QuantConnect / QuantConnect/Lean

`WarmUpIndicator` does not work for `RelativeDailyVolume`

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Dominant language
C#
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Description

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

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by tracing the WarmUpIndicator path for the RelativeDailyVolume case and reproduce the warning with the Python example in the issue. Confirm the intended handling of a manually assigned warm-up period, then verify that the backtest warms the indicator without the warning.

Written by the indexing model from the issue text.

Assessment

Tech stack
csharp, python
Domain
backend
Issue type
Bug
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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