Files
quantconnect--lean/Algorithm.Framework/Alphas
Ricardo Andrés Marino Rojas cde4743ca7
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Warm up EmaCrossAlphaModel indicators (#6270)
* 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
2022-04-01 12:15:35 -03:00
..
2019-04-03 21:55:44 -03:00