Tags: gregofkickapoo/Lean
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Can serialize unknown exchange. Adding test (QuantConnect#6031)
Feature 5988 WarmUpIndicator() method for indicators written in Python ( QuantConnect#6027) * Implement IIndicatorWarmUpPeriodProvider - Implement IIndicatorWarmUpPeriodProvider in PythonIndicator.cs - Make a unit test to check whether the WarmUpPeriod is working as expected - Make a regression test to check the new feature at a system level * Nit change * Change Period parameter for WarmUpPeriod parameter - Change regression test to check if the new parameter keep backwards compatibility with indicators that do not set WarmUpPeriod * Documentation change * Fix tests bugs - In CommonIndicatorTests.cs before finish the test it checks the period.value with the number of samples but for default the period.value was set to -1 * Change names * Change WarmUp and RegisterIndicator methods - Lean WarmUp indicator skip custom python indicators that don't define WarmUpPeriod parameter * Call WarmUpIndicator manually - Add a new "bridge" method called WarmUpIndicator in QCAlgorithm.Python.cs to set up everything to call WarmUpIndicator in QCAlgorithm.Indicators.cs - Change the regression algorithm to warm up the indicators manually * Remove unnecessary code and add more tests * Nit change * Revert "Nit change" This reverts commit da411f5. * Fix bugs * Try fix bugs * Add C# regression test - More nit changes - Fix bugs * Requested changes * Remove unnecessary code * Requested changes * Nit changes - Add new Python class to check a custom indicator, which doesn't inherits from PythonIndicator, warms up properly * Reduce redundant code * Fix bug and add more unit and regression tests * - Add more unit tests * Nit change * Test cleanup Co-authored-by: Martin-Molinero <martin@quantconnect.com>
Set WarmUpPeriod value in MarketProfile constructor (QuantConnect#6029) - Remove unnecessary attribute `_period` in MarketProfile - Set the value of WarmUpPeriod to the period in MarketProfile constructor - Fix unit test to check VolumeProfile and TimeProfile indicators are being warmed up properly and its WarmUpPeriod parameter isn't zero
Some performance improvements for IndexOptions (QuantConnect#6025) - Some performance improvements for IndexOptions specially affects debugging C# algorithms.
Some performance improvements for IndexOptions (QuantConnect#6025) - Some performance improvements for IndexOptions specially affects debugging C# algorithms.
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