`WarmUpIndicator` does not work for `RelativeDailyVolume`
Expected Behavior
The indicator RelativeDailyVolume can be warmed up using WarmUpIndicator.
Actual Behavior
It doesn't work and we get the following warning:
Warning: the 'WarmUpIndicator' feature only works with indicators which inherit from 'IIndicatorWarmUpPeriodProvider' and define a warm up period, setting property 'WarmUpPeriod' with a value > 0. The provided indicator of type 'RelativeDailyVolume' will not be warmed up.
Potential Solution
I understand why that is. @Marinovsky explained it here. But I would expect to make it work when we set the warm-up period manually like so:
rdv = RelativeDailyVolume(5)
rdv.warm_up_period = 1000
self.warm_up_indicator(symbol, rdv, Resolution.MINUTE)
Wouldn't it be possible to at least check the property WarmUpPeriod if the indicator doesn't inherit from IIndicatorWarmUpPeriodProvider?
Reproducing the Problem
Run this backtest.
System Information
QC Cloud
Checklist
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Good catch.