Add new initialization path for Custom Python Indicators

JosueNina · JosueNina · commit 3a8e48aa530b · 2026-01-05T00:34:59.000-05:00
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);
+                    pythonIndicator = new PythonIndicator(pyObject, false);
                 }
                 else
                 {
diff --git a/Indicators/PythonIndicator.cs b/Indicators/PythonIndicator.cs
@@ -29,6 +29,8 @@ public class PythonIndicator : IndicatorBase<IBaseData>, IIndicatorWarmUpPeriodP
         private PyObject _instance;
         private bool _isReady;
         private bool _pythonIsReadyProperty;
+        private bool _useNewInitialization;
+        private bool _isInstanceSet;
         private BasePythonWrapper<IIndicator> _indicatorWrapper;
 
         /// <summary>
@@ -53,10 +55,12 @@ 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>
-        public PythonIndicator(PyObject indicator)
+        /// <param name="useNewInitialization">Whether to use the new initialization method</param>
+        public PythonIndicator(PyObject indicator, bool useNewInitialization = true)
             : base(GetIndicatorName(indicator))
         {
-            SetIndicator(indicator);
+            _useNewInitialization = useNewInitialization;
+            _instance = indicator;
         }
 
         /// <summary>
@@ -67,19 +71,20 @@ public void SetIndicator(PyObject indicator)
         {
             _instance = indicator;
             _indicatorWrapper = new BasePythonWrapper<IIndicator>(indicator, validateInterface: false);
-            foreach (var attributeName in new[] { "IsReady", "Update", "Value" })
+            var requiredAttributes = new[] { "IsReady", _useNewInitialization ? "ComputeNextValue" : "Update", "Value" };
+
+            foreach (var attributeName in requiredAttributes)
             {
                 if (!_indicatorWrapper.HasAttr(attributeName))
                 {
                     var name = GetIndicatorName(indicator);
-
                     var message = $"Indicator.{attributeName.ToSnakeCase()} must be implemented. " +
-                                    $"Please implement this missing method in {name}";
+                                  $"Please implement this missing method in {name}";
 
                     if (attributeName == "IsReady")
                     {
                         message += " or use PythonIndicator as base:" +
-                                    $"{Environment.NewLine}class {name}(PythonIndicator):";
+                                   $"{Environment.NewLine}class {name}(PythonIndicator):";
                     }
 
                     throw new NotImplementedException(message);
@@ -93,8 +98,18 @@ public void SetIndicator(PyObject indicator)
                     }
                 }
             }
-
             WarmUpPeriod = GetIndicatorWarmUpPeriod();
+            _isInstanceSet = true;
+        }
+
+        private bool CheckInstance()
+        {
+            if (_instance != null && !_isInstanceSet)
+            {
+                SetIndicator(_instance);
+            }
+
+            return _isInstanceSet;
         }
 
         /// <summary>
@@ -113,7 +128,7 @@ public override bool IsReady
                 {
                     using (Py.GIL())
                     {
-                        /// We get the property again and convert it to bool
+                        // We get the property again and convert it to bool
                         var property = _instance.GetPythonBoolPropertyWithChecks(_isReadyName);
                         return BasePythonWrapper<IIndicator>.PythonRuntimeChecker.ConvertAndDispose<bool>(property, _isReadyName, isMethod: false);
                     }
@@ -135,9 +150,17 @@ public override bool IsReady
         /// <returns>A new value for this indicator</returns>
         protected override decimal ComputeNextValue(IBaseData input)
         {
-            _isReady = _indicatorWrapper.InvokeMethod<bool?>(nameof(Update), input)
+            CheckInstance();
+            if (_useNewInitialization)
+            {
+                return _indicatorWrapper.InvokeMethod<decimal>("ComputeNextValue", input);
+            }
+            else
+            {
+                _isReady = _indicatorWrapper.InvokeMethod<bool?>(nameof(Update), input)
                 ?? _indicatorWrapper.GetProperty<bool>(nameof(IsReady));
-            return _indicatorWrapper.GetProperty<decimal>("Value");
+                return _indicatorWrapper.GetProperty<decimal>("Value");
+            }
         }
 
         /// <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);
+                return new PythonIndicator(indicator, false);
             }
         }
 
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);
+                return new PythonIndicator(indicator, false);
             }
         }
 
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());
+            return new PythonIndicator(CreatePythonIndicator(), false);
         }
 
         protected override string TestFileName => "spy_with_indicators.txt";
@@ -135,13 +135,13 @@ protected override void RunTestIndicator(IndicatorBase<IBaseData> indicator)
         }
 
         protected override Action<IndicatorBase<IBaseData>, double> Assertion => (indicator, expected) =>
-            Assert.AreEqual(expected, (double) indicator.Current.Value, 1e-2);
+            Assert.AreEqual(expected, (double)indicator.Current.Value, 1e-2);
 
         [Test]
         public void SmaComputesCorrectly()
         {
             var sma = new SimpleMovingAverage(4);
-            var data = new[] {1m, 10m, 100m, 1000m, 10000m, 1234m, 56789m};
+            var data = new[] { 1m, 10m, 100m, 1000m, 10000m, 1234m, 56789m };
 
             var seen = new List<decimal>();
             for (int i = 0; i < data.Length; i++)
@@ -327,9 +327,9 @@ public void AllPythonRegisterIndicatorBadCases(string consolidatorName, bool nee
                     Consolidator = Consolidator.Invoke();
                 }
 
-                #pragma warning disable CS0618
+#pragma warning disable CS0618
                 var exception = Assert.Throws<ArgumentException>(() => algorithm.RegisterIndicator(spy, PyIndicator, Consolidator));
-                #pragma warning restore CS0618
+#pragma warning restore CS0618
                 Assert.That(exception.Message, Is.EqualTo(expectedMessage));
             }
         }
@@ -362,7 +362,7 @@ def Update(self, input):
                 );
                 var pythonIndicator = module.GetAttr("CustomSimpleMovingAverage")
                     .Invoke("custom".ToPython(), 14.ToPython());
-                var SMAWithWarmUpPeriod = new PythonIndicator(pythonIndicator);
+                var SMAWithWarmUpPeriod = new PythonIndicator(pythonIndicator, false);
                 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);
+                var indicator = new PythonIndicator(pythonIndicator, false);
 
                 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);
+                var wrapper = new PythonIndicator(customSma, false);
 
                 for (int i = 0; i < data.Length; i++)
                 {
@@ -486,7 +486,7 @@ public void PythonIndicatorExtensionInRegressionAlgorithm()
         {
             var parameter = new RegressionTests.AlgorithmStatisticsTestParameters(
                 "CustomIndicatorWithExtensionAlgorithm",
-                new (),
+                new(),
                 Language.Python,
                 AlgorithmStatus.Completed);
 

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);`
	`2049`	`+ pythonIndicator = new PythonIndicator(pyObject, false);`
`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);`
	`70`	`+ return new PythonIndicator(indicator, false);`
`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);`
	`69`	`+ return new PythonIndicator(indicator, false);`
`70`	`70`	`}`
`71`	`71`	`}`
`72`	`72`
Original file line number	Diff line number	Diff line change
`@@ -80,7 +80,7 @@ def __init__(self, name, period):`
`80`	`80`
`81`	`81`	`protected override IndicatorBase<IBaseData> CreateIndicator()`
`82`	`82`	`{`
`83`		`- return new PythonIndicator(CreatePythonIndicator());`
	`83`	`+ return new PythonIndicator(CreatePythonIndicator(), false);`
`84`	`84`	`}`
`85`	`85`
`86`	`86`	`protected override string TestFileName => "spy_with_indicators.txt";`
`@@ -135,13 +135,13 @@ protected override void RunTestIndicator(IndicatorBase<IBaseData> indicator)`
`135`	`135`	`}`
`136`	`136`
`137`	`137`	`protected override Action<IndicatorBase<IBaseData>, double> Assertion => (indicator, expected) =>`
`138`		`- Assert.AreEqual(expected, (double) indicator.Current.Value, 1e-2);`
	`138`	`+ Assert.AreEqual(expected, (double)indicator.Current.Value, 1e-2);`
`139`	`139`
`140`	`140`	`[Test]`
`141`	`141`	`public void SmaComputesCorrectly()`
`142`	`142`	`{`
`143`	`143`	`var sma = new SimpleMovingAverage(4);`
`144`		`- var data = new[] {1m, 10m, 100m, 1000m, 10000m, 1234m, 56789m};`
	`144`	`+ var data = new[] { 1m, 10m, 100m, 1000m, 10000m, 1234m, 56789m };`
`145`	`145`
`146`	`146`	`var seen = new List<decimal>();`
`147`	`147`	`for (int i = 0; i < data.Length; i++)`
`@@ -327,9 +327,9 @@ public void AllPythonRegisterIndicatorBadCases(string consolidatorName, bool nee`
`327`	`327`	`Consolidator = Consolidator.Invoke();`
`328`	`328`	`}`
`329`	`329`
`330`		`- #pragma warning disable CS0618`
	`330`	`+#pragma warning disable CS0618`
`331`	`331`	`var exception = Assert.Throws<ArgumentException>(() => algorithm.RegisterIndicator(spy, PyIndicator, Consolidator));`
`332`		`- #pragma warning restore CS0618`
	`332`	`+#pragma warning restore CS0618`
`333`	`333`	`Assert.That(exception.Message, Is.EqualTo(expectedMessage));`
`334`	`334`	`}`
`335`	`335`	`}`
`@@ -362,7 +362,7 @@ def Update(self, input):`
`362`	`362`	`);`
`363`	`363`	`var pythonIndicator = module.GetAttr("CustomSimpleMovingAverage")`
`364`	`364`	`.Invoke("custom".ToPython(), 14.ToPython());`
`365`		`- var SMAWithWarmUpPeriod = new PythonIndicator(pythonIndicator);`
	`365`	`+ var SMAWithWarmUpPeriod = new PythonIndicator(pythonIndicator, false);`
`366`	`366`	`var reference = new DateTime(2000, 1, 1, 0, 0, 0);`
`367`	`367`	`var period = ((IIndicatorWarmUpPeriodProvider)SMAWithWarmUpPeriod).WarmUpPeriod;`
`368`	`368`
`@@ -404,7 +404,7 @@ def Update(self, input):`
`404`	`404`	`);`
`405`	`405`	`var pythonIndicator = module.GetAttr("CustomSimpleMovingAverage")`
`406`	`406`	`.Invoke("custom".ToPython(), 14.ToPython());`
`407`		`- var indicator = new PythonIndicator(pythonIndicator);`
	`407`	`+ var indicator = new PythonIndicator(pythonIndicator, false);`
`408`	`408`
`409`	`409`	`Assert.AreEqual(0, indicator.WarmUpPeriod);`
`410`	`410`	`}`
`@@ -421,7 +421,7 @@ public void PythonIndicatorDoesntRequireWrappingToWork()`
`421`	`421`	`using (Py.GIL())`
`422`	`422`	`{`
`423`	`423`	`using dynamic customSma = CreatePythonIndicator(period);`
`424`		`- var wrapper = new PythonIndicator(customSma);`
	`424`	`+ var wrapper = new PythonIndicator(customSma, false);`
`425`	`425`
`426`	`426`	`for (int i = 0; i < data.Length; i++)`
`427`	`427`	`{`
`@@ -486,7 +486,7 @@ public void PythonIndicatorExtensionInRegressionAlgorithm()`
`486`	`486`	`{`
`487`	`487`	`var parameter = new RegressionTests.AlgorithmStatisticsTestParameters(`
`488`	`488`	`"CustomIndicatorWithExtensionAlgorithm",`
`489`		`- new (),`
	`489`	`+ new(),`
`490`	`490`	`Language.Python,`
`491`	`491`	`AlgorithmStatus.Completed);`
`492`	`492`