Lean icon indicating copy to clipboard operation
Lean copied to clipboard

`WarmUpIndicator` does not work for `RelativeDailyVolume`

Open ArthurAsenheimer opened this issue 10 months ago • 1 comments

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

  • [x] I have completely filled out this template
  • [x] I have confirmed that this issue exists on the current master branch
  • [x] I have confirmed that this is not a duplicate issue by searching issues
  • [x] I have provided detailed steps to reproduce the issue

ArthurAsenheimer avatar Mar 13 '25 20:03 ArthurAsenheimer

Good catch.

ikamanu avatar Apr 02 '25 23:04 ikamanu