Can't find self.rsv (Rogers Satchell volatility) in Python

Hello FemtoTrader,

The issue you're experiencing might be due to the fact that the Python version of LEAN relies on a C# to Python interoperation layer. All the core algorithms are in Algorithm.Framework. If you look at the source code, there are many situations where PyObject instances are translated to C#, and vice versa. This might be causing some issues with accessing certain attributes or methods in your Python code.

If you're trying to access the attributes of an indicator and you're not sure what all the variable names are, you can use the dir() function in Python. This function attempts to return a list of valid attributes for the object. However, keep in mind that objects like Symbol, and all other objects coming from LEAN, are not usual Python objects. They are .NET objects, stubbed into Python via Python.NET.

Here is an example of how you might use the dir() function:

for prop in dir(self.bb):

If you're still having trouble, I would recommend checking out the LEAN API documentation. This documentation is generated from the .NET source code and is kept up to date daily. It should provide you with a comprehensive view of all the available methods and attributes.

I hope this helps! Let me know if you have any other questions.

Sources:

• Forum > Discussion > 5516 > Where-is-python-source-code Part 1
• Forum > Discussion > 13495 > How-to-retrieve-all-attributes-of-a-quantconnect-object-such-as-symbol-tradebar-etc Part 2
• Forum > Discussion > 8040 > Programmatically-find-all-indicator-values-in-python

Sorry but it doesn't answer why self.zlema is available and not self.rsv

Any idea Martin Molinero Alexandre Catarino or Jhonathan Abreu ?

I'm sorry for the confusion, FemtoTrader.

The availability of certain indicators like self.zlema and not self.rsv could be due to several reasons. It's possible that the self.rsv indicator has not been properly implemented or registered in your algorithm.

Another possibility could be that the self.rsv indicator is not yet available in the Python version of LEAN. While the C# version of LEAN is updated regularly, there might be a delay in reflecting these changes in the Python version due to the interoperation layer between C# and Python.

Unfortunately, without more specific information or access to your code, it's difficult to provide a more precise answer. I would recommend checking the implementation of your indicators and ensuring they are correctly registered.

If you're still experiencing issues, it might be helpful to reach out to the QuantConnect community or the contributors you mentioned for more specific guidance.

Sources:

• Forum > Discussion > 5516 > Where-is-python-source-code Part 1
• Forum > Discussion > 13495 > How-to-retrieve-all-attributes-of-a-quantconnect-object-such-as-symbol-tradebar-etc Part 2
• Forum > Discussion > 8040 > Programmatically-find-all-indicator-values-in-python

I was expecting a better answer. Are there any human who can help on this?

Hi FemtoTrader

We had a bug in the indicator reference generation before and now it is fixed. Please refer to here.

Best
Louis