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I bulid a custom indicator and try to warm it up.
This should initate the warm up: self.slopy[symbol].Warmup(history)
I commented it out in the code as it gives the following error:
During the algorithm initialization, the following exception has occurred: TypeError : 'custom_slope' object is not subscriptable at Initialize in main.py:line 20 :: self.slopy[symbol].Warmup(history) TypeError : 'custom_slope' object is not subscriptableThe custom indicator is very similar from this discussion:
https://www.quantconnect.com/forum/discussion/9976/custom-indicators-history-in-alpha-framework/p1What do I need to change?
Carsten
Some improvements but still not warm up, ist should start at 1. Jan.
could someone help me on this? Thankx
Shile Wen
Hi Carsten,
This is because we need to index the DataFrame by a Symbol and not by the name of the indicator. Furthermore, our Indicator should have an .IsReady field. Please see these changes in the attached backtest.
Best,
Shile Wen
Carsten
Thank you Shile
Carsten
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