Reset the MidPrice rolling extremes

Indicators/MidPrice.cs

@@ -72,5 +72,15 @@ protected override decimal ComputeNextValue(IBaseDataBar input)
 
             return (_maximum.Current.Value + _minimum.Current.Value) / 2;
         }
+
+        /// <summary>
+        /// Resets this indicator to its initial state
+        /// </summary>
+        public override void Reset()
+        {
+            _maximum.Reset();
+            _minimum.Reset();
+            base.Reset();
+        }
     }
 }

Tests/Indicators/MidPriceTests.cs

@@ -13,6 +13,8 @@
  * limitations under the License.
 */
 
+using System;
+using System.Collections.Generic;
 using NUnit.Framework;
 using QuantConnect.Data.Market;
 using QuantConnect.Indicators;
@@ -36,5 +38,35 @@ protected override string TestColumnName
         {
             get { return "MIDPRICE_5"; }
         }
+
+        [Test]
+        public void ProducesTheSameValuesAfterReset()
+        {
+            var midPrice = new MidPrice(3);
+            var reference = new DateTime(2024, 1, 1);
+            var bars = new[]
+            {
+                new TradeBar { High = 110m, Low = 100m },
+                new TradeBar { High = 111m, Low = 101m },
+                new TradeBar { High = 112m, Low = 102m },
+                new TradeBar { High = 105m, Low = 95m }
+            };
+
+            var expected = new List<decimal>();
+            for (var i = 0; i < bars.Length; i++)
+            {
+                bars[i].Time = reference.AddDays(i);
+                midPrice.Update(bars[i]);
+                expected.Add(midPrice.Current.Value);
+            }
+
+            midPrice.Reset();
+
+            for (var i = 0; i < bars.Length; i++)
+            {
+                midPrice.Update(bars[i]);
+                Assert.AreEqual(expected[i], midPrice.Current.Value);
+            }
+        }
     }
 }