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[codex] Enable warm up for RelativeDailyVolume#9442

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aiSynergy37 wants to merge 1 commit intoQuantConnect:masterfrom
aiSynergy37:codex/fix-rdv-warmup-period
Draft

[codex] Enable warm up for RelativeDailyVolume#9442
aiSynergy37 wants to merge 1 commit intoQuantConnect:masterfrom
aiSynergy37:codex/fix-rdv-warmup-period

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Summary

  • Make RelativeDailyVolume implement IIndicatorWarmUpPeriodProvider
  • Add a settable WarmUpPeriod, defaulting to period + 1 for daily RDV warm-up
  • Add coverage for the default and user-overridden RDV warm-up period

Issue

Fixes #8629

Testing

  • dotnet build Indicators/QuantConnect.Indicators.csproj --no-restore --nologo -v:q -clp:ErrorsOnly
  • dotnet build Tests/QuantConnect.Tests.csproj --no-restore --nologo -v:q -clp:ErrorsOnly -p:RunAnalyzers=false -m:1 -p:UseSharedCompilation=false
  • Attempted focused test: dotnet test Tests/QuantConnect.Tests.csproj --filter "FullyQualifiedName=QuantConnect.Tests.Indicators.RelativeDailyVolumeTests.ProvidesConfigurableWarmUpPeriod" --no-restore --no-build -m:1 --logger "console;verbosity=minimal"
    • Local test host aborted in pythonnet finalization: GIL must always be released, and it must be released from the same thread that acquired it.

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WarmUpIndicator does not work for RelativeDailyVolume

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