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I am trying to get more involved in the opensource part of the quantconnect community and submit a few indicator ideas of my own. Please correct me if I am addressing this in the wrong place. I have read as much of the Lean documentation and tutorial (especially the Create Indicastor pages) as I can find and have looked through lots of the indicator files and pull requests.
From those I have figured out almost everything I need to know to begin contributing. The only thing that continues to stump me is properly testing the code. Can anyone explain what the testing involves and how to do it?
This would be extremely helpful. I want to start contributing as soon as possible.
Alexandre Catarino
Please checkout the issues at the github repository. There are three issues/requests for new indicators, for example, Add Indicator Coppock Curve #1074. You could start with one of those.
For new ones, you should create a new issue there with the same structure Xiang used: presentation, formula, sample data (this is used for validation/testing).
We will help you from there and/or at Slack.
Tayler Allen
Thank you Alexandre but I not simply trying to submit an issue for new indicators like Xiang did. I want to be able to take up these issues, build the indicators, and submit them in pull requests. For example, like how Jay-Jay-D did with Indicator mass index #1109 and Acceleration bands #1099. So far the only thing I don't understand how to do is run the necessary tests that are required.
Jared Broad
Thanks Tayler Allen! All the LEAN tests are in the /Tests folder in the same path as they are in the root / folder. So if you're looking to add tests to the matching folder: /Tests/Indicators ....
We have automated test runners for Indicators - which pull data from the Lean/Tests/TestData/ folder and runs it through the indicator.
Check out the test data format for examples of the test data format. The requirement is that you source the test data from an external site (you can't calculate it in excel etc). Also we ask the indicators are popular / common / appear on other platforms.
If you install NUnit into Visual Studio and then right mouse button on the tests it shows - it'll run the tests to make sure they pass.
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JayJayD
Hey Tayler Allen,
Please, feel free to mention me in the github PR or contact me through Slack, I'll be very glad to help in the indicator development.
Tayler Allen
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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