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    Warm up EmaCrossAlphaModel indicators (#6270)

    frostbyte_neo 发布于 2022-04-01 15:15:35 +00:00 | 1964 次提交 在此版本后已推送到 master

    • Warm up EmaCrossAlphaModel

    Warm Up EmaCrossAlphaModel indicators

    • Fix regression test bug

    When using the default EmaCrossAlphaModel() the period of both indicators to be ready is bigger than the difference between the start date and the end date of the algorithm. Then, as the algorithm didn't warm up the data both indicators of EmaCrossAlpha never were ready, but now as the model warms up the data both indicators are ready so we get different statistics

    • Requested change

    • Fix unit tests

    As there wasn't items in AddedSecurities, when trying to remove the items in ´RemovedSecurities´ there was nothing to remove because there was never a security in _symbolDataBySymbol. That's why, in order to test, the behavior of EmaCrossAlphaModel when removing a security we need to first add one to then remove it.

    • Requested changes in Python
    • Requested changes in Python
    • Nit changes

    • Nit change

    • Requested Changes

    • Add RemoveConsolidators() method in Python version

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