1) Donchian Channel Indicator gets ready before the input period (I guess it is 3 period less than the input). It calculates the highest high according to this intrinsic period. Log file:


2) How do I initialize it with historical data? I work on AlgorithmFramework structure and warm-up period didn't work. I tried something like the following from the example, but the I couldn't figure out what the format of the historical input has to be.

history = algorithm.History(addedSymbols, self.period, self.resolution)
ticker = SymbolCache.GetTicker(symbol)
# ???
self.donchian.Update(history.loc[ticker].Index, history.loc[ticker])
# ???