Continuation of Indicator Calculation

[trevdawg122]

Hello. Apologies if this has already been proposed or I'm too dense to realize it exists already. I was wondering if there's been much thought given to incrementing an indicator calculation as a continuation of an ongoing trade exercise. For instance if I find the RSI of a stock by providing the required number of quotes, could I then call the RSI function again with one more quote so I could append to the previous RSI calculations? This could be implemented a number of ways but I'm not sure which if any would be appropriate. I think this library is fantastic but the back testing I do requires a lot of redundant number crunching as I iterate through a test cycle one timeframe at a time. Adding this feature could save a lot of time. Thank you.

[martonb]

If I understood your request correctly, this is in the scope of 3.0 (streaming indicators).
See: #1292

[DaveSkender]

Yah, this is the main theme of v3, which I'm slowly working through over time. Would love feedback on that preview if any of you decide to give it a try.

[trevdawg122]

Thanks, guys. I didn't do enough homework and only looked at the online Python guide. Super stoked to see it in the .NET code. I'd like to try and test this through the Python wrapper library. I'll read up more on how to do that and ask questions of course. I know I'll have questions.

[DaveSkender]

It'll take a bit longer for the Python wrapper to catch up to v3 after it's released in the .NET version first, so don't look too long!

[trevdawg122]

Understood. I assumed I might get my hands dirty and try to make it work on a branch if that were okay. That would depend a lot on how much work that would entail to update the Python to talk to the v3 preview branch for the .NET package.

[DaveSkender]

Of course! That’s what OSS encourages. And if you’d like to contribute code, we’d love that too!