Indicators not warming up with SymbolData Class

Hi Romain

Your SymbolData class objects are created after the Initialize warm up. You'll need to warm up at the end of the SymbolData object constructor:

class SymbolData(object):
    def __init__(self, algorithm, symbol):
        # Rolling Window candle
        self.cldWindow = RollingWindow[TradeBar](10)

        # Indicators
        self.atr = algorithm.ATR(symbol, 14, Resolution.Daily)
        self.hma = algorithm.HMA(symbol, 100, Resolution.Daily)
        self.bb = algorithm.BB(symbol, 50, 2, Resolution.Daily)
        self.rsi = algorithm.RSI(symbol, 14, Resolution.Daily)
        self.rsisma = IndicatorExtensions.SMA(self.rsi, 20)
        
        ...
        
        # warm up
        history = algorithm.History[TradeBar](symbol, 100, Resolution.Daily)
        for bar in history:
            self.atr.Update(bar)
            self.bb.Update(bar.EndTime, bar.Close)
            # similar for HMA & RSI, but not needed for rsisma

Best
Louis