QuantConnect / QuantConnect/Lean
Inconsistent indicator property types
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- C#
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Description
Most indicator properties are of IndicatorBase<IBaseDataBar> or IndicatorBase<IndicatorDataPoint> type, such as PercentB for BB.
It would be nice if all properties of all indicators would be consistent and constructed in the same manner.
For example, the PeriodsSinceMaximum property of Maximum is an INT and not one of the mentioned data types.
This makes it impossible to access past values of PeriodsSinceMaximum without implementing it myself.
Many other indicator properties are missing the window function.
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 comparing the Maximum indicator's PeriodsSinceMaximum property with PercentB and other IndicatorBase or IndicatorBase properties. Review the indicators mentioned in the issue to identify which properties lack window access and determine the consistent construction pattern. Done means the affected properties expose past values consistently without custom implementations.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- fintech-quant
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100