Improve PythonIndicator to support both legacy and new custom python indicators

JosueNina · JosueNina · commit 160575b71d00 · 2026-01-05T17:21:32.000-05:00
diff --git a/Algorithm/QCAlgorithm.Python.cs b/Algorithm/QCAlgorithm.Python.cs
@@ -2046,7 +2046,7 @@ private PythonIndicator WrapPythonIndicator(PyObject pyObject, PythonIndicator c
 
                 if (pythonIndicator == null)
                 {
-                    pythonIndicator = new PythonIndicator(pyObject, false);
+                    pythonIndicator = new PythonIndicator(pyObject);
                 }
                 else
                 {
diff --git a/Indicators/PythonIndicator.cs b/Indicators/PythonIndicator.cs
@@ -29,8 +29,7 @@ public class PythonIndicator : IndicatorBase<IBaseData>, IIndicatorWarmUpPeriodP
         private PyObject _instance;
         private bool _isReady;
         private bool _pythonIsReadyProperty;
-        private bool _useNewInitialization;
-        private bool _isInstanceSet;
+        private bool _isLegacyMode;
         private BasePythonWrapper<IIndicator> _indicatorWrapper;
 
         /// <summary>
@@ -55,12 +54,23 @@ public PythonIndicator(params PyObject[] args)
         /// Initializes a new instance of the PythonIndicator class using the specified name.
         /// </summary>
         /// <param name="indicator">The python implementation of <see cref="IndicatorBase{IBaseDataBar}"/></param>
-        /// <param name="useNewInitialization">Whether to use the new initialization method</param>
-        public PythonIndicator(PyObject indicator, bool useNewInitialization = true)
+        public PythonIndicator(PyObject indicator)
             : base(GetIndicatorName(indicator))
         {
-            _useNewInitialization = useNewInitialization;
-            _instance = indicator;
+            SetInstance(indicator);
+            _isLegacyMode = false;
+
+            // Check if the instance has the method ComputeNextValue
+            // If not, we need to use the legacy mode
+            if (_indicatorWrapper.GetMethod(nameof(ComputeNextValue), true) == null)
+            {
+                _isLegacyMode = true;
+            }
+
+            if (_isLegacyMode)
+            {
+                SetIndicator(indicator);
+            }
         }
 
         /// <summary>
@@ -69,10 +79,8 @@ public PythonIndicator(PyObject indicator, bool useNewInitialization = true)
         /// <param name="indicator">The python implementation of <see cref="IndicatorBase{IBaseDataBar}"/></param>
         public void SetIndicator(PyObject indicator)
         {
-            _instance = indicator;
-            _indicatorWrapper = new BasePythonWrapper<IIndicator>(indicator, validateInterface: false);
-            var requiredAttributes = new[] { "IsReady", _useNewInitialization ? "ComputeNextValue" : "Update", "Value" };
-
+            SetInstance(indicator);
+            var requiredAttributes = new[] { "IsReady", "Update", "Value" };
             foreach (var attributeName in requiredAttributes)
             {
                 if (!_indicatorWrapper.HasAttr(attributeName))
@@ -99,17 +107,15 @@ public void SetIndicator(PyObject indicator)
                 }
             }
             WarmUpPeriod = GetIndicatorWarmUpPeriod();
-            _isInstanceSet = true;
         }
 
-        private bool CheckInstance()
+        private void SetInstance(PyObject instance)
         {
-            if (_instance != null && !_isInstanceSet)
+            if (_instance == null)
             {
-                SetIndicator(_instance);
+                _instance = instance;
+                _indicatorWrapper = new BasePythonWrapper<IIndicator>(instance, validateInterface: false);
             }
-
-            return _isInstanceSet;
         }
 
         /// <summary>
@@ -150,17 +156,16 @@ public override bool IsReady
         /// <returns>A new value for this indicator</returns>
         protected override decimal ComputeNextValue(IBaseData input)
         {
-            CheckInstance();
-            if (_useNewInitialization)
-            {
-                return _indicatorWrapper.InvokeMethod<decimal>("ComputeNextValue", input);
-            }
-            else
+            if (_isLegacyMode)
             {
                 _isReady = _indicatorWrapper.InvokeMethod<bool?>(nameof(Update), input)
                 ?? _indicatorWrapper.GetProperty<bool>(nameof(IsReady));
                 return _indicatorWrapper.GetProperty<decimal>("Value");
             }
+            else
+            {
+                return _indicatorWrapper.InvokeMethod<decimal>(nameof(ComputeNextValue), input);
+            }
         }
 
         /// <summary>
diff --git a/Tests/Indicators/PythonIndicatorNoinheritanceTests.cs b/Tests/Indicators/PythonIndicatorNoinheritanceTests.cs
@@ -67,7 +67,7 @@ def __init__(self, name, period):
                 var indicator = module.GetAttr("CustomSimpleMovingAverage")
                     .Invoke("custom".ToPython(), 14.ToPython());
 
-                return new PythonIndicator(indicator, false);
+                return new PythonIndicator(indicator);
             }
         }
 
diff --git a/Tests/Indicators/PythonIndicatorNoinheritanceTestsLegacy.cs b/Tests/Indicators/PythonIndicatorNoinheritanceTestsLegacy.cs
@@ -66,7 +66,7 @@ def __init__(self, name, period):
                 var indicator = module.GetAttr("CustomSimpleMovingAverage")
                     .Invoke("custom".ToPython(), 14.ToPython());
 
-                return new PythonIndicator(indicator, false);
+                return new PythonIndicator(indicator);
             }
         }
 
diff --git a/Tests/Indicators/PythonIndicatorTests.cs b/Tests/Indicators/PythonIndicatorTests.cs
@@ -80,7 +80,7 @@ def __init__(self, name, period):
 
         protected override IndicatorBase<IBaseData> CreateIndicator()
         {
-            return new PythonIndicator(CreatePythonIndicator(), false);
+            return new PythonIndicator(CreatePythonIndicator());
         }
 
         protected override string TestFileName => "spy_with_indicators.txt";
@@ -362,7 +362,7 @@ def Update(self, input):
                 );
                 var pythonIndicator = module.GetAttr("CustomSimpleMovingAverage")
                     .Invoke("custom".ToPython(), 14.ToPython());
-                var SMAWithWarmUpPeriod = new PythonIndicator(pythonIndicator, false);
+                var SMAWithWarmUpPeriod = new PythonIndicator(pythonIndicator);
                 var reference = new DateTime(2000, 1, 1, 0, 0, 0);
                 var period = ((IIndicatorWarmUpPeriodProvider)SMAWithWarmUpPeriod).WarmUpPeriod;
 
@@ -404,7 +404,7 @@ def Update(self, input):
                 );
                 var pythonIndicator = module.GetAttr("CustomSimpleMovingAverage")
                     .Invoke("custom".ToPython(), 14.ToPython());
-                var indicator = new PythonIndicator(pythonIndicator, false);
+                var indicator = new PythonIndicator(pythonIndicator);
 
                 Assert.AreEqual(0, indicator.WarmUpPeriod);
             }
@@ -421,7 +421,7 @@ public void PythonIndicatorDoesntRequireWrappingToWork()
             using (Py.GIL())
             {
                 using dynamic customSma = CreatePythonIndicator(period);
-                var wrapper = new PythonIndicator(customSma, false);
+                var wrapper = new PythonIndicator(customSma);
 
                 for (int i = 0; i < data.Length; i++)
                 {
@@ -513,5 +513,76 @@ public override void AcceptsRenkoBarsAsInput()
         public override void AcceptsVolumeRenkoBarsAsInput()
         {
         }
+
+        [Test]
+        public void UpdatedEventFiresCorrectlyWithCustomPythonIndicator()
+        {
+            using (Py.GIL())
+            {
+                var module = PyModule.FromString(
+                    Guid.NewGuid().ToString(),
+                    $@"
+from AlgorithmImports import *
+from collections import deque
+
+class CustomSimpleMovingAverage(PythonIndicator):
+    def __init__(self, name, period):
+        super().__init__(self)
+        self.name = name
+        self.value = 0
+        self.period = period
+        self.warm_up_period = period
+        self.queue = deque(maxlen=period)
+    
+    @property
+    def is_ready(self):
+        return len(self.queue) >= self.period
+
+    # compute_next_value method is mandatory
+    def compute_next_value(self, input):
+        self.queue.appendleft(input.Value)
+        count = len(self.queue)
+        self.value = np.sum(self.queue) / count
+        return self.value
+
+class IndicatorUpdater:
+    def __init__(self, period=3):
+        self.count = 0
+        self.indicator = CustomSimpleMovingAverage('SMA', period)
+        self.indicator.updated += self._on_update
+
+    def _on_update(self, sender, consolidated):
+        self.count += 1
+    
+    def update_indicator(self):
+        bar1 = TradeBar()
+        bar1.value = 1
+        bar2 = TradeBar()
+        bar2.value = 2
+        bar3 = TradeBar()
+        bar3.value = 3
+        bar4 = TradeBar()
+        bar4.value = 4
+        self.indicator.update(bar1)
+        self.indicator.update(bar2)
+        self.indicator.update(bar3)
+        self.indicator.update(bar4)
+    
+    def get_indicator_status(self):
+        return self.indicator.is_ready
+"
+                );
+                var period = 3;
+                dynamic updater = module.GetAttr("IndicatorUpdater")
+                    .Invoke(period.ToPython());
+                updater.update_indicator();
+                var count = updater.count.As<int>();
+                var isReady = updater.get_indicator_status().As<bool>();
+                var indicatorValue = updater.indicator.value.As<decimal>();
+                Assert.AreEqual(4, count);
+                Assert.IsTrue(isReady);
+                Assert.AreEqual(3.0m, indicatorValue);
+            }
+        }
     }
 }

Original file line number	Diff line number	Diff line change
`@@ -2046,7 +2046,7 @@ private PythonIndicator WrapPythonIndicator(PyObject pyObject, PythonIndicator c`
`2046`	`2046`
`2047`	`2047`	`if (pythonIndicator == null)`
`2048`	`2048`	`{`
`2049`		`- pythonIndicator = new PythonIndicator(pyObject, false);`
	`2049`	`+ pythonIndicator = new PythonIndicator(pyObject);`
`2050`	`2050`	`}`
`2051`	`2051`	`else`
`2052`	`2052`	`{`
Original file line number	Diff line number	Diff line change
`@@ -67,7 +67,7 @@ def __init__(self, name, period):`
`67`	`67`	`var indicator = module.GetAttr("CustomSimpleMovingAverage")`
`68`	`68`	`.Invoke("custom".ToPython(), 14.ToPython());`
`69`	`69`
`70`		`- return new PythonIndicator(indicator, false);`
	`70`	`+ return new PythonIndicator(indicator);`
`71`	`71`	`}`
`72`	`72`	`}`
`73`	`73`
Original file line number	Diff line number	Diff line change
`@@ -66,7 +66,7 @@ def __init__(self, name, period):`
`66`	`66`	`var indicator = module.GetAttr("CustomSimpleMovingAverage")`
`67`	`67`	`.Invoke("custom".ToPython(), 14.ToPython());`
`68`	`68`
`69`		`- return new PythonIndicator(indicator, false);`
	`69`	`+ return new PythonIndicator(indicator);`
`70`	`70`	`}`
`71`	`71`	`}`
`72`	`72`