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Hi,
I am using custom data in Python. It loads fine and I get it in my algo's OnData.
However, what OnData gets in the slice is of type “class converter.Data”. When I feed that to the existing Heikin Ashi indicator's Update method in QC (class "HeikinAshi"), I get a runtime TypeError because no Update method on HeikinAshi can get converter.Data as a param. HeikinAshi takes its Update methods from IndicatorBase. And it simply needs an IBaseData. So, converter.Data is not an IBaseData? But my custom data class inherits from PythonData, which is an IBaseData. So I am confused…
How can I use/convert custom data bars as/to IBaseData?
Thanks!
Fred
Fred Painchaud
Ok, another one I finally find the answer…
The problem was that custom data is not TradeBar because custom data (PythonData) is not IBaseDataBar, it is “only” IBaseData, which makes a lot of sense (custom data can be anything, it does not HAVE to be OHLCV). So I first tried to make my custom data class inherit from IBaseDataBar and PythonData but multiple inheritance is not supported by Python.NET from managed (C#) classes. The solution is simple:
Make a standard custom data class (inherit from PythonData) and then in OnData, when you get your custom data slice, use the OHLCV data you have in there to simply create a TradeBar(…) from it and pass it to indicators that need TradeBar data and not just any data (like HeikinAshi).
Cheers,
Fred
Fred Painchaud
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