Registering an indicator for quotes results in an error

[scoriiu]

I'm not sure if registering an indicator for quotes should be supported or not, but currently it raises an error. If not supported, would be nice to have a condition in place that restricts registering the indicators for quotes.

 # Register the indicators for updating
        self.register_indicator_for_quote_ticks(
            symbol=self.symbol,
            indicator=self.sma)

Traceback (most recent call last):
  File "/Users/solo/git/nautilus_trader/backtest/backtest_market_maker.py", line 74, in <module>
    engine.run(start, stop)
  File "nautilus_trader/backtest/engine.pyx", line 195, in nautilus_trader.backtest.engine.BacktestEngine.run
  File "nautilus_trader/backtest/engine.pyx", line 282, in nautilus_trader.backtest.engine.BacktestEngine.run
  File "nautilus_trader/backtest/data.pyx", line 368, in nautilus_trader.backtest.data.BacktestDataClient.process_tick
  File "nautilus_trader/common/data.pyx", line 221, in nautilus_trader.common.data.DataClient.handle_quote_tick
  File "nautilus_trader/trading/strategy.pyx", line 463, in nautilus_trader.trading.strategy.TradingStrategy.handle_quote_tick
  File "nautilus_trader/trading/strategy.pyx", line 478, in nautilus_trader.trading.strategy.TradingStrategy.handle_quote_tick
  File "nautilus_trader/indicators/base/indicator.pyx", line 51, in nautilus_trader.indicators.base.indicator.Indicator.handle_quote_tick
TypeError: 'NotImplementedType' object is not callable

[cjdsellers]

All MovingAverage type indicators now support registration for quote and trade ticks (on the develop branch). Note the optional parameter for price_type and specify MID, BID or ASK (applicable for quote ticks only).

Not all indicators support every data type for registration. Unfortunately PyCharm doesn't seem to detect an invalid class type in the registration method even if the base classes were changed to reflect the supported handling methods.

Your feedback is really appreciated. The API is in a state of flux at the moment, versioning has been moved back to beta again.

Please continue to let us know of any pain points, or any further suggestions you may have.