Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Add indicator helper methods for base Algorithm #8076

Conversation

Martin-Molinero
Copy link
Member

@Martin-Molinero Martin-Molinero commented Jun 4, 2024

Description

  • Add indicator helper methods for base algorithm. Adding new unit & regression tests
  • Expand indicators helper methods, adding support for C# and custom
    indicators too. Adding unit tests
  • Expand indicators helper methods to support multiple symbols as input.
    Adding unit tests
  • Improve conversion of symbol enumerable from python to C# adding unit
    tests
  • Minor improvement to DynamicData so it supports snake name access

Related Issue

Closes #5634
Closes #2992

Motivation and Context

Improve API, making it easier to warmup an indicator and get it's values

Requires Documentation Change

Yes

How Has This Been Tested?

Existing a new tests

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

@Martin-Molinero Martin-Molinero force-pushed the refactor-add-indicator-helper-methods-base-algorithm branch 2 times, most recently from c9a43b6 to 7588051 Compare June 6, 2024 22:53
@Martin-Molinero
Copy link
Member Author

Martin-Molinero commented Jun 7, 2024

This is a breaking change, review solution later, to match history api
See #6828 maybe we can merge all this behavior under the same API
Another functionality would be sweet is kind of related to #3083, for the same option symbol, we could warmup an array of indicators, the greeks

@Martin-Molinero Martin-Molinero force-pushed the refactor-add-indicator-helper-methods-base-algorithm branch from 7588051 to 88f35cc Compare June 27, 2024 23:20
- Add indicator helper methods for base algorithm. Adding new unit tests
- Expand indicators helper methods, adding support for C# and custom
  indicators too. Adding unit tests
- Expand indicators helper methods to support multiple symbols as input.
  Adding unit tests
- Improve conversion of symbol enumerable from python to C# adding unit
  tests
@Martin-Molinero Martin-Molinero force-pushed the refactor-add-indicator-helper-methods-base-algorithm branch 4 times, most recently from 99012eb to f916249 Compare June 28, 2024 19:45
- Keep old QB.Indicator methods for backwards compatibility
- Rename new API to IndicatorHistory, matching
  FutureHistory/OptionHistory
- Add new regression algorithms
- Minor improvement to DynamicData so it supports snake name access
@Martin-Molinero Martin-Molinero force-pushed the refactor-add-indicator-helper-methods-base-algorithm branch from f916249 to cba1f8f Compare June 28, 2024 22:24
@Martin-Molinero Martin-Molinero merged commit 25c635d into QuantConnect:master Jul 1, 2024
7 checks passed
@Martin-Molinero Martin-Molinero deleted the refactor-add-indicator-helper-methods-base-algorithm branch July 1, 2024 16:27
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
1 participant