github-featured / quantconnect--lean

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  • 15677 e029b96229
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    Fix bug in VolumeWeightedAveragePriceIndicator (#7336)

    frostbyte_neo 发布于 2023-06-30 16:36:44 +00:00 | 1343 次提交 在此版本后已推送到 master

    • Fix bug
    • Add ResetHandler() and IsReset field in CompositeIndicator.cs
    • Modify CompositeIndicator.Reset() to invoke the IsReset event
    • Modify VolumeWeightedAveragePriceIndicator.Reset() method to reset
      its composite indicator
    • Modify IndicatorExtensions.WeightedBy() to register an event to the
      returned composite indicator IsReset field

    • Enhance implementation

    • Address Requested changes

    • Nit changes

    • Nit change

    • Nit change

    • Address chages

    • Make ResetCompositeIndicator inherit from CompositeIndicator and
      override Reset() method
    • Add ResetCompositeIndicator unit tests
    • Modifiy IndicatorExtensions to keep returning the same type in
      WeightedBy() method

    • Avoid modify other IndicatorExtensions methods

    • Nit changes

    • Reset inner indicators and add more unit tests

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