public void WarmUpPythonIndicatorProperly()
{
var algo = new AlgorithmStub
{
HistoryProvider = new SubscriptionDataReaderHistoryProvider()
};
var zipCacheProvider = new ZipDataCacheProvider(TestGlobals.DataProvider);
algo.HistoryProvider.Initialize(new HistoryProviderInitializeParameters(
null,
null,
TestGlobals.DataProvider,
zipCacheProvider,
TestGlobals.MapFileProvider,
TestGlobals.FactorFileProvider,
null,
false,
new DataPermissionManager()));
algo.SetStartDate(2013, 10, 08);
algo.AddEquity("SPY", Resolution.Minute);
// Different types of indicators
var indicatorDataPoint = new SimpleMovingAverage("SPY", 10);
var indicatorDataBar = new AverageTrueRange("SPY", 10);
var indicatorTradeBar = new VolumeWeightedAveragePriceIndicator("SPY", 10);
using (Py.GIL())
{
var sma = indicatorDataPoint.ToPython();
var atr = indicatorTradeBar.ToPython();
var vwapi = indicatorDataBar.ToPython();
Assert.DoesNotThrow(() => algo.WarmUpIndicator("SPY", sma, Resolution.Minute));
Assert.DoesNotThrow(() => algo.WarmUpIndicator("SPY", atr, Resolution.Minute));
Assert.DoesNotThrow(() => algo.WarmUpIndicator("SPY", vwapi, Resolution.Minute));
var smaIsReady = ((dynamic)sma).IsReady;
var atrIsReady = ((dynamic)atr).IsReady;
var vwapiIsReady = ((dynamic)vwapi).IsReady;
Assert.IsTrue(smaIsReady.IsTrue());
Assert.IsTrue(atrIsReady.IsTrue());
Assert.IsTrue(vwapiIsReady.IsTrue());
}
zipCacheProvider.DisposeSafely();
}