods of other indicators to account for ROC warmup change

    • Update regressions affected by this change (because of HistoricalReturnsAlphaModel using ROC)

    • Add simple unit test for issue #5491

    • Cleanup warmup period math and add comments

    Co-authored-by: Colton Sellers Colton.R.Sellers@gmail.com

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