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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
Use IBaseData in type constraints
2016-11-09 09:20:16 -05:00
Properties
Remove all nuspec files (#5311)
2021-02-18 17:13:11 -03:00
AbsolutePriceOscillator.cs
Extends a Series of Indicators With IIndicatorWarmUpPeriodProvider
2019-05-10 20:04:55 +01:00
AccelerationBands.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
AccumulationDistribution.cs
Extends a Series of Indicators With IIndicatorWarmUpPeriodProvider
2019-05-10 20:04:55 +01:00
AccumulationDistributionOscillator.cs
Extends a Series of Indicators With IIndicatorWarmUpPeriodProvider
2019-05-10 20:04:55 +01:00
AdvanceDeclineIndicator.cs
Track indicator previous input per symbol individually (#4607)
2020-08-02 20:13:27 -03:00
AdvanceDeclineRatio.cs
remove unused using
2020-07-31 22:03:57 +03:00
AdvanceDeclineVolumeRatio.cs
remove unused using
2020-07-31 22:03:57 +03:00
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
Indicators with name starting with B to F.
2019-05-13 17:50:51 +01:00
BarIndicator.cs
Use IBaseData in type constraints
2016-11-09 09:20:16 -05:00
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
Update Indicators to respect CA1304 and CA1305
2019-09-12 15:30:44 -04:00
ConstantIndicator.cs
Indicators with name starting with B to F.
2019-05-13 17:50:51 +01:00
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
Fixes FishTransform Indicator
2019-05-13 17:57:08 +01:00
FractalAdaptiveMovingAverage.cs
Indicators with name starting with B to F.
2019-05-13 17:50:51 +01:00
FunctionalIndicator.cs
Use IBaseData in type constraints
2016-11-09 09:20:16 -05:00
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
Initial commit
2015-01-12 12:03:33 -03:00
Indicator.cs
Initial commit
2015-01-12 12:03:33 -03:00
IndicatorBase.cs
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
IndicatorBase.Operators.cs
Add indicator operator overloads
2016-02-09 16:27:02 -05:00
IndicatorExtensions.cs
Refactor IndicatorExtensions to use SafeAsManagedObject to convert PyObjects (#5489)
2021-04-16 10:59:10 -03:00
IndicatorResult.cs
Add IndicatorResult support to CompositeIndicator
2016-04-07 06:14:18 -04:00
IndicatorStatus.cs
new status
2020-07-31 17:53:55 +03:00
IntradayVwap.cs
Add IntradayVwap indicator w/ VWAP(symbol) helper
2018-04-06 16:27:14 -04:00
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
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
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
Implements WilderMovingAverage indicator
2018-03-21 00:13:37 +00:00
MovingAverageTypeExtensions.cs
Implements WilderMovingAverage indicator
2018-03-21 00:13:37 +00:00
NormalizedAverageTrueRange.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
OnBalanceVolume.cs
Extends OnBalanceVolume, ParabolicStopAndReverse and RegressionChannel Indicators With IIndicatorWarmUpPeriodProvider
2019-05-23 10:08:48 +01:00
ParabolicStopAndReverse.cs
Extends OnBalanceVolume, ParabolicStopAndReverse and RegressionChannel Indicators With IIndicatorWarmUpPeriodProvider
2019-05-23 10:08:48 +01:00
PercentagePriceOscillator.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
PythonIndicator.cs
Implements Backward Compatibility for Python Custom Indicator
2019-10-04 19:12:11 +01:00
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
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
RateOfChangeRatio.cs
Indicators with name starting with H to M.
2019-05-14 13:32:47 +01:00
RegressionChannel.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
RelativeStrengthIndex.cs
Update RSI to handle negative averages
2020-03-17 20:12:34 +01:00
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
Extends a Series of Indicators With IIndicatorWarmUpPeriodProvider
2019-05-10 20:04:55 +01:00
StandardDeviation.cs
Extends Sum, StandardDeviation and Variance Indicators With IIndicatorWarmUpPeriodProvider
2019-05-15 14:44:35 +01:00
Stochastics.cs
Remove internal usages of implicit operator in Indicator code (#4844)
2020-10-12 10:31:05 -03:00
Sum.cs
Extends Sum, StandardDeviation and Variance Indicators With IIndicatorWarmUpPeriodProvider
2019-05-15 14:44:35 +01:00
SwissArmyKnife.cs
Extends SwissArmyKnife, Trix and WilderMovingAverage Indicators With IIndicatorWarmUpPeriodProvider
2019-06-05 18:10:22 +01:00
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
Initial commit
2015-01-12 12:03:33 -03:00
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
Extends NormalizedAverageTrueRange and TrueRange Indicators With IIndicatorWarmUpPeriodProvider
2019-05-15 14:31:22 +01:00
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
Extends a Series of Indicators With IIndicatorWarmUpPeriodProvider
2019-05-10 20:04:55 +01:00
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
Extends RelativeStrengthIndex, Stochastic and WilliamsPercentR Indicators With IIndicatorWarmUpPeriodProvider
2019-05-23 09:54:02 +01:00
WindowIdentity.cs
Adds VWAP indicator via WeightedBy indicator extension
2016-04-21 19:34:52 -03:00
WindowIndicator.cs
Implements IIndicatorWarmUpPeriodProvider Interface
2019-04-18 23:28:48 +01:00