QuantConnect / QuantConnect/Lean
Create the indicator manager
Open
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bug
impact-high
- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
Expected Behavior
- Implement the Indicator manager to keep track of all created/registered indicators
- If EnabledIndicatorWarmup is enabled, when a split or dividend occurs in liveMode or when dataNormalizationMode == DataNormalizationMode.Raw, there will be a price discontinuity. In this case we need to reset the indicator and warm it up again
- We could trigger an algorithm/indicator event to let the user know this has happened
- When delisting happens we could handle it and remove and cleanup indicators
Actual Behavior
- We have no global awareness of the indicators that have been created and are registered
- Each indicator consumer needs to handle splits and dividends by it's own
See https://github.com/QuantConnect/Lean/issues/7088, https://github.com/QuantConnect/Lean/issues/7092, https://github.com/QuantConnect/Lean/issues/7089
Potential Solution
N/A
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 by reading the related issues 7088, 7092, and 7089, then map how indicators are currently created and registered. Define the manager's scope around tracking indicators, resetting and warming them after splits or dividends under the stated conditions, notifying users if needed, and cleaning up after delisting; the issue is done when these behaviors are specified and implemented consistently.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- backend
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100