Weekly Indicator Warm Up with Thursday to Wednesday prices?

Here is the corrected version of the code:

from datetime import datetime
from collections import deque

class MarketSurgeStochastic(PythonIndicator):
    def __init__(self, name, period, k_period, d_period):
        self._name = name
        self.time = datetime.min
        self.value = 0
        self._warm_up_period = 464
        self.queue = deque(maxlen=period)
        self.period = period
        self.k_period = k_period
        self.d_period = d_period
        self.fast_stoch = 0
        self.stoch_k = 0
        self.stoch_d = 0

    def update(self, input: IBaseData) -> bool:
        if not isinstance(input, TradeBar):
            raise TypeError('MarketSurgeStochastic.update: input must be a TradeBar')
        self.time = input.time
        self.queue.appendleft(input.close)
        count = len(self.queue)
        if max(self.queue) == min(self.queue):
            self.fast_stoch = 0
        else:
            self.fast_stoch = 100 * (input.close - min(self.queue)) / (max(self.queue) - min(self.queue))
        k1 = 2 / (self.k_period + 1)
        self.stoch_k = int(self.fast_stoch * k1) + int(self.stoch_k * (1 - k1))
        k2 = 2 / (self.d_period + 1)
        self.stoch_d = int(self.stoch_k * k2) + int(self.stoch_d * (1 - k2))
        return count == self.queue.maxlen

This version addresses the issues related to read-only properties, undefined imports, and method signature mismatches.

Sources: Short Term Reversal, Mean Reversion Effect In Country Equity Indexes, Beta Factor In Country Equity Indexes, Detecting Impactful News In ETF Constituents, Add Universe Selection Model Algorithm

The response from Mia AI seems to be useless …

The code which creates consolidator and indicator is in the alpha.py file. I copy it as below:

# I'm using calendar consolidator in the alpha.py file line #143
self._consolidator = TradeBarConsolidator(Calendar.WEEKLY)

# then i created my indicator:
self._ms_sto = MarketSurgeStochastic("MarketSurgeStochastic", 5, 4, 3)

# then I register it:
algorithm.register_indicator(self._ticker, self._ms_sto, self._consolidator)

# then I warm it up:
algorithm.warm_up_indicator(self._ticker, self._ms_sto, timedelta(weeks=1))

I also found that if I change algorithm's set_start_date and indicator's warm_up_period, the starting day of a week for warmup could be changed, but I cannot find a pattern how it changes accordingly. 

Hi David

It is because the “week” is starts at the first data point received, so it is dependent on the start date. If you wish to set the bar starts at Sunday/Monday, you'll need to set a custom function to roll back the start time:

# Define a consolidation period method
def _consolidation_period(self, dt: datetime) -> CalendarInfo:
    period = timedelta(7)

    dt = dt.replace(hour=0, minute=0, second=0, microsecond=0)
    delta = 1+dt.weekday()
    if delta > 6:
        delta = 0
    start = dt-timedelta(delta)

    return CalendarInfo(start, period)

# Create the consolidator with the consolidation period method
self._consolidator = TradeBarConsolidator(self._consolidation_period)

Best
Louis