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quantconnect--lean/Indicators
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David Acker 6dfe492212
Build & Test Lean / build (push) Has been cancelled
Fix IsReady and WarmUpPeriod for RateOfChange (#5501) 
* 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>
2021-05-11 17:12:48 -03:00
..
CandlestickPatterns
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Properties
Remove all nuspec files (#5311)
2021-02-18 17:13:11 -03:00
AbsolutePriceOscillator.cs
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AccelerationBands.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
AccumulationDistribution.cs
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AccumulationDistributionOscillator.cs
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AdvanceDeclineIndicator.cs
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AdvanceDeclineRatio.cs
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AdvanceDeclineVolumeRatio.cs
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ArmsIndex.cs
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
ArnaudLegouxMovingAverage.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
AroonOscillator.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
AutoRegressiveIntegratedMovingAverage.cs
Feature #5098 - Time Series Indicators (#5099)
2021-02-01 20:17:49 -03:00
AverageDirectionalIndex.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
AverageDirectionalMovementIndexRating.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
AverageTrueRange.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
AwesomeOscillator.cs
Adds the Awesome Oscillator (#5005)
2020-12-11 20:46:07 -03:00
BalanceOfPower.cs
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BarIndicator.cs
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BollingerBands.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
ChaikinMoneyFlow.cs
Adds ChaikinMoneyFlow indicator (#4986)
2020-12-11 18:04:17 -03:00
ChandeMomentumOscillator.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
CommodityChannelIndex.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
CompositeIndicator.cs
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ConstantIndicator.cs
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CoppockCurve.cs
Fix IsReady and WarmUpPeriod for RateOfChange (#5501)
2021-05-11 17:12:48 -03:00
Delay.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
DeMarkerIndicator.cs
_lastLow and _lastHigh are given resets under DeM's Reset method (#5449)
2021-04-06 10:15:16 -03:00
DetrendedPriceOscillator.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
DonchianChannel.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
DoubleExponentialMovingAverage.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
EaseOfMovementValue.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
ExponentialMovingAverage.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
FilteredIdentity.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
FisherTransform.cs
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FractalAdaptiveMovingAverage.cs
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FunctionalIndicator.cs
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HeikinAshi.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
HullMovingAverage.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
IchimokuKinkoHyo.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
Identity.cs
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Indicator.cs
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IndicatorBase.cs
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
IndicatorBase.Operators.cs
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IndicatorExtensions.cs
Refactor IndicatorExtensions to use SafeAsManagedObject to convert PyObjects (#5489)
2021-04-16 10:59:10 -03:00
IndicatorResult.cs
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IndicatorStatus.cs
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IntradayVwap.cs
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KaufmanAdaptiveMovingAverage.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
KeltnerChannels.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
LeastSquaresMovingAverage.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
LinearWeightedMovingAverage.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
LogReturn.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
MassIndex.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
Maximum.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
MeanAbsoluteDeviation.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
MidPoint.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
MidPrice.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
Minimum.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
Momentum.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
MomentumPercent.cs
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Momersion.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
MoneyFlowIndex.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
MovingAverageConvergenceDivergence.cs
Fix MACD WarmUpPeriod and Updating (#5110)
2021-01-08 16:58:53 -03:00
MovingAverageType.cs
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MovingAverageTypeExtensions.cs
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NormalizedAverageTrueRange.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
OnBalanceVolume.cs
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ParabolicStopAndReverse.cs
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PercentagePriceOscillator.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
PythonIndicator.cs
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QuantConnect.Indicators.csproj
Feature .net 5 (#5505)
2021-05-06 17:23:51 -03:00
RateOfChange.cs
Fix IsReady and WarmUpPeriod for RateOfChange (#5501)
2021-05-11 17:12:48 -03:00
RateOfChangePercent.cs
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RateOfChangeRatio.cs
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RegressionChannel.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
RelativeStrengthIndex.cs
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RelativeVigorIndex.cs
Feature 4999 -- Adds RVI (#5041)
2021-01-08 11:11:00 -03:00
RelativeVigorIndexSignal.cs
Feature 4999 -- Adds RVI (#5041)
2021-01-08 11:11:00 -03:00
SchaffTrendCycle.cs
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
SharpeRatio.cs
Fix IsReady and WarmUpPeriod for RateOfChange (#5501)
2021-05-11 17:12:48 -03:00
SimpleMovingAverage.cs
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StandardDeviation.cs
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Stochastics.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
Sum.cs
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SwissArmyKnife.cs
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T3MovingAverage.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
TimeSeriesIndicator.cs
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
TradeBarIndicator.cs
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TriangularMovingAverage.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
TripleExponentialMovingAverage.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
Trix.cs
Fix IsReady and WarmUpPeriod for RateOfChange (#5501)
2021-05-11 17:12:48 -03:00
TrueRange.cs
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UltimateOscillator.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
Variance.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
VolumeWeightedAveragePriceIndicator.cs
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WilderAccumulativeSwingIndex.cs
Add Wilder Accumulative Swing Index (#5476)
2021-04-16 10:54:02 -03:00
WilderMovingAverage.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
WilderSwingIndex.cs
Add Wilder Accumulative Swing Index (#5476)
2021-04-16 10:54:02 -03:00
WilliamsPercentR.cs
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WindowIdentity.cs
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WindowIndicator.cs
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