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It is possible to reset consolidators.
Say we have a weekly or monthly consolidator, and a split occurs. The weekly/monthly bar will have pre- and post-split data:
We can workaround this issue by removing the consolidator from the subscription_manager, and create a new one.
Expected Behavior
It is possible to reset consolidators.
Say we have a weekly or monthly consolidator, and a split occurs. The weekly/monthly bar will have pre- and post-split data:
We can workaround this issue by removing the consolidator from the subscription_manager, and create a new one.
Ideally, this should be a simple
reset
method call as supported by indicators.Actual Behavior
We cannot reset indicators.
Potential Solution
Add
Reset
method that sets the internal working data to null.Reproducing the Problem
backtest #c52d5e
Checklist
master
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