Enable support for custom indicators, similar to how one would be created for a QC Algorithm
class CustomSimpleMovingAverage:
def __init__(self, name, period):
self.Name = name
self.Time = datetime.min
self.Value = 0
self.IsReady = False
self.queue = deque(maxlen=period)
def __repr__(self):
return "{0} -> IsReady: {1}. Time: {2}. Value: {3}".format(self.Name, self.IsReady, self.Time, self.Value)
# Update method is mandatory
def Update(self, input):
self.queue.appendleft(input.Close)
count = len(self.queue)
self.Time = input.EndTime
self.Value = sum(self.queue) / count
self.IsReady = count == self.queue.maxlen
custom = CustomSimpleMovingAverage('SPY', 21)
x = qb.Indicator(CustomSimpleMovingAverage, 'SPY', 360, Resolution.Daily)
Enable support for custom indicators, similar to how one would be created for a QC Algorithm