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Fixes indicators lagging when combined with consolidators. #502

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@AlexCatarino
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commented Jul 27, 2016

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@AlexCatarino AlexCatarino force-pushed the AlexCatarino:consolidator-indicator-bugfix branch from 9e5cd78 to 94563a1 Jul 28, 2016
consolidator.DataConsolidated += OnFiveMinutes;

indicator = new SimpleMovingAverage(2);
RegisterIndicator(indicator, consolidator);

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AlexCatarino Jul 28, 2016

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At first I tried to subscribe to events by using an anonymous methods. That way, the order I subscribed them matter.
Then, I emulated the bug reported by this post on QC forum. In this case, before the fix, RegisterIndicator was always called after the OnFiveMinutes.

@AlexCatarino AlexCatarino deleted the AlexCatarino:consolidator-indicator-bugfix branch Jul 28, 2016
@AlexCatarino AlexCatarino restored the AlexCatarino:consolidator-indicator-bugfix branch Jul 28, 2016
@AlexCatarino AlexCatarino reopened this Jul 28, 2016
@jaredbroad jaredbroad merged commit 660cbd7 into QuantConnect:master Jul 28, 2016
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@AlexCatarino AlexCatarino deleted the AlexCatarino:consolidator-indicator-bugfix branch Jul 29, 2016
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