Supported Indicators

Identity

Introduction

This indicator represents an indicator that is a ready after ingesting a single sample and always returns the same value as it is given.

To view the implementation of this indicator, see the LEAN GitHub repository.

Using Identity Indicator

To create an automatic indicators for Identity, call the Identity helper method from the QCAlgorithm class. The Identity method creates a Identity object, hooks it up for automatic updates, and returns it so you can used it in your algorithm. In most cases, you should call the helper method in the Initialize method.

public class IdentityAlgorithm : QCAlgorithm
{
    private Symbol _symbol;
    private Identity _identity;

    public override void Initialize()
    {
        _symbol = AddEquity("SPY", Resolution.Daily).Symbol;
        _identity = Identity(_symbol);
    }

    public override void OnData(Slice data)
    {
        if (_identity.IsReady)
        {
            // The current value of _identity is represented by itself (_identity)
            // or _identity.Current.Value
            Plot("Identity", "identity", _identity);
            
        }
    }
}
class IdentityAlgorithm(QCAlgorithm):
    def Initialize(self) -> None:
        self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.identity = self.Identity(self.symbol)

    def OnData(self, slice: Slice) -> None:
        if self.identity.IsReady:
            # The current value of self.identity is represented by self.identity.Current.Value
            self.Plot("Identity", "identity", self.identity.Current.Value)
            

The following reference table describes the Identity method:

Identity()1/3

            Identity QuantConnect.Algorithm.QCAlgorithm.Identity (
    Symbol                           symbol,
    *Func<IBaseData, Decimal>  selector,
    *String                          fieldName
   )
        

Creates a new Identity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution.

Identity()2/3

            Identity QuantConnect.Algorithm.QCAlgorithm.Identity (
    Symbol                           symbol,
    Resolution                       resolution,
    *Func<IBaseData, Decimal>  selector,
    *String                          fieldName
   )
        

Creates a new Identity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution.

Identity()3/3

            Identity QuantConnect.Algorithm.QCAlgorithm.Identity (
    Symbol                           symbol,
    TimeSpan                         resolution,
    *Func<IBaseData, Decimal>  selector,
    *String                          fieldName
   )
        

Creates a new Identity indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution.

If you don't provide a resolution, it defaults to the security resolution. If you provide a resolution, it must be greater than or equal to the resolution of the security. For instance, if you subscribe to hourly data for a security, you should update its indicator with data that spans 1 hour or longer.

For more information about the selector argument, see Alternative Price Fields.

For more information about plotting indicators, see Plotting Indicators.

You can manually create a Identity indicator, so it doesn't automatically update. Manual indicators let you update their values with any data you choose.

Updating your indicator manually enables you to control when the indicator is updated and what data you use to update it. To manually update the indicator, call the Update method with time/number pair, or an IndicatorDataPoint. The indicator will only be ready after you prime it with enough data.

public class IdentityAlgorithm : QCAlgorithm
{
    private Symbol _symbol;
    private Identity _identity;

    public override void Initialize()
    {
        _symbol = AddEquity("SPY", Resolution.Daily).Symbol;
        _identity = new Identity("SPY");
    }

    public override void OnData(Slice data)
    {
        if (data.Bars.TryGeValue(_symbol, out var bar))
        {      
            _identity.Update(bar.EndTime, bar.Close);
        }

        if (_identity.IsReady)
        {
            // The current value of _identity is represented by itself (_identity)
            // or _identity.Current.Value
            Plot("Identity", "identity", _identity);
            
        }
    }
}
class IdentityAlgorithm(QCAlgorithm):
    def Initialize(self) -> None:
        self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.identity = Identity("SPY")

    def OnData(self, slice: Slice) -> None:
        bar = slice.Bars.get(self.symbol)
        if bar:
            self.identity.Update(bar.EndTime, bar.Close)

        if self.identity.IsReady:
            # The current value of self.identity is represented by self.identity.Current.Value
            self.Plot("Identity", "identity", self.identity.Current.Value)
            

To register a manual indicator for automatic updates with the security data, call the RegisterIndicator method.

public class IdentityAlgorithm : QCAlgorithm
{
    private Symbol _symbol;
    private Identity _identity;

    public override void Initialize()
    {
        _symbol = AddEquity("SPY", Resolution.Daily).Symbol;
        _identity = new Identity("SPY");
        RegisterIndicator(_symbol, _identity, Resolution.Daily);
    }

    public override void OnData(Slice data)
    {
        if (_identity.IsReady)
        {
            // The current value of _identity is represented by itself (_identity)
            // or _identity.Current.Value
            Plot("Identity", "identity", _identity);
            
        }
    }
}
class IdentityAlgorithm(QCAlgorithm):
    def Initialize(self) -> None:
        self.symbol = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.identity = Identity("SPY")
        self.RegisterIndicator(self.symbol, self.identity, Resolution.Daily)

    def OnData(self, slice: Slice) -> None:
        if self.identity.IsReady:
            # The current value of self.identity is represented by self.identity.Current.Value
            self.Plot("Identity", "identity", self.identity.Current.Value)
            

The following reference table describes the Identity constructor:

Identity()1/1

            Identity QuantConnect.Indicators.Identity (
    string  name
   )
        

Initializes a new instance of the Identity indicator with the specified name.

Visualization

The following image shows plot values of selected properties of Identity using the plotly library.

Identity line plot.

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