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Hi all;
In writing a C# algo I am getting the following warning:
warning CS0618: 'Security.SetDataNormalizationMode(DataNormalizationMode)' is obsolete: 'This method is obsolete. Use the 'SubscriptionDataConfig' exposed by 'SubscriptionManager' and the 'SetDataNormalizationMode()' extension method'
This occurs on the code:
// Security security
security.SetDataNormalizationMode(DataNormalizationMode.Adjusted);
However, QCAlgorithm.SubscriptionManager only has a SubscriptionDataConfigService (no SubscriptionDataConfig) property. And that property does not have a SetDataNormalizationMode() method.
So where is this?
thanks - dave
Fred Painchaud
Hi David,
Nice one. I'd say that warning message needs a bit of review. But then, it would not be a warning message anymore… 😊
I can track the model used of SubscriptionDataConfigExtensions over SubscriptionDataConfig….. but I can't really track where it starts. It looks like the very general case where one (most likely a LEAN dev) would want to iterate over all subscriptions in the manager and set data norm mode…
From a client perspective, it looks more like the SetDataNormalizationMode method defined on Security (the base class) was moved down to two sub-classes for which data norm makes sense: Option and Equity. So if your security object is an equity, it should really be an instance of Equity. If you treat it like so, you will be able to call SetDataNormalizationMode on it without a warning.
Fred
David Thielen
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