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Feature 5988 WarmUpIndicator() method for indicators written in Python (#6027)
frostbyte_neo 发布于
2021-10-28 23:29:22 +00:00 | 2105 次提交 在此版本后已推送到 master- 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
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Nit change
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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
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Documentation change
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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
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Change names
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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
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Remove unnecessary code and add more tests
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Nit change
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Revert "Nit change"
This reverts commit da411f59c9e4295d75a11c6c581f615a938dd2c6.
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Fix bugs
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Try fix bugs
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Add C# regression test
- More nit changes
- Fix bugs
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Requested changes
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Remove unnecessary code
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Requested changes
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Nit changes
- Add new Python class to check a custom indicator, which doesn't inherits from PythonIndicator, warms up properly
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Reduce redundant code
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Fix bug and add more unit and regression tests
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- Add more unit tests
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Nit change
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Test cleanup
Co-authored-by: Martin-Molinero martin@quantconnect.com
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