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algorithmic-trading-engine

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Lean
AlexCatarino
AlexCatarino commented Jun 7, 2021

Expected Behavior

Be able to update a series of indicators with a single command.

Actual Behavior

Python algorithm needs to make a historical data request that returns a pandas DataFrame that will be used to update indicators. If the algorithm uses EnableAutomaticIndicatorWarmUp instead, it will make the same historical data request if there is more than one indicator per Symbol.

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