QuantConnect / QuantConnect/Lean
Indicator WarmUp History By Type
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performance
refactor
- Dominant language
- C#
- Stars
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- Avg merge
- 2d 22h
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Description
Expected Behavior
- While warming up an indicator we request only the required data type
Actual Behavior
- We execute a history request without providing the type, causing Lean to fetch all the related types for a symbol. See GetIndicatorWarmUpHistory
Potential Solution
- We could use the
consolidator.InputTypeas we do to access the data in the response.
Reproducing the Problem
N/A
System Information
N/A
Checklist
- I have completely filled out this template
- I have confirmed that this issue exists on the current
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
- I have provided detailed steps to reproduce the issue
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start at GetIndicatorWarmUpHistory in Algorithm/QCAlgorithm.Indicators.cs around line 2329 and inspect how the history request is built. Confirm that the request supplies consolidator.InputType and retrieves only the required data type rather than all related types for the symbol.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- backend
- Issue type
- Bug
- Difficulty
- 2/5
- Estimated time
- 1-3 hours
- Activity status
- Stale
- Clarity
- Clearly specified
- Newbie friendliness
- 45/100