QCAlgorithm.Indicators.cs

/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
*/
 
using QuantConnect.Data;
using QuantConnect.Data.Consolidators;
using QuantConnect.Data.Market;
using QuantConnect.Indicators;
using System;
using System.Collections.Generic;
using System.Linq;
using Python.Runtime;
using QuantConnect.Util;
using static QuantConnect.StringExtensions;
using QuantConnect.Interfaces;
using QuantConnect.Data.Common;
 
namespace QuantConnect.Algorithm
{
    public partial class QCAlgorithm
    {
        private readonly List<Func<IBaseData, decimal>> _quoteRequiredFields = new() {
            Field.BidPrice,
            Field.AskPrice,
            Field.BidClose,
            Field.BidOpen,
            Field.BidLow,
            Field.BidHigh,
            Field.AskClose,
            Field.AskOpen,
            Field.AskLow,
            Field.AskHigh,
        };
 
        /// <summary>
        /// Gets whether or not WarmUpIndicator is allowed to warm up indicators
        /// </summary>
        [Obsolete("Please use Settings.AutomaticIndicatorWarmUp")]
        public bool EnableAutomaticIndicatorWarmUp
        {
            get
            {
                return Settings.AutomaticIndicatorWarmUp;
            }
            set
            {
                Settings.AutomaticIndicatorWarmUp = value;
            }
        }
 
        /// <summary>
        /// Creates a new Acceleration Bands indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose Acceleration Bands we want.</param>
        /// <param name="period">The period of the three moving average (middle, upper and lower band).</param>
        /// <param name="width">A coefficient specifying the distance between the middle band and upper or lower bands.</param>
        /// <param name="movingAverageType">Type of the moving average.</param>
        /// <param name="resolution">The resolution.</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar.</param>
        /// <returns></returns>
        [DocumentationAttribute(Indicators)]
        public AccelerationBands ABANDS(Symbol symbol, int period, decimal width = 4, MovingAverageType movingAverageType = MovingAverageType.Simple,
            Resolution? resolution = null, Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"ABANDS({period},{width})", resolution);
            var accelerationBands = new AccelerationBands(name, period, width, movingAverageType);
            InitializeIndicator(accelerationBands, resolution, selector, symbol);
 
            return accelerationBands;
        }
 
        /// <summary>
        /// Creates a new AccumulationDistribution indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose AD we want</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The AccumulationDistribution indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public AccumulationDistribution AD(Symbol symbol, Resolution? resolution = null, Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, "AD", resolution);
            var accumulationDistribution = new AccumulationDistribution(name);
            InitializeIndicator(accumulationDistribution, resolution, selector, symbol);
 
            return accumulationDistribution;
        }
 
        /// <summary>
        /// Creates a new AccumulationDistributionOscillator indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose ADOSC we want</param>
        /// <param name="fastPeriod">The fast moving average period</param>
        /// <param name="slowPeriod">The slow moving average period</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The AccumulationDistributionOscillator indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public AccumulationDistributionOscillator ADOSC(Symbol symbol, int fastPeriod, int slowPeriod, Resolution? resolution = null, Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"ADOSC({fastPeriod},{slowPeriod})", resolution);
            var accumulationDistributionOscillator = new AccumulationDistributionOscillator(name, fastPeriod, slowPeriod);
            InitializeIndicator(accumulationDistributionOscillator, resolution, selector, symbol);
 
            return accumulationDistributionOscillator;
        }
 
        /// <summary>
        /// Creates a Alpha indicator for the given target symbol in relation with the reference used.
        /// The indicator will be automatically updated on the given resolution.
        /// </summary>
        /// <param name="target">The target symbol whose Alpha value we want</param>
        /// <param name="reference">The reference symbol to compare with the target symbol</param>
        /// <param name="alphaPeriod">The period of the Alpha indicator</param>
        /// <param name="betaPeriod">The period of the Beta indicator</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="riskFreeRate">The risk free rate</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The Alpha indicator for the given parameters</returns>
        [DocumentationAttribute(Indicators)]
        public Alpha A(Symbol target, Symbol reference, int alphaPeriod = 1, int betaPeriod = 252, Resolution? resolution = null, decimal? riskFreeRate = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var baseBame = riskFreeRate.HasValue ? $"A({alphaPeriod},{betaPeriod},{riskFreeRate})" : $"A({alphaPeriod},{betaPeriod})";
            var name = CreateIndicatorName(target, baseBame, resolution);
 
            // If risk free rate is not specified, use the default risk free rate model
            IRiskFreeInterestRateModel riskFreeRateModel = riskFreeRate.HasValue
                ? new ConstantRiskFreeRateInterestRateModel(riskFreeRate.Value)
                : new FuncRiskFreeRateInterestRateModel((datetime) => RiskFreeInterestRateModel.GetInterestRate(datetime));
 
            var alpha = new Alpha(name, target, reference, alphaPeriod, betaPeriod, riskFreeRateModel);
            InitializeIndicator(alpha, resolution, selector, target, reference);
 
            return alpha;
        }
 
        /// <summary>
        /// Creates a new Average Range (AR) indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose Average Range we want to calculate</param>
        /// <param name="period">The period over which to compute the Average Range</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator. If null, defaults to the Value property of BaseData (x => x.Value).</param>
        /// <returns>The Average Range indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public AverageRange AR(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"AR({period})", resolution);
            var averageRange = new AverageRange(name, period);
            InitializeIndicator(averageRange, resolution, selector, symbol);
            return averageRange;
        }
 
        /// <summary>
        /// Creates a new ARIMA indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose ARIMA indicator we want</param>
        /// <param name="arOrder">AR order (p) -- defines the number of past values to consider in the AR component of the model.</param>
        /// <param name="diffOrder">Difference order (d) -- defines how many times to difference the model before fitting parameters.</param>
        /// <param name="maOrder">MA order (q) -- defines the number of past values to consider in the MA component of the model.</param>
        /// <param name="period">Size of the rolling series to fit onto</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The ARIMA indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public AutoRegressiveIntegratedMovingAverage ARIMA(Symbol symbol, int arOrder, int diffOrder, int maOrder, int period,
            Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"ARIMA({arOrder},{diffOrder},{maOrder},{period})", resolution);
            var arimaIndicator = new AutoRegressiveIntegratedMovingAverage(name, arOrder, diffOrder, maOrder, period);
            InitializeIndicator(arimaIndicator, resolution, selector, symbol);
 
            return arimaIndicator;
        }
 
        /// <summary>
        /// Creates a new Average Directional Index indicator.
        /// The indicator will be automatically updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose Average Directional Index we seek</param>
        /// <param name="resolution">The resolution.</param>
        /// <param name="period">The period over which to compute the Average Directional Index</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The Average Directional Index indicator for the requested symbol.</returns>
        [DocumentationAttribute(Indicators)]
        public AverageDirectionalIndex ADX(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"ADX({period})", resolution);
            var averageDirectionalIndex = new AverageDirectionalIndex(name, period);
            InitializeIndicator(averageDirectionalIndex, resolution, selector, symbol);
 
            return averageDirectionalIndex;
        }
 
        /// <summary>
        /// Creates a new Awesome Oscillator from the specified periods.
        /// </summary>
        /// <param name="symbol">The symbol whose Awesome Oscillator we seek</param>
        /// <param name="resolution">The resolution.</param>
        /// <param name="fastPeriod">The period of the fast moving average associated with the AO</param>
        /// <param name="slowPeriod">The period of the slow moving average associated with the AO</param>
        /// <param name="type">The type of moving average used when computing the fast and slow term. Defaults to simple moving average.</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        [DocumentationAttribute(Indicators)]
        public AwesomeOscillator AO(Symbol symbol, int fastPeriod, int slowPeriod, MovingAverageType type, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"AO({fastPeriod},{slowPeriod},{type})", resolution);
            var awesomeOscillator = new AwesomeOscillator(name, fastPeriod, slowPeriod, type);
            InitializeIndicator(awesomeOscillator, resolution, selector, symbol);
 
            return awesomeOscillator;
        }
 
        /// <summary>
        /// Creates a new AverageDirectionalMovementIndexRating indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose ADXR we want</param>
        /// <param name="period">The period over which to compute the ADXR</param>
        /// <param name="resolution">The resolution.</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The AverageDirectionalMovementIndexRating indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public AverageDirectionalMovementIndexRating ADXR(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"ADXR({period})", resolution);
            var averageDirectionalMovementIndexRating = new AverageDirectionalMovementIndexRating(name, period);
            InitializeIndicator(averageDirectionalMovementIndexRating, resolution, selector, symbol);
 
            return averageDirectionalMovementIndexRating;
        }
 
        /// <summary>
        /// Creates a new ArnaudLegouxMovingAverage indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose ALMA we want</param>
        /// <param name="period">int - the number of periods to calculate the ALMA</param>
        /// <param name="sigma"> int - this parameter is responsible for the shape of the curve coefficients.
        /// </param>
        /// <param name="offset">
        /// decimal - This parameter allows regulating the smoothness and high sensitivity of the
        /// Moving Average. The range for this parameter is [0, 1].
        /// </param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The ArnaudLegouxMovingAverage indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public ArnaudLegouxMovingAverage ALMA(Symbol symbol, int period, int sigma = 6, decimal offset = 0.85m, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"ALMA({period},{sigma},{offset})", resolution);
            var arnaudLegouxMovingAverage = new ArnaudLegouxMovingAverage(name, period, sigma, offset);
            InitializeIndicator(arnaudLegouxMovingAverage, resolution, selector, symbol);
 
            return arnaudLegouxMovingAverage;
        }
 
        /// <summary>
        /// Creates a new AbsolutePriceOscillator indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose APO we want</param>
        /// <param name="fastPeriod">The fast moving average period</param>
        /// <param name="slowPeriod">The slow moving average period</param>
        /// <param name="movingAverageType">The type of moving average to use</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The AbsolutePriceOscillator indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public AbsolutePriceOscillator APO(Symbol symbol, int fastPeriod, int slowPeriod, MovingAverageType movingAverageType, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"APO({fastPeriod},{slowPeriod})", resolution);
            var absolutePriceOscillator = new AbsolutePriceOscillator(name, fastPeriod, slowPeriod, movingAverageType);
            InitializeIndicator(absolutePriceOscillator, resolution, selector, symbol);
 
            return absolutePriceOscillator;
        }
 
        /// <summary>
        /// Creates a new AroonOscillator indicator which will compute the AroonUp and AroonDown (as well as the delta)
        /// </summary>
        /// <param name="symbol">The symbol whose Aroon we seek</param>
        /// <param name="period">The look back period for computing number of periods since maximum and minimum</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>An AroonOscillator configured with the specified periods</returns>
        [DocumentationAttribute(Indicators)]
        public AroonOscillator AROON(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            return AROON(symbol, period, period, resolution, selector);
        }
 
        /// <summary>
        /// Creates a new AroonOscillator indicator which will compute the AroonUp and AroonDown (as well as the delta)
        /// </summary>
        /// <param name="symbol">The symbol whose Aroon we seek</param>
        /// <param name="upPeriod">The look back period for computing number of periods since maximum</param>
        /// <param name="downPeriod">The look back period for computing number of periods since minimum</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>An AroonOscillator configured with the specified periods</returns>
        [DocumentationAttribute(Indicators)]
        public AroonOscillator AROON(Symbol symbol, int upPeriod, int downPeriod, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"AROON({upPeriod},{downPeriod})", resolution);
            var aroonOscillator = new AroonOscillator(name, upPeriod, downPeriod);
            InitializeIndicator(aroonOscillator, resolution, selector, symbol);
 
            return aroonOscillator;
        }
 
        /// <summary>
        /// Creates a new AverageTrueRange indicator for the symbol. The indicator will be automatically
        /// updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose ATR we want</param>
        /// <param name="period">The smoothing period used to smooth the computed TrueRange values</param>
        /// <param name="type">The type of smoothing to use</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>A new AverageTrueRange indicator with the specified smoothing type and period</returns>
        [DocumentationAttribute(Indicators)]
        public AverageTrueRange ATR(Symbol symbol, int period, MovingAverageType type = MovingAverageType.Simple, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"ATR({period})", resolution);
            var averageTrueRange = new AverageTrueRange(name, period, type);
            InitializeIndicator(averageTrueRange, resolution, selector, symbol);
 
            return averageTrueRange;
        }
 
        /// <summary>
        /// Creates an AugenPriceSpike indicator for the symbol. The indicator will be automatically
        /// updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose APS we want</param>
        /// <param name="period">The period of the APS</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The AugenPriceSpike indicator for the given parameters</returns>
        [DocumentationAttribute(Indicators)]
        public AugenPriceSpike APS(Symbol symbol, int period = 3, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"APS({period})", resolution);
            var augenPriceSpike = new AugenPriceSpike(name, period);
            InitializeIndicator(augenPriceSpike, resolution, selector, symbol);
 
            return augenPriceSpike;
        }
 
        /// <summary>
        /// Creates a new BollingerBands indicator which will compute the MiddleBand, UpperBand, LowerBand, and StandardDeviation
        /// </summary>
        /// <param name="symbol">The symbol whose BollingerBands we seek</param>
        /// <param name="period">The period of the standard deviation and moving average (middle band)</param>
        /// <param name="k">The number of standard deviations specifying the distance between the middle band and upper or lower bands</param>
        /// <param name="movingAverageType">The type of moving average to be used</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>A BollingerBands configured with the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public BollingerBands BB(Symbol symbol, int period, decimal k, MovingAverageType movingAverageType = MovingAverageType.Simple,
            Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"BB({period},{k})", resolution);
            var bollingerBands = new BollingerBands(name, period, k, movingAverageType);
            InitializeIndicator(bollingerBands, resolution, selector, symbol);
 
            return bollingerBands;
        }
 
        /// <summary>
        /// Creates a Beta indicator for the given target symbol in relation with the reference used.
        /// The indicator will be automatically updated on the given resolution.
        /// </summary>
        /// <param name="target">The target symbol whose Beta value we want</param>
        /// <param name="reference">The reference symbol to compare with the target symbol</param>
        /// <param name="period">The period of the Beta indicator</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The Beta indicator for the given parameters</returns>
        [DocumentationAttribute(Indicators)]
        public Beta B(Symbol target, Symbol reference, int period, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var name = CreateIndicatorName(QuantConnect.Symbol.None, $"B({period})", resolution);
            var beta = new Beta(name, target, reference, period);
            InitializeIndicator(beta, resolution, selector, target, reference);
 
            return beta;
        }
 
        /// <summary>
        /// Creates a new Balance Of Power indicator.
        /// The indicator will be automatically updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose Balance Of Power we seek</param>
        /// <param name="resolution">The resolution.</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The Balance Of Power indicator for the requested symbol.</returns>
        [DocumentationAttribute(Indicators)]
        public BalanceOfPower BOP(Symbol symbol, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, "BOP", resolution);
            var balanceOfPower = new BalanceOfPower(name);
            InitializeIndicator(balanceOfPower, resolution, selector, symbol);
 
            return balanceOfPower;
        }
 
        /// <summary>
        /// Initializes a new instance of the <see cref="CoppockCurve"/> indicator
        /// </summary>
        /// <param name="symbol">The symbol whose Coppock Curve we want</param>
        /// <param name="shortRocPeriod">The period for the short ROC</param>
        /// <param name="longRocPeriod">The period for the long ROC</param>
        /// <param name="lwmaPeriod">The period for the LWMA</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The Coppock Curve indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public CoppockCurve CC(Symbol symbol, int shortRocPeriod = 11, int longRocPeriod = 14, int lwmaPeriod = 10, Resolution? resolution = null,
                               Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"CC({shortRocPeriod},{longRocPeriod},{lwmaPeriod})", resolution);
            var coppockCurve = new CoppockCurve(name, shortRocPeriod, longRocPeriod, lwmaPeriod);
            InitializeIndicator(coppockCurve, resolution, selector, symbol);
 
            return coppockCurve;
        }
 
        /// <summary>
        /// Creates a Correlation indicator for the given target symbol in relation with the reference used.
        /// The indicator will be automatically updated on the given resolution.
        /// </summary>
        /// <param name="target">The target symbol of this indicator</param>
        /// <param name="reference">The reference symbol of this indicator</param>
        /// <param name="period">The period of this indicator</param>
        /// <param name="correlationType">Correlation type</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The Correlation indicator for the given parameters</returns>
        [DocumentationAttribute(Indicators)]
        public Correlation C(Symbol target, Symbol reference, int period, CorrelationType correlationType = CorrelationType.Pearson, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var name = CreateIndicatorName(QuantConnect.Symbol.None, $"C({period})", resolution);
            var correlation = new Correlation(name, target, reference, period, correlationType);
            InitializeIndicator(correlation, resolution, selector, target, reference);
 
            return correlation;
        }
 
        /// <summary>
        /// Creates a new CommodityChannelIndex indicator. The indicator will be automatically
        /// updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose CCI we want</param>
        /// <param name="period">The period over which to compute the CCI</param>
        /// <param name="movingAverageType">The type of moving average to use in computing the typical price average</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The CommodityChannelIndex indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public CommodityChannelIndex CCI(Symbol symbol, int period, MovingAverageType movingAverageType = MovingAverageType.Simple, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"CCI({period})", resolution);
            var commodityChannelIndex = new CommodityChannelIndex(name, period, movingAverageType);
            InitializeIndicator(commodityChannelIndex, resolution, selector, symbol);
 
            return commodityChannelIndex;
        }
 
        /// <summary>
        /// Creates a new ChoppinessIndex indicator for the symbol. The indicator will be automatically
        /// updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose CHOP we want</param>
        /// <param name="period">The input window period used to calculate max high and min low</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>A new ChoppinessIndex indicator with the window period</returns>
        [DocumentationAttribute(Indicators)]
        public ChoppinessIndex CHOP(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"CHOP({period})", resolution);
            var indicator = new ChoppinessIndex(name, period);
            InitializeIndicator(indicator, resolution, selector, symbol);
            return indicator;
        }
 
        /// <summary>
        /// Creates a new Chande Kroll Stop indicator which will compute the short and lower stop.
        /// The indicator will be automatically updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose Chande Kroll Stop we seek.</param>
        /// <param name="atrPeriod">The period over which to compute the average true range.</param>
        /// <param name="atrMult">The ATR multiplier to be used to compute stops distance.</param>
        /// <param name="period">The period over which to compute the max of high stop and min of low stop.</param>
        /// <param name="resolution">The resolution.</param>
        /// <param name="movingAverageType">The type of smoothing used to smooth the true range values</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The Chande Kroll Stop indicator for the requested symbol.</returns>
        [DocumentationAttribute(Indicators)]
        public ChandeKrollStop CKS(Symbol symbol, int atrPeriod, decimal atrMult, int period, MovingAverageType movingAverageType = MovingAverageType.Wilders, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"CKS({atrPeriod},{atrMult},{period})", resolution);
            var indicator = new ChandeKrollStop(name, atrPeriod, atrMult, period, movingAverageType);
            InitializeIndicator(indicator, resolution, selector, symbol);
            return indicator;
        }
 
        /// <summary>
        /// Creates a new ChaikinMoneyFlow indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose CMF we want</param>
        /// <param name="period">The period over which to compute the CMF</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The ChaikinMoneyFlow indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public ChaikinMoneyFlow CMF(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"CMF({period})", resolution);
            var chaikinMoneyFlow = new ChaikinMoneyFlow(name, period);
            InitializeIndicator(chaikinMoneyFlow, resolution, selector, symbol);
 
            return chaikinMoneyFlow;
 
        }
 
        /// <summary>
        /// Creates a new ChandeMomentumOscillator indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose CMO we want</param>
        /// <param name="period">The period over which to compute the CMO</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The ChandeMomentumOscillator indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public ChandeMomentumOscillator CMO(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"CMO({period})", resolution);
            var chandeMomentumOscillator = new ChandeMomentumOscillator(name, period);
            InitializeIndicator(chandeMomentumOscillator, resolution, selector, symbol);
 
            return chandeMomentumOscillator;
        }
 
        /// <summary>
        /// Creates a new Connors Relative Strength Index (CRSI) indicator, which combines the traditional Relative Strength Index (RSI),
        /// Streak RSI (SRSI), and Percent Rank to provide a more robust measure of market strength.
        /// This indicator oscillates based on momentum, streak behavior, and price change over the specified periods.
        /// </summary>
        /// <param name="symbol">The symbol whose CRSI is to be calculated.</param>
        /// <param name="rsiPeriod">The period for the traditional RSI calculation.</param>
        /// <param name="rsiPeriodStreak">The period for the Streak RSI calculation (SRSI).</param>
        /// <param name="lookBackPeriod">The look-back period for calculating the Percent Rank.</param>
        /// <param name="resolution">The resolution of the data (optional).</param>
        /// <param name="selector">Function to select a value from the BaseData to input into the indicator. Defaults to using the 'Value' property of BaseData if null.</param>
        /// <returns>The Connors Relative Strength Index (CRSI) for the specified symbol and periods.</returns>
        [DocumentationAttribute(Indicators)]
        public ConnorsRelativeStrengthIndex CRSI(Symbol symbol, int rsiPeriod, int rsiPeriodStreak, int lookBackPeriod, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"CRSI({rsiPeriod},{rsiPeriodStreak},{lookBackPeriod})", resolution);
            var connorsRelativeStrengthIndex = new ConnorsRelativeStrengthIndex(name, rsiPeriod, rsiPeriodStreak, lookBackPeriod);
            InitializeIndicator(connorsRelativeStrengthIndex, resolution, selector, symbol);
            return connorsRelativeStrengthIndex;
        }
 
        ///<summary>
        /// Creates a new DeMarker Indicator (DEM), an oscillator-type indicator measuring changes in terms of an asset's
        /// High and Low tradebar values.
        ///</summary>
        /// <param name="symbol">The symbol whose DEM we seek.</param>
        /// <param name="period">The period of the moving average implemented</param>
        /// <param name="type">Specifies the type of moving average to be used</param>
        /// <param name="resolution">The resolution.</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The DeMarker indicator for the requested symbol.</returns>
        [DocumentationAttribute(Indicators)]
        public DeMarkerIndicator DEM(Symbol symbol, int period, MovingAverageType type, Resolution? resolution = null, Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"DEM({period},{type})", resolution);
            var deMarkerIndicator = new DeMarkerIndicator(name, period, type);
            InitializeIndicator(deMarkerIndicator, resolution, selector, symbol);
            return deMarkerIndicator;
        }
 
        /// <summary>
        /// Creates a new Donchian Channel indicator which will compute the Upper Band and Lower Band.
        /// The indicator will be automatically updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose Donchian Channel we seek.</param>
        /// <param name="upperPeriod">The period over which to compute the upper Donchian Channel.</param>
        /// <param name="lowerPeriod">The period over which to compute the lower Donchian Channel.</param>
        /// <param name="resolution">The resolution.</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The Donchian Channel indicator for the requested symbol.</returns>
        [DocumentationAttribute(Indicators)]
        public DonchianChannel DCH(Symbol symbol, int upperPeriod, int lowerPeriod, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"DCH({upperPeriod},{lowerPeriod})", resolution);
            var donchianChannel = new DonchianChannel(name, upperPeriod, lowerPeriod);
            InitializeIndicator(donchianChannel, resolution, selector, symbol);
 
            return donchianChannel;
        }
 
        /// <summary>
        /// Overload shorthand to create a new symmetric Donchian Channel indicator which
        /// has the upper and lower channels set to the same period length.
        /// </summary>
        /// <param name="symbol">The symbol whose Donchian Channel we seek.</param>
        /// <param name="period">The period over which to compute the Donchian Channel.</param>
        /// <param name="resolution">The resolution.</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The Donchian Channel indicator for the requested symbol.</returns>
        [DocumentationAttribute(Indicators)]
        public DonchianChannel DCH(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            return DCH(symbol, period, period, resolution, selector);
        }
 
        /// <summary>
        /// Creates a new Delta indicator for the symbol The indicator will be automatically
        /// updated on the symbol's subscription resolution
        /// </summary>
        /// <param name="symbol">The option symbol whose values we want as an indicator</param>
        /// <param name="mirrorOption">The mirror option for parity calculation</param>
        /// <param name="riskFreeRate">The risk free rate</param>
        /// <param name="dividendYield">The dividend yield</param>
        /// <param name="optionModel">The option pricing model used to estimate Delta</param>
        /// <param name="ivModel">The option pricing model used to estimate IV</param>
        /// <param name="resolution">The desired resolution of the data</param>
        /// <returns>A new Delta indicator for the specified symbol</returns>
        [DocumentationAttribute(Indicators)]
        public Delta D(Symbol symbol, Symbol mirrorOption = null, decimal? riskFreeRate = null, decimal? dividendYield = null,
            OptionPricingModelType? optionModel = null, OptionPricingModelType? ivModel = null, Resolution? resolution = null)
        {
            var name = InitializeOptionIndicator<Delta>(symbol, out var riskFreeRateModel, out var dividendYieldModel, riskFreeRate, dividendYield, optionModel, resolution);
 
            var delta = new Delta(name, symbol, riskFreeRateModel, dividendYieldModel, mirrorOption, optionModel, ivModel);
            InitializeOptionIndicator(delta, resolution, symbol, mirrorOption);
            return delta;
        }
 
        /// <summary>
        /// Creates a new Delta indicator for the symbol The indicator will be automatically
        /// updated on the symbol's subscription resolution
        /// </summary>
        /// <param name="symbol">The option symbol whose values we want as an indicator</param>
        /// <param name="mirrorOption">The mirror option for parity calculation</param>
        /// <param name="riskFreeRate">The risk free rate</param>
        /// <param name="dividendYield">The dividend yield</param>
        /// <param name="optionModel">The option pricing model used to estimate Delta</param>
        /// <param name="ivModel">The option pricing model used to estimate IV</param>
        /// <param name="resolution">The desired resolution of the data</param>
        /// <returns>A new Delta indicator for the specified symbol</returns>
        [DocumentationAttribute(Indicators)]
        public Delta Δ(Symbol symbol, Symbol mirrorOption = null, decimal? riskFreeRate = null, decimal? dividendYield = null, OptionPricingModelType optionModel = OptionPricingModelType.BlackScholes,
            OptionPricingModelType? ivModel = null, Resolution? resolution = null)
        {
            return D(symbol, mirrorOption, riskFreeRate, dividendYield, optionModel, ivModel, resolution);
        }
 
        /// <summary>
        /// Creates a new DoubleExponentialMovingAverage indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose DEMA we want</param>
        /// <param name="period">The period over which to compute the DEMA</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The DoubleExponentialMovingAverage indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public DoubleExponentialMovingAverage DEMA(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"DEMA({period})", resolution);
            var doubleExponentialMovingAverage = new DoubleExponentialMovingAverage(name, period);
            InitializeIndicator(doubleExponentialMovingAverage, resolution, selector, symbol);
 
            return doubleExponentialMovingAverage;
        }
 
        /// <summary>
        /// Creates a new DerivativeOscillator indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose DO we want</param>
        /// <param name="rsiPeriod">The period over which to compute the RSI</param>
        /// <param name="smoothingRsiPeriod">The period over which to compute the smoothing RSI</param>
        /// <param name="doubleSmoothingRsiPeriod">The period over which to compute the double smoothing RSI</param>
        /// <param name="signalLinePeriod">The period over which to compute the signal line</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x =&gt; x.Value)</param>
        /// <returns>The DerivativeOscillator indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public DerivativeOscillator DO(Symbol symbol, int rsiPeriod, int smoothingRsiPeriod, int doubleSmoothingRsiPeriod, int signalLinePeriod, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"DO({rsiPeriod},{smoothingRsiPeriod},{doubleSmoothingRsiPeriod},{signalLinePeriod})", resolution);
            var derivativeOscillator = new DerivativeOscillator(name, rsiPeriod, smoothingRsiPeriod, doubleSmoothingRsiPeriod, signalLinePeriod);
            InitializeIndicator(derivativeOscillator, resolution, selector, symbol);
 
            return derivativeOscillator;
        }
 
        /// <summary>
        /// Creates a new <see cref="DetrendedPriceOscillator"/> indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose DPO we want</param>
        /// <param name="period">The period over which to compute the DPO</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>A new registered DetrendedPriceOscillator indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public DetrendedPriceOscillator DPO(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"DPO({period})", resolution);
            var detrendedPriceOscillator = new DetrendedPriceOscillator(name, period);
            InitializeIndicator(detrendedPriceOscillator, resolution, selector, symbol);
 
            return detrendedPriceOscillator;
        }
 
        /// <summary>
        /// Creates an ExponentialMovingAverage indicator for the symbol. The indicator will be automatically
        /// updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose EMA we want</param>
        /// <param name="period">The period of the EMA</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The ExponentialMovingAverage for the given parameters</returns>
        [DocumentationAttribute(Indicators)]
        public ExponentialMovingAverage EMA(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            return EMA(symbol, period, ExponentialMovingAverage.SmoothingFactorDefault(period), resolution, selector);
        }
 
        /// <summary>
        /// Creates an ExponentialMovingAverage indicator for the symbol. The indicator will be automatically
        /// updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose EMA we want</param>
        /// <param name="period">The period of the EMA</param>
        /// <param name="smoothingFactor">The percentage of data from the previous value to be carried into the next value</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The ExponentialMovingAverage for the given parameters</returns>
        [DocumentationAttribute(Indicators)]
        public ExponentialMovingAverage EMA(Symbol symbol, int period, decimal smoothingFactor, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"EMA({period})", resolution);
            var exponentialMovingAverage = new ExponentialMovingAverage(name, period, smoothingFactor);
            InitializeIndicator(exponentialMovingAverage, resolution, selector, symbol);
 
            return exponentialMovingAverage;
        }
 
        /// <summary>
        /// Creates an EaseOfMovementValue indicator for the symbol. The indicator will be automatically
        /// updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose EMV we want</param>
        /// <param name="period">The period of the EMV</param>
        /// <param name="scale">The length of the outputed value</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The EaseOfMovementValue indicator for the given parameters</returns>
        [DocumentationAttribute(Indicators)]
        public EaseOfMovementValue EMV(Symbol symbol, int period = 1, int scale = 10000, Resolution? resolution = null, Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"EMV({period}, {scale})", resolution);
            var easeOfMovementValue = new EaseOfMovementValue(name, period, scale);
            InitializeIndicator(easeOfMovementValue, resolution, selector, symbol);
 
            return easeOfMovementValue;
        }
 
        /// <summary>
        /// Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically
        /// updated on the symbol's subscription resolution
        /// </summary>
        /// <param name="symbol">The symbol whose values we want as an indicator</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <param name="filter">Filters the IBaseData send into the indicator, if null defaults to true (x => true) which means no filter</param>
        /// <param name="fieldName">The name of the field being selected</param>
        /// <returns>A new FilteredIdentity indicator for the specified symbol and selector</returns>
        [DocumentationAttribute(Indicators)]
        public FilteredIdentity FilteredIdentity(Symbol symbol, Func<IBaseData, IBaseDataBar> selector = null, Func<IBaseData, bool> filter = null, string fieldName = null)
        {
            var resolution = GetSubscription(symbol).Resolution;
            return FilteredIdentity(symbol, resolution, selector, filter, fieldName);
        }
 
        /// <summary>
        /// Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically
        /// updated on the symbol's subscription resolution
        /// </summary>
        /// <param name="symbol">The symbol whose values we want as an indicator</param>
        /// <param name="resolution">The desired resolution of the data</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <param name="filter">Filters the IBaseData send into the indicator, if null defaults to true (x => true) which means no filter</param>
        /// <param name="fieldName">The name of the field being selected</param>
        /// <returns>A new FilteredIdentity indicator for the specified symbol and selector</returns>
        [DocumentationAttribute(Indicators)]
        public FilteredIdentity FilteredIdentity(Symbol symbol, Resolution resolution, Func<IBaseData, IBaseDataBar> selector = null, Func<IBaseData, bool> filter = null, string fieldName = null)
        {
            var name = CreateIndicatorName(symbol, fieldName ?? "close", resolution);
            var filteredIdentity = new FilteredIdentity(name, filter);
            RegisterIndicator<IBaseData>(symbol, filteredIdentity, resolution, selector);
            return filteredIdentity;
        }
 
        /// <summary>
        /// Creates a new FilteredIdentity indicator for the symbol The indicator will be automatically
        /// updated on the symbol's subscription resolution
        /// </summary>
        /// <param name="symbol">The symbol whose values we want as an indicator</param>
        /// <param name="resolution">The desired resolution of the data</param>
        /// <param name="selector">Selects a value from the BaseData, if null defaults to the .Value property (x => x.Value)</param>
        /// <param name="filter">Filters the IBaseData send into the indicator, if null defaults to true (x => true) which means no filter</param>
        /// <param name="fieldName">The name of the field being selected</param>
        /// <returns>A new FilteredIdentity indicator for the specified symbol and selector</returns>
        [DocumentationAttribute(Indicators)]
        public FilteredIdentity FilteredIdentity(Symbol symbol, TimeSpan resolution, Func<IBaseData, IBaseDataBar> selector = null, Func<IBaseData, bool> filter = null, string fieldName = null)
        {
            var name = Invariant($"{symbol}({fieldName ?? "close"}_{resolution})");
            var filteredIdentity = new FilteredIdentity(name, filter);
            RegisterIndicator<IBaseData>(symbol, filteredIdentity, ResolveConsolidator(symbol, resolution), selector);
            return filteredIdentity;
        }
 
        /// <summary>
        /// Creates a new ForceIndex indicator for the symbol. The indicator will be automatically
        /// updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose ForceIndex we want</param>
        /// <param name="period">The smoothing period used to smooth the computed ForceIndex values</param>
        /// <param name="type">The type of smoothing to use</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>A new ForceIndex indicator with the specified smoothing type and period</returns>
        [DocumentationAttribute(Indicators)]
        public ForceIndex FI(Symbol symbol, int period, MovingAverageType type = MovingAverageType.Exponential, Resolution? resolution = null, Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"FI({period})", resolution);
            var indicator = new ForceIndex(name, period, type);
            InitializeIndicator(indicator, resolution, selector, symbol);
 
            return indicator;
        }
 
        /// <summary>
        /// Creates an FisherTransform indicator for the symbol.
        /// The indicator will be automatically updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose FisherTransform we want</param>
        /// <param name="period">The period of the FisherTransform</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The FisherTransform for the given parameters</returns>
        [DocumentationAttribute(Indicators)]
        public FisherTransform FISH(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"FISH({period})", resolution);
            var fisherTransform = new FisherTransform(name, period);
            InitializeIndicator(fisherTransform, resolution, selector, symbol);
 
            return fisherTransform;
        }
 
 
        /// <summary>
        /// Creates an FractalAdaptiveMovingAverage (FRAMA) indicator for the symbol. The indicator will be automatically
        /// updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose FRAMA we want</param>
        /// <param name="period">The period of the FRAMA</param>
        /// <param name="longPeriod">The long period of the FRAMA</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The FRAMA for the given parameters</returns>
        [DocumentationAttribute(Indicators)]
        public FractalAdaptiveMovingAverage FRAMA(Symbol symbol, int period, int longPeriod = 198, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"FRAMA({period},{longPeriod})", resolution);
            var fractalAdaptiveMovingAverage = new FractalAdaptiveMovingAverage(name, period, longPeriod);
            InitializeIndicator(fractalAdaptiveMovingAverage, resolution, selector, symbol);
 
            return fractalAdaptiveMovingAverage;
        }
 
        /// <summary>
        /// Creates a new Gamma indicator for the symbol The indicator will be automatically
        /// updated on the symbol's subscription resolution
        /// </summary>
        /// <param name="symbol">The option symbol whose values we want as an indicator</param>
        /// <param name="mirrorOption">The mirror option for parity calculation</param>
        /// <param name="riskFreeRate">The risk free rate</param>
        /// <param name="dividendYield">The dividend yield</param>
        /// <param name="optionModel">The option pricing model used to estimate Gamma</param>
        /// <param name="ivModel">The option pricing model used to estimate IV</param>
        /// <param name="resolution">The desired resolution of the data</param>
        /// <returns>A new Gamma indicator for the specified symbol</returns>
        [DocumentationAttribute(Indicators)]
        public Gamma G(Symbol symbol, Symbol mirrorOption = null, decimal? riskFreeRate = null, decimal? dividendYield = null,
            OptionPricingModelType? optionModel = null, OptionPricingModelType? ivModel = null, Resolution? resolution = null)
        {
            var name = InitializeOptionIndicator<Gamma>(symbol, out var riskFreeRateModel, out var dividendYieldModel, riskFreeRate, dividendYield, optionModel, resolution);
 
            var gamma = new Gamma(name, symbol, riskFreeRateModel, dividendYieldModel, mirrorOption, optionModel, ivModel);
            InitializeOptionIndicator(gamma, resolution, symbol, mirrorOption);
            return gamma;
        }
 
        /// <summary>
        /// Creates a new Gamma indicator for the symbol The indicator will be automatically
        /// updated on the symbol's subscription resolution
        /// </summary>
        /// <param name="symbol">The option symbol whose values we want as an indicator</param>
        /// <param name="mirrorOption">The mirror option for parity calculation</param>
        /// <param name="riskFreeRate">The risk free rate</param>
        /// <param name="dividendYield">The dividend yield</param>
        /// <param name="optionModel">The option pricing model used to estimate Gamma</param>
        /// <param name="ivModel">The option pricing model used to estimate IV</param>
        /// <param name="resolution">The desired resolution of the data</param>
        /// <returns>A new Gamma indicator for the specified symbol</returns>
        [DocumentationAttribute(Indicators)]
        public Gamma Γ(Symbol symbol, Symbol mirrorOption = null, decimal? riskFreeRate = null, decimal? dividendYield = null, OptionPricingModelType optionModel = OptionPricingModelType.BlackScholes,
            OptionPricingModelType? ivModel = null, Resolution? resolution = null)
        {
            return G(symbol, mirrorOption, riskFreeRate, dividendYield, optionModel, ivModel, resolution);
        }
 
        /// <summary>
        /// Creates a new Heikin-Ashi indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose Heikin-Ashi we want</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The Heikin-Ashi indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public HeikinAshi HeikinAshi(Symbol symbol, Resolution? resolution = null, Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, "HA", resolution);
            var heikinAshi = new HeikinAshi(name);
            InitializeIndicator(heikinAshi, resolution, selector, symbol);
 
            return heikinAshi;
        }
 
        /// <summary>
        /// Creates a new Hurst Exponent indicator for the specified symbol.
        /// The Hurst Exponent measures the long-term memory or self-similarity in a time series.
        /// The default maxLag value of 20 is chosen for reliable and accurate results, but using a higher lag may reduce precision.
        /// </summary>
        /// <param name="symbol">The symbol for which the Hurst Exponent is calculated.</param>
        /// <param name="period">The number of data points used to calculate the indicator at each step.</param>
        /// <param name="maxLag">The maximum time lag used to compute the tau values for the Hurst Exponent calculation.</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Function to select a value from the BaseData to input into the indicator. Defaults to using the 'Value' property of BaseData if null.</param>
        /// <returns>The Hurst Exponent indicator for the specified symbol.</returns>
        [DocumentationAttribute(Indicators)]
        public HurstExponent HE(Symbol symbol, int period, int maxLag = 20, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"HE({period},{maxLag})", resolution);
            var hurstExponent = new HurstExponent(name, period, maxLag);
            InitializeIndicator(hurstExponent, resolution, selector, symbol);
            return hurstExponent;
        }
 
        /// <summary>
        /// Creates a new Hilbert Transform indicator
        /// </summary>
        /// <param name="symbol">The symbol whose Hilbert transform we want</param>
        /// <param name="length">The length of the FIR filter used in the calculation of the Hilbert Transform.
        /// This parameter determines the number of filter coefficients in the FIR filter.</param>
        /// <param name="inPhaseMultiplicationFactor">The multiplication factor used in the calculation of the in-phase component
        /// of the Hilbert Transform. This parameter adjusts the sensitivity and responsiveness of
        /// the transform to changes in the input signal.</param>
        /// <param name="quadratureMultiplicationFactor">The multiplication factor used in the calculation of the quadrature component of
        /// the Hilbert Transform. This parameter also adjusts the sensitivity and responsiveness of the
        /// transform to changes in the input signal.</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        [DocumentationAttribute(Indicators)]
        public HilbertTransform HT(Symbol symbol, int length, decimal inPhaseMultiplicationFactor, decimal quadratureMultiplicationFactor, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"HT({length}, {inPhaseMultiplicationFactor}, {quadratureMultiplicationFactor})", resolution);
            var hilbertTransform = new HilbertTransform(length, inPhaseMultiplicationFactor, quadratureMultiplicationFactor);
            InitializeIndicator(hilbertTransform, resolution, selector, symbol);
 
            return hilbertTransform;
        }
 
        /// <summary>
        /// Creates a new HullMovingAverage indicator. The Hull moving average is a series of nested weighted moving averages, is fast and smooth.
        /// </summary>
        /// <param name="symbol">The symbol whose Hull moving average we want</param>
        /// <param name="period">The period over which to compute the Hull moving average</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns></returns>
        [DocumentationAttribute(Indicators)]
        public HullMovingAverage HMA(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"HMA({period})", resolution);
            var hullMovingAverage = new HullMovingAverage(name, period);
            InitializeIndicator(hullMovingAverage, resolution, selector, symbol);
 
            return hullMovingAverage;
        }
 
        /// <summary>
        /// Creates a new InternalBarStrength indicator for the symbol. The indicator will be automatically
        /// updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose IBS we want</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>A new InternalBarStrength indicator</returns>
        [DocumentationAttribute(Indicators)]
        public InternalBarStrength IBS(Symbol symbol, Resolution? resolution = null, Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, "IBS", resolution);
            var indicator = new InternalBarStrength(name);
            InitializeIndicator(indicator, resolution, selector, symbol);
 
            return indicator;
        }
 
        /// <summary>
        /// Creates a new IchimokuKinkoHyo indicator for the symbol. The indicator will be automatically
        /// updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose ICHIMOKU we want</param>
        /// <param name="tenkanPeriod">The period to calculate the Tenkan-sen period</param>
        /// <param name="kijunPeriod">The period to calculate the Kijun-sen period</param>
        /// <param name="senkouAPeriod">The period to calculate the Tenkan-sen period</param>
        /// <param name="senkouBPeriod">The period to calculate the Tenkan-sen period</param>
        /// <param name="senkouADelayPeriod">The period to calculate the Tenkan-sen period</param>
        /// <param name="senkouBDelayPeriod">The period to calculate the Tenkan-sen period</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>A new IchimokuKinkoHyo indicator with the specified periods and delays</returns>
        [DocumentationAttribute(Indicators)]
        public IchimokuKinkoHyo ICHIMOKU(Symbol symbol, int tenkanPeriod, int kijunPeriod, int senkouAPeriod, int senkouBPeriod,
            int senkouADelayPeriod, int senkouBDelayPeriod, Resolution? resolution = null, Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"ICHIMOKU({tenkanPeriod},{kijunPeriod},{senkouAPeriod},{senkouBPeriod},{senkouADelayPeriod},{senkouBDelayPeriod})", resolution);
            var ichimokuKinkoHyo = new IchimokuKinkoHyo(name, tenkanPeriod, kijunPeriod, senkouAPeriod, senkouBPeriod, senkouADelayPeriod, senkouBDelayPeriod);
            InitializeIndicator(ichimokuKinkoHyo, resolution, selector, symbol);
 
            return ichimokuKinkoHyo;
        }
 
        /// <summary>
        /// Creates a new Identity indicator for the symbol The indicator will be automatically
        /// updated on the symbol's subscription resolution
        /// </summary>
        /// <param name="symbol">The symbol whose values we want as an indicator</param>
        /// <param name="selector">Selects a value from the BaseData, if null defaults to the .Value property (x => x.Value)</param>
        /// <param name="fieldName">The name of the field being selected</param>
        /// <returns>A new Identity indicator for the specified symbol and selector</returns>
        [DocumentationAttribute(Indicators)]
        public Identity Identity(Symbol symbol, Func<IBaseData, decimal> selector = null, string fieldName = null)
        {
            var resolution = GetSubscription(symbol).Resolution;
            return Identity(symbol, resolution, selector, fieldName);
        }
 
        /// <summary>
        /// Creates a new Identity indicator for the symbol The indicator will be automatically
        /// updated on the symbol's subscription resolution
        /// </summary>
        /// <param name="symbol">The symbol whose values we want as an indicator</param>
        /// <param name="resolution">The desired resolution of the data</param>
        /// <param name="selector">Selects a value from the BaseData, if null defaults to the .Value property (x => x.Value)</param>
        /// <param name="fieldName">The name of the field being selected</param>
        /// <returns>A new Identity indicator for the specified symbol and selector</returns>
        [DocumentationAttribute(Indicators)]
        public Identity Identity(Symbol symbol, Resolution resolution, Func<IBaseData, decimal> selector = null, string fieldName = null)
        {
            var name = CreateIndicatorName(symbol, fieldName ?? "close", resolution);
            var identity = new Identity(name);
            InitializeIndicator(identity, resolution, selector, symbol);
            return identity;
        }
 
        /// <summary>
        /// Creates a new Identity indicator for the symbol The indicator will be automatically
        /// updated on the symbol's subscription resolution
        /// </summary>
        /// <param name="symbol">The symbol whose values we want as an indicator</param>
        /// <param name="resolution">The desired resolution of the data</param>
        /// <param name="selector">Selects a value from the BaseData, if null defaults to the .Value property (x => x.Value)</param>
        /// <param name="fieldName">The name of the field being selected</param>
        /// <returns>A new Identity indicator for the specified symbol and selector</returns>
        [DocumentationAttribute(Indicators)]
        public Identity Identity(Symbol symbol, TimeSpan resolution, Func<IBaseData, decimal> selector = null, string fieldName = null)
        {
            var name = Invariant($"{symbol}({fieldName ?? "close"},{resolution})");
            var identity = new Identity(name);
            RegisterIndicator(symbol, identity, ResolveConsolidator(symbol, resolution), selector);
            return identity;
        }
 
        /// <summary>
        /// Creates a new ImpliedVolatility indicator for the symbol The indicator will be automatically
        /// updated on the symbol's subscription resolution
        /// </summary>
        /// <param name="symbol">The option symbol whose values we want as an indicator</param>
        /// <param name="mirrorOption">The mirror option contract used for parity type calculation</param>
        /// <param name="riskFreeRate">The risk free rate</param>
        /// <param name="dividendYield">The dividend yield</param>
        /// <param name="optionModel">The option pricing model used to estimate IV</param>
        /// <param name="resolution">The desired resolution of the data</param>
        /// <returns>A new ImpliedVolatility indicator for the specified symbol</returns>
        [DocumentationAttribute(Indicators)]
        public ImpliedVolatility IV(Symbol symbol, Symbol mirrorOption = null, decimal? riskFreeRate = null, decimal? dividendYield = null,
            OptionPricingModelType? optionModel = null, Resolution? resolution = null)
        {
            var name = InitializeOptionIndicator<ImpliedVolatility>(symbol, out var riskFreeRateModel, out var dividendYieldModel, riskFreeRate, dividendYield, optionModel, resolution);
 
            var iv = new ImpliedVolatility(name, symbol, riskFreeRateModel, dividendYieldModel, mirrorOption, optionModel);
            InitializeOptionIndicator(iv, resolution, symbol, mirrorOption);
            return iv;
        }
 
        /// <summary>
        /// Creates a new KaufmanAdaptiveMovingAverage indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose KAMA we want</param>
        /// <param name="period">The period of the Efficiency Ratio (ER) of KAMA</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The KaufmanAdaptiveMovingAverage indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public KaufmanAdaptiveMovingAverage KAMA(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            return KAMA(symbol, period, 2, 30, resolution, selector);
        }
 
        /// <summary>
        /// Creates a new KaufmanAdaptiveMovingAverage indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose KAMA we want</param>
        /// <param name="period">The period of the Efficiency Ratio (ER)</param>
        /// <param name="fastEmaPeriod">The period of the fast EMA used to calculate the Smoothing Constant (SC)</param>
        /// <param name="slowEmaPeriod">The period of the slow EMA used to calculate the Smoothing Constant (SC)</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The KaufmanAdaptiveMovingAverage indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public KaufmanAdaptiveMovingAverage KAMA(Symbol symbol, int period, int fastEmaPeriod, int slowEmaPeriod, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"KAMA({period},{fastEmaPeriod},{slowEmaPeriod})", resolution);
            var kaufmanAdaptiveMovingAverage = new KaufmanAdaptiveMovingAverage(name, period, fastEmaPeriod, slowEmaPeriod);
            InitializeIndicator(kaufmanAdaptiveMovingAverage, resolution, selector, symbol);
 
            return kaufmanAdaptiveMovingAverage;
        }
 
        /// <summary>
        /// Creates an KaufmanEfficiencyRatio indicator for the symbol. The indicator will be automatically
        /// updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose EF we want</param>
        /// <param name="period">The period of the EF</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The KaufmanEfficiencyRatio indicator for the given parameters</returns>
        [DocumentationAttribute(Indicators)]
        public KaufmanEfficiencyRatio KER(Symbol symbol, int period = 2, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"KER({period})", resolution);
            var kaufmanEfficiencyRatio = new KaufmanEfficiencyRatio(name, period);
            InitializeIndicator(kaufmanEfficiencyRatio, resolution, selector, symbol);
 
            return kaufmanEfficiencyRatio;
        }
 
        /// <summary>
        /// Creates a new Keltner Channels indicator.
        /// The indicator will be automatically updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose Keltner Channel we seek</param>
        /// <param name="period">The period over which to compute the Keltner Channels</param>
        /// <param name="k">The number of multiples of the <see cref="AverageTrueRange"/> from the middle band of the Keltner Channels</param>
        /// <param name="movingAverageType">Specifies the type of moving average to be used as the middle line of the Keltner Channel</param>
        /// <param name="resolution">The resolution.</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The Keltner Channel indicator for the requested symbol.</returns>
        [DocumentationAttribute(Indicators)]
        public KeltnerChannels KCH(Symbol symbol, int period, decimal k, MovingAverageType movingAverageType = MovingAverageType.Simple, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"KCH({period},{k})", resolution);
            var keltnerChannels = new KeltnerChannels(name, period, k, movingAverageType);
            InitializeIndicator(keltnerChannels, resolution, selector, symbol);
 
            return keltnerChannels;
        }
 
        /// <summary>
        /// Creates a new LogReturn indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose log return we seek</param>
        /// <param name="period">The period of the log return.</param>
        /// <param name="resolution">The resolution.</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar.</param>
        /// <returns>log return indicator for the requested symbol.</returns>
        [DocumentationAttribute(Indicators)]
        public LogReturn LOGR(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"LOGR({period})", resolution);
            var logReturn = new LogReturn(name, period);
            InitializeIndicator(logReturn, resolution, selector, symbol);
 
            return logReturn;
        }
 
        /// <summary>
        /// Creates and registers a new Least Squares Moving Average instance.
        /// </summary>
        /// <param name="symbol">The symbol whose LSMA we seek.</param>
        /// <param name="period">The LSMA period. Normally 14.</param>
        /// <param name="resolution">The resolution.</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar.</param>
        /// <returns>A LeastSquaredMovingAverage configured with the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public LeastSquaresMovingAverage LSMA(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"LSMA({period})", resolution);
            var leastSquaresMovingAverage = new LeastSquaresMovingAverage(name, period);
            InitializeIndicator(leastSquaresMovingAverage, resolution, selector, symbol);
 
            return leastSquaresMovingAverage;
        }
 
        /// <summary>
        /// Creates a new LinearWeightedMovingAverage indicator.  This indicator will linearly distribute
        /// the weights across the periods.
        /// </summary>
        /// <param name="symbol">The symbol whose LWMA we want</param>
        /// <param name="period">The period over which to compute the LWMA</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns></returns>
        [DocumentationAttribute(Indicators)]
        public LinearWeightedMovingAverage LWMA(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"LWMA({period})", resolution);
            var linearWeightedMovingAverage = new LinearWeightedMovingAverage(name, period);
            InitializeIndicator(linearWeightedMovingAverage, resolution, selector, symbol);
 
            return linearWeightedMovingAverage;
        }
 
        /// <summary>
        /// Creates a MACD indicator for the symbol. The indicator will be automatically updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose MACD we want</param>
        /// <param name="fastPeriod">The period for the fast moving average</param>
        /// <param name="slowPeriod">The period for the slow moving average</param>
        /// <param name="signalPeriod">The period for the signal moving average</param>
        /// <param name="type">The type of moving average to use for the MACD</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The moving average convergence divergence between the fast and slow averages</returns>
        [DocumentationAttribute(Indicators)]
        public MovingAverageConvergenceDivergence MACD(Symbol symbol, int fastPeriod, int slowPeriod, int signalPeriod, MovingAverageType type = MovingAverageType.Exponential, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"MACD({fastPeriod},{slowPeriod},{signalPeriod})", resolution);
            var movingAverageConvergenceDivergence = new MovingAverageConvergenceDivergence(name, fastPeriod, slowPeriod, signalPeriod, type);
            InitializeIndicator(movingAverageConvergenceDivergence, resolution, selector, symbol);
 
            return movingAverageConvergenceDivergence;
        }
 
        /// <summary>
        /// Creates a new MeanAbsoluteDeviation indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose MeanAbsoluteDeviation we want</param>
        /// <param name="period">The period over which to compute the MeanAbsoluteDeviation</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The MeanAbsoluteDeviation indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public MeanAbsoluteDeviation MAD(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"MAD({period})", resolution);
            var meanAbsoluteDeviation = new MeanAbsoluteDeviation(name, period);
            InitializeIndicator(meanAbsoluteDeviation, resolution, selector, symbol);
 
            return meanAbsoluteDeviation;
        }
 
        /// <summary>
        /// Creates a new Mesa Adaptive Moving Average (MAMA) indicator.
        /// The MAMA adjusts its smoothing factor based on the market's volatility, making it more adaptive than a simple moving average.
        /// </summary>
        /// <param name="symbol">The symbol for which the MAMA indicator is being created.</param>
        /// <param name="fastLimit">The fast limit for the adaptive moving average.</param>
        /// <param name="slowLimit">The slow limit for the adaptive moving average.</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Optional function to select a value from the BaseData. Defaults to casting the input to a TradeBar.</param>
        /// <returns>The Mesa Adaptive Moving Average (MAMA) indicator for the requested symbol with the specified limits.</returns>
        [DocumentationAttribute(Indicators)]
        public MesaAdaptiveMovingAverage MAMA(Symbol symbol, decimal fastLimit = 0.5m, decimal slowLimit = 0.05m, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"MAMA({fastLimit},{slowLimit})", resolution);
            var mesaAdaptiveMovingAverage = new MesaAdaptiveMovingAverage(name, fastLimit, slowLimit);
            InitializeIndicator(mesaAdaptiveMovingAverage, resolution, selector, symbol);
            return mesaAdaptiveMovingAverage;
        }
 
        /// <summary>
        /// Creates an Market Profile indicator for the symbol with Volume Profile (VOL) mode. The indicator will be automatically
        /// updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose VP we want</param>
        /// <param name="period">The period of the VP</param>
        /// <param name="valueAreaVolumePercentage">The percentage of volume contained in the value area</param>
        /// <param name="priceRangeRoundOff">How many digits you want to round and the precision. i.e 0.01 round to two digits exactly.</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The Volume Profile indicator for the given parameters</returns>
        [DocumentationAttribute(Indicators)]
        public VolumeProfile VP(Symbol symbol, int period = 2, decimal valueAreaVolumePercentage = 0.70m, decimal priceRangeRoundOff = 0.05m, Resolution resolution = Resolution.Daily, Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"VP({period})", resolution);
            var marketProfile = new VolumeProfile(name, period, valueAreaVolumePercentage, priceRangeRoundOff);
            InitializeIndicator(marketProfile, resolution, selector, symbol);
 
            return marketProfile;
        }
 
        /// <summary>
        /// Creates an Market Profile indicator for the symbol with Time Price Opportunity (TPO) mode. The indicator will be automatically
        /// updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose TP we want</param>
        /// <param name="period">The period of the TP</param>
        /// <param name="valueAreaVolumePercentage">The percentage of volume contained in the value area</param>
        /// <param name="priceRangeRoundOff">How many digits you want to round and the precision. i.e 0.01 round to two digits exactly.</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The Time Profile indicator for the given parameters</returns>
        [DocumentationAttribute(Indicators)]
        public TimeProfile TP(Symbol symbol, int period = 2, decimal valueAreaVolumePercentage = 0.70m, decimal priceRangeRoundOff = 0.05m, Resolution resolution = Resolution.Daily, Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"TP({period})", resolution);
            var marketProfile = new TimeProfile(name, period, valueAreaVolumePercentage, priceRangeRoundOff);
            InitializeIndicator(marketProfile, resolution, selector, symbol);
 
            return marketProfile;
        }
 
        /// <summary>
        /// Creates a new Time Series Forecast indicator
        /// </summary>
        /// <param name="symbol">The symbol whose TSF we want</param>
        /// <param name="period">The period of the TSF</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to Value property of BaseData (x => x.Value)</param>
        /// <returns>The TimeSeriesForecast indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public TimeSeriesForecast TSF(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"TSF({period})", resolution);
            var timeSeriesForecast = new TimeSeriesForecast(name, period);
            InitializeIndicator(timeSeriesForecast, resolution, selector, symbol);
 
            return timeSeriesForecast;
        }
 
        /// <summary>
        /// Creates a new Maximum indicator to compute the maximum value
        /// </summary>
        /// <param name="symbol">The symbol whose max we want</param>
        /// <param name="period">The look back period over which to compute the max value</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null and the symbol is of type TradeBar defaults to the High property,
        /// otherwise it defaults to Value property of BaseData (x => x.Value)</param>
        /// <returns>A Maximum indicator that compute the max value and the periods since the max value</returns>
        [DocumentationAttribute(Indicators)]
        public Maximum MAX(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"MAX({period})", resolution);
            var maximum = new Maximum(name, period);
 
            // assign a default value for the selector function
            if (selector == null)
            {
                var subscription = GetSubscription(symbol);
                if (typeof(TradeBar).IsAssignableFrom(subscription.Type))
                {
                    // if we have trade bar data we'll use the High property, if not x => x.Value will be set in RegisterIndicator
                    selector = x => ((TradeBar)x).High;
                }
            }
 
            InitializeIndicator(maximum, resolution, selector, symbol);
            return maximum;
        }
 
        /// <summary>
        /// Creates a new MoneyFlowIndex indicator. The indicator will be automatically
        /// updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose MFI we want</param>
        /// <param name="period">The period over which to compute the MFI</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The MoneyFlowIndex indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public MoneyFlowIndex MFI(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"MFI({period})", resolution);
            var moneyFlowIndex = new MoneyFlowIndex(name, period);
            InitializeIndicator(moneyFlowIndex, resolution, selector, symbol);
 
            return moneyFlowIndex;
        }
 
        /// <summary>
        /// Creates a new Mass Index indicator. The indicator will be automatically
        /// updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose Mass Index we want.</param>
        /// <param name="emaPeriod">The period used by both EMA.</param>
        /// <param name="sumPeriod">The sum period.</param>
        /// <param name="resolution">The resolution.</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The Mass Index indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public MassIndex MASS(Symbol symbol, int emaPeriod = 9, int sumPeriod = 25, Resolution? resolution = null, Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"MASS({emaPeriod},{sumPeriod})", resolution);
            var massIndex = new MassIndex(name, emaPeriod, sumPeriod);
            InitializeIndicator(massIndex, resolution, selector, symbol);
 
            return massIndex;
        }
 
        /// <summary>
        /// Creates a new MidPoint indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose MIDPOINT we want</param>
        /// <param name="period">The period over which to compute the MIDPOINT</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The MidPoint indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public MidPoint MIDPOINT(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"MIDPOINT({period})", resolution);
            var midPoint = new MidPoint(name, period);
            InitializeIndicator(midPoint, resolution, selector, symbol);
 
            return midPoint;
        }
 
        /// <summary>
        /// Creates a new MidPrice indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose MIDPRICE we want</param>
        /// <param name="period">The period over which to compute the MIDPRICE</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The MidPrice indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public MidPrice MIDPRICE(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"MIDPRICE({period})", resolution);
            var midPrice = new MidPrice(name, period);
            InitializeIndicator(midPrice, resolution, selector, symbol);
 
            return midPrice;
        }
 
        /// <summary>
        /// Creates a new Minimum indicator to compute the minimum value
        /// </summary>
        /// <param name="symbol">The symbol whose min we want</param>
        /// <param name="period">The look back period over which to compute the min value</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null and the symbol is of type TradeBar defaults to the Low property,
        /// otherwise it defaults to Value property of BaseData (x => x.Value)</param>
        /// <returns>A Minimum indicator that compute the in value and the periods since the min value</returns>
        [DocumentationAttribute(Indicators)]
        public Minimum MIN(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"MIN({period})", resolution);
            var minimum = new Minimum(name, period);
 
            // assign a default value for the selector function
            if (selector == null)
            {
                var subscription = GetSubscription(symbol);
                if (typeof(TradeBar).IsAssignableFrom(subscription.Type))
                {
                    // if we have trade bar data we'll use the Low property, if not x => x.Value will be set in RegisterIndicator
                    selector = x => ((TradeBar)x).Low;
                }
            }
 
            InitializeIndicator(minimum, resolution, selector, symbol);
            return minimum;
        }
 
        /// <summary>
        /// Creates a new Momentum indicator. This will compute the absolute n-period change in the security.
        /// The indicator will be automatically updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose momentum we want</param>
        /// <param name="period">The period over which to compute the momentum</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The momentum indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public Momentum MOM(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"MOM({period})", resolution);
            var momentum = new Momentum(name, period);
            InitializeIndicator(momentum, resolution, selector, symbol);
 
            return momentum;
        }
 
        /// <summary>
        /// Creates a new Momersion indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose Momersion we want</param>
        /// <param name="minPeriod">The minimum period over which to compute the Momersion. Must be greater than 3. If null, only full period will be used in computations.</param>
        /// <param name="fullPeriod">The full period over which to compute the Momersion</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The Momersion indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public MomersionIndicator MOMERSION(Symbol symbol, int? minPeriod, int fullPeriod, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"MOMERSION({minPeriod},{fullPeriod})", resolution);
            var momersion = new MomersionIndicator(name, minPeriod, fullPeriod);
            InitializeIndicator(momersion, resolution, selector, symbol);
 
            return momersion;
        }
 
        /// <summary>
        /// Creates a new MomentumPercent indicator. This will compute the n-period percent change in the security.
        /// The indicator will be automatically updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose momentum we want</param>
        /// <param name="period">The period over which to compute the momentum</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The momentum indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public MomentumPercent MOMP(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"MOMP({period})", resolution);
            var momentumPercent = new MomentumPercent(name, period);
            InitializeIndicator(momentumPercent, resolution, selector, symbol);
 
            return momentumPercent;
        }
 
        /// <summary>
        /// Creates a new NormalizedAverageTrueRange indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose NATR we want</param>
        /// <param name="period">The period over which to compute the NATR</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The NormalizedAverageTrueRange indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public NormalizedAverageTrueRange NATR(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"NATR({period})", resolution);
            var normalizedAverageTrueRange = new NormalizedAverageTrueRange(name, period);
            InitializeIndicator(normalizedAverageTrueRange, resolution, selector, symbol);
 
            return normalizedAverageTrueRange;
        }
 
        /// <summary>
        /// Creates a new On Balance Volume indicator. This will compute the cumulative total volume
        /// based on whether the close price being higher or lower than the previous period.
        /// The indicator will be automatically updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose On Balance Volume we seek</param>
        /// <param name="resolution">The resolution.</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The On Balance Volume indicator for the requested symbol.</returns>
        [DocumentationAttribute(Indicators)]
        public OnBalanceVolume OBV(Symbol symbol, Resolution? resolution = null, Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, "OBV", resolution);
            var onBalanceVolume = new OnBalanceVolume(name);
            InitializeIndicator(onBalanceVolume, resolution, selector, symbol);
 
            return onBalanceVolume;
        }
 
        /// <summary>
        /// Creates a new PivotPointsHighLow indicator
        /// </summary>
        /// <param name="symbol">The symbol whose PPHL we seek</param>
        /// <param name="lengthHigh">The number of surrounding bars whose high values should be less than the current bar's for the bar high to be marked as high pivot point</param>
        /// <param name="lengthLow">The number of surrounding bars whose low values should be more than the current bar's for the bar low to be marked as low pivot point</param>
        /// <param name="lastStoredValues">The number of last stored indicator values</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The PivotPointsHighLow indicator for the requested symbol.</returns>
        [DocumentationAttribute(Indicators)]
        public PivotPointsHighLow PPHL(Symbol symbol, int lengthHigh, int lengthLow, int lastStoredValues = 100, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"PPHL({lengthHigh},{lengthLow})", resolution);
            var pivotPointsHighLow = new PivotPointsHighLow(name, lengthHigh, lengthLow, lastStoredValues);
            InitializeIndicator(pivotPointsHighLow, resolution, selector, symbol);
 
            return pivotPointsHighLow;
        }
 
        /// <summary>
        /// Creates a new PercentagePriceOscillator indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose PPO we want</param>
        /// <param name="fastPeriod">The fast moving average period</param>
        /// <param name="slowPeriod">The slow moving average period</param>
        /// <param name="movingAverageType">The type of moving average to use</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The PercentagePriceOscillator indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public PercentagePriceOscillator PPO(Symbol symbol, int fastPeriod, int slowPeriod, MovingAverageType movingAverageType, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"PPO({fastPeriod},{slowPeriod})", resolution);
            var percentagePriceOscillator = new PercentagePriceOscillator(name, fastPeriod, slowPeriod, movingAverageType);
            InitializeIndicator(percentagePriceOscillator, resolution, selector, symbol);
 
            return percentagePriceOscillator;
        }
 
        /// <summary>
        /// Creates a new Parabolic SAR indicator
        /// </summary>
        /// <param name="symbol">The symbol whose PSAR we seek</param>
        /// <param name="afStart">Acceleration factor start value. Normally 0.02</param>
        /// <param name="afIncrement">Acceleration factor increment value. Normally 0.02</param>
        /// <param name="afMax">Acceleration factor max value. Normally 0.2</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>A ParabolicStopAndReverse configured with the specified periods</returns>
        [DocumentationAttribute(Indicators)]
        public ParabolicStopAndReverse PSAR(Symbol symbol, decimal afStart = 0.02m, decimal afIncrement = 0.02m, decimal afMax = 0.2m, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"PSAR({afStart},{afIncrement},{afMax})", resolution);
            var parabolicStopAndReverse = new ParabolicStopAndReverse(name, afStart, afIncrement, afMax);
            InitializeIndicator(parabolicStopAndReverse, resolution, selector, symbol);
 
            return parabolicStopAndReverse;
        }
 
        /// <summary>
        /// Creates a new RegressionChannel indicator which will compute the LinearRegression, UpperChannel and LowerChannel lines, the intercept and slope
        /// </summary>
        /// <param name="symbol">The symbol whose RegressionChannel we seek</param>
        /// <param name="period">The period of the standard deviation and least square moving average (linear regression line)</param>
        /// <param name="k">The number of standard deviations specifying the distance between the linear regression and upper or lower channel lines</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>A Regression Channel configured with the specified period and number of standard deviation</returns>
        [DocumentationAttribute(Indicators)]
        public RegressionChannel RC(Symbol symbol, int period, decimal k, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"RC({period},{k})", resolution);
            var regressionChannel = new RegressionChannel(name, period, k);
            InitializeIndicator(regressionChannel, resolution, selector, symbol);
 
            return regressionChannel;
        }
 
        /// <summary>
        /// Creates a new Relative Moving Average indicator for the symbol. The indicator will be automatically updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose relative moving average we seek</param>
        /// <param name="period">The period of the relative moving average</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>A relative moving average configured with the specified period and number of standard deviation</returns>
        [DocumentationAttribute(Indicators)]
        public RelativeMovingAverage RMA(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"RMA({period})", resolution);
            var relativeMovingAverage = new RelativeMovingAverage(name, period);
            InitializeIndicator(relativeMovingAverage, resolution, selector, symbol);
 
            return relativeMovingAverage;
        }
 
 
        /// <summary>
        /// Creates a new RateOfChange indicator. This will compute the n-period rate of change in the security.
        /// The indicator will be automatically updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose RateOfChange we want</param>
        /// <param name="period">The period over which to compute the RateOfChange</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The RateOfChange indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public RateOfChange ROC(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"ROC({period})", resolution);
            var rateOfChange = new RateOfChange(name, period);
            InitializeIndicator(rateOfChange, resolution, selector, symbol);
 
            return rateOfChange;
        }
 
        /// <summary>
        /// Creates a new RateOfChangePercent indicator. This will compute the n-period percentage rate of change in the security.
        /// The indicator will be automatically updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose RateOfChangePercent we want</param>
        /// <param name="period">The period over which to compute the RateOfChangePercent</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The RateOfChangePercent indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public RateOfChangePercent ROCP(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"ROCP({period})", resolution);
            var rateOfChangePercent = new RateOfChangePercent(name, period);
            InitializeIndicator(rateOfChangePercent, resolution, selector, symbol);
 
            return rateOfChangePercent;
        }
 
        /// <summary>
        /// Creates a new RateOfChangeRatio indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose ROCR we want</param>
        /// <param name="period">The period over which to compute the ROCR</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The RateOfChangeRatio indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public RateOfChangeRatio ROCR(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"ROCR({period})", resolution);
            var rateOfChangeRatio = new RateOfChangeRatio(name, period);
            InitializeIndicator(rateOfChangeRatio, resolution, selector, symbol);
 
            return rateOfChangeRatio;
        }
 
        /// <summary>
        /// Creates a new RelativeStrengthIndex indicator. This will produce an oscillator that ranges from 0 to 100 based
        /// on the ratio of average gains to average losses over the specified period.
        /// </summary>
        /// <param name="symbol">The symbol whose RSI we want</param>
        /// <param name="period">The period over which to compute the RSI</param>
        /// <param name="movingAverageType">The type of moving average to use in computing the average gain/loss values</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The RelativeStrengthIndex indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public RelativeStrengthIndex RSI(Symbol symbol, int period, MovingAverageType movingAverageType = MovingAverageType.Wilders, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"RSI({period},{movingAverageType})", resolution);
            var relativeStrengthIndex = new RelativeStrengthIndex(name, period, movingAverageType);
            InitializeIndicator(relativeStrengthIndex, resolution, selector, symbol);
 
            return relativeStrengthIndex;
        }
 
        /// <summary>
        /// Creates a new RelativeVigorIndex indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose RVI we want</param>
        /// <param name="period">The period over which to compute the RVI</param>
        /// <param name="movingAverageType">The type of moving average to use</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The RelativeVigorIndex indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public RelativeVigorIndex RVI(Symbol symbol, int period, MovingAverageType movingAverageType = MovingAverageType.Simple, Resolution? resolution = null, Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"RVI({period},{movingAverageType})", resolution);
            var relativeVigorIndex = new RelativeVigorIndex(name, period, movingAverageType);
            InitializeIndicator(relativeVigorIndex, resolution, selector, symbol);
 
            return relativeVigorIndex;
        }
 
        /// <summary>
        /// Creates an RelativeDailyVolume indicator for the symbol. The indicator will be automatically
        /// updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose RDV we want</param>
        /// <param name="period">The period of the RDV</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The Relative Volume indicator for the given parameters</returns>
        [DocumentationAttribute(Indicators)]
        public RelativeDailyVolume RDV(Symbol symbol, int period = 2, Resolution resolution = Resolution.Daily, Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"RDV({period})", resolution);
            var relativeDailyVolume = new RelativeDailyVolume(name, period);
            RegisterIndicator(symbol, relativeDailyVolume, resolution, selector);
 
            return relativeDailyVolume;
        }
 
        /// <summary>
        /// Creates a new Rho indicator for the symbol The indicator will be automatically
        /// updated on the symbol's subscription resolution
        /// </summary>
        /// <param name="symbol">The option symbol whose values we want as an indicator</param>
        /// <param name="mirrorOption">The mirror option for parity calculation</param>
        /// <param name="riskFreeRate">The risk free rate</param>
        /// <param name="dividendYield">The dividend yield</param>
        /// <param name="optionModel">The option pricing model used to estimate Rho</param>
        /// <param name="ivModel">The option pricing model used to estimate IV</param>
        /// <param name="resolution">The desired resolution of the data</param>
        /// <returns>A new Rho indicator for the specified symbol</returns>
        [DocumentationAttribute(Indicators)]
        public Rho R(Symbol symbol, Symbol mirrorOption = null, decimal? riskFreeRate = null, decimal? dividendYield = null,
            OptionPricingModelType? optionModel = null, OptionPricingModelType? ivModel = null, Resolution? resolution = null)
        {
            var name = InitializeOptionIndicator<Rho>(symbol, out var riskFreeRateModel, out var dividendYieldModel, riskFreeRate, dividendYield, optionModel, resolution);
 
            var rho = new Rho(name, symbol, riskFreeRateModel, dividendYieldModel, mirrorOption, optionModel, ivModel);
            InitializeOptionIndicator(rho, resolution, symbol, mirrorOption);
            return rho;
        }
 
        /// <summary>
        /// Creates a new Rho indicator for the symbol The indicator will be automatically
        /// updated on the symbol's subscription resolution
        /// </summary>
        /// <param name="symbol">The option symbol whose values we want as an indicator</param>
        /// <param name="mirrorOption">The mirror option for parity calculation</param>
        /// <param name="riskFreeRate">The risk free rate</param>
        /// <param name="dividendYield">The dividend yield</param>
        /// <param name="optionModel">The option pricing model used to estimate Rho</param>
        /// <param name="ivModel">The option pricing model used to estimate IV</param>
        /// <param name="resolution">The desired resolution of the data</param>
        /// <returns>A new Rho indicator for the specified symbol</returns>
        [DocumentationAttribute(Indicators)]
        public Rho ρ(Symbol symbol, Symbol mirrorOption = null, decimal? riskFreeRate = null, decimal? dividendYield = null, OptionPricingModelType optionModel = OptionPricingModelType.BlackScholes,
            OptionPricingModelType? ivModel = null, Resolution? resolution = null)
        {
            return R(symbol, mirrorOption, riskFreeRate, dividendYield, optionModel, ivModel, resolution);
        }
 
 
        /// <summary>
        /// Creates a new Stochastic RSI indicator which will compute the %K and %D
        /// </summary>
        /// <param name="symbol">The symbol whose Stochastic RSI we seek</param>
        /// <param name="rsiPeriod">The period of the relative strength index</param>
        /// <param name="stochPeriod">The period of the stochastic indicator</param>
        /// <param name="kSmoothingPeriod">The smoothing period of K output</param>
        /// <param name="dSmoothingPeriod">The smoothing period of D output</param>
        /// <param name="movingAverageType">The type of moving average to be used</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>A StochasticRelativeStrengthIndex configured with the specified periods and moving average type</returns>
        [DocumentationAttribute(Indicators)]
        public StochasticRelativeStrengthIndex SRSI(Symbol symbol, int rsiPeriod, int stochPeriod, int kSmoothingPeriod, int dSmoothingPeriod, MovingAverageType movingAverageType = MovingAverageType.Simple,
            Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"SRSI({rsiPeriod},{stochPeriod},{kSmoothingPeriod},{dSmoothingPeriod})", resolution);
            var indicator = new StochasticRelativeStrengthIndex(name, rsiPeriod, stochPeriod, kSmoothingPeriod, dSmoothingPeriod, movingAverageType);
            InitializeIndicator(indicator, resolution, selector, symbol);
            return indicator;
        }
 
        /// <summary>
        /// Creates a new SuperTrend indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose SuperTrend indicator we want.</param>
        /// <param name="period">The smoothing period for average true range.</param>
        /// <param name="multiplier">Multiplier to calculate basic upper and lower bands width.</param>
        /// <param name="movingAverageType">Smoother type for average true range, defaults to Wilders.</param>
        /// <param name="resolution">The resolution.</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        [DocumentationAttribute(Indicators)]
        public SuperTrend STR(Symbol symbol, int period, decimal multiplier, MovingAverageType movingAverageType = MovingAverageType.Wilders,
            Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"STR({period},{multiplier})", resolution);
            var strend = new SuperTrend(name, period, multiplier, movingAverageType);
            InitializeIndicator(strend, resolution, selector, symbol);
 
            return strend;
        }
 
        /// <summary>
        /// Creates a new SharpeRatio indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose RSR we want</param>
        /// <param name="sharpePeriod">Period of historical observation for sharpe ratio calculation</param>
        /// <param name="riskFreeRate">
        /// Risk-free rate for sharpe ratio calculation. If not specified, it will use the algorithms' <see cref="RiskFreeInterestRateModel"/>
        /// </param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The SharpeRatio indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public SharpeRatio SR(Symbol symbol, int sharpePeriod, decimal? riskFreeRate = null, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var baseBame = riskFreeRate.HasValue ? $"SR({sharpePeriod},{riskFreeRate})" : $"SR({sharpePeriod})";
            var name = CreateIndicatorName(symbol, baseBame, resolution);
            IRiskFreeInterestRateModel riskFreeRateModel = riskFreeRate.HasValue
                ? new ConstantRiskFreeRateInterestRateModel(riskFreeRate.Value)
                // Make it a function so it's lazily evaluated: SetRiskFreeInterestRateModel can be called after this method
                : new FuncRiskFreeRateInterestRateModel((datetime) => RiskFreeInterestRateModel.GetInterestRate(datetime));
            var sharpeRatio = new SharpeRatio(name, sharpePeriod, riskFreeRateModel);
            InitializeIndicator(sharpeRatio, resolution, selector, symbol);
 
            return sharpeRatio;
        }
 
        /// <summary>
        /// Creates a new Sortino indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose Sortino we want</param>
        /// <param name="sortinoPeriod">Period of historical observation for Sortino ratio calculation</param>
        /// <param name="minimumAcceptableReturn">Minimum acceptable return (eg risk-free rate) for the Sortino ratio calculation</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The SortinoRatio indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public SortinoRatio SORTINO(Symbol symbol, int sortinoPeriod, double minimumAcceptableReturn = 0.0, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"SORTINO({sortinoPeriod},{minimumAcceptableReturn})", resolution);
            var sortinoRatio = new SortinoRatio(name, sortinoPeriod, minimumAcceptableReturn);
            InitializeIndicator(sortinoRatio, resolution, selector, symbol);
 
            return sortinoRatio;
        }
 
        /// <summary>
        /// Creates a Squeeze Momentum indicator to identify market squeezes and potential breakouts.
        /// Compares Bollinger Bands and Keltner Channels to signal low or high volatility periods.
        /// </summary>
        /// <param name="symbol">The symbol for which the indicator is calculated.</param>
        /// <param name="bollingerPeriod">The period for Bollinger Bands.</param>
        /// <param name="bollingerMultiplier">The multiplier for the Bollinger Bands' standard deviation.</param>
        /// <param name="keltnerPeriod">The period for Keltner Channels.</param>
        /// <param name="keltnerMultiplier">The multiplier for the Average True Range in Keltner Channels.</param>
        /// <param name="resolution">The resolution of the data.</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator. If null, defaults to the Value property of BaseData (x => x.Value).</param>
        /// <returns>The configured Squeeze Momentum indicator.</returns>
        [DocumentationAttribute(Indicators)]
        public SqueezeMomentum SM(Symbol symbol, int bollingerPeriod = 20, decimal bollingerMultiplier = 2m, int keltnerPeriod = 20,
            decimal keltnerMultiplier = 1.5m, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"SM({bollingerPeriod}, {bollingerMultiplier}, {keltnerPeriod}, {keltnerMultiplier})", resolution);
            var squeezeMomentum = new SqueezeMomentum(name, bollingerPeriod, bollingerMultiplier, keltnerPeriod, keltnerMultiplier);
            InitializeIndicator(squeezeMomentum, resolution, selector, symbol);
            return squeezeMomentum;
        }
 
        /// <summary>
        /// Creates an SimpleMovingAverage indicator for the symbol. The indicator will be automatically
        /// updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose SMA we want</param>
        /// <param name="period">The period of the SMA</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The SimpleMovingAverage for the given parameters</returns>
        [DocumentationAttribute(Indicators)]
        public SimpleMovingAverage SMA(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"SMA({period})", resolution);
            var simpleMovingAverage = new SimpleMovingAverage(name, period);
            InitializeIndicator(simpleMovingAverage, resolution, selector, symbol);
 
            return simpleMovingAverage;
        }
 
 
        /// <summary>
        /// Creates a new Schaff Trend Cycle indicator
        /// </summary>
        /// <param name="symbol">The symbol for the indicator to track</param>
        /// <param name="fastPeriod">The fast moving average period</param>
        /// <param name="slowPeriod">The slow moving average period</param>
        /// <param name="cyclePeriod">The signal period</param>
        /// <param name="movingAverageType">The type of moving average to use</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The SchaffTrendCycle indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public SchaffTrendCycle STC(Symbol symbol, int cyclePeriod, int fastPeriod, int slowPeriod, MovingAverageType movingAverageType = MovingAverageType.Exponential, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"STC({cyclePeriod},{fastPeriod},{slowPeriod})", resolution);
            var schaffTrendCycle = new SchaffTrendCycle(name, cyclePeriod, fastPeriod, slowPeriod, movingAverageType);
            InitializeIndicator(schaffTrendCycle, resolution, selector, symbol);
 
            return schaffTrendCycle;
        }
 
        /// <summary>
        /// Creates a new SmoothedOnBalanceVolume indicator for the symbol. The indicator will be automatically
        /// updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose SmoothedOnBalanceVolume we want</param>
        /// <param name="period">The smoothing period used to smooth the computed OnBalanceVolume values</param>
        /// <param name="type">The type of smoothing to use</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>A new SmoothedOnBalanceVolume indicator with the specified smoothing type and period</returns>
        [DocumentationAttribute(Indicators)]
        public SmoothedOnBalanceVolume SOBV(Symbol symbol, int period, MovingAverageType type = MovingAverageType.Simple, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"SOBV({period})", resolution);
            var indicator = new SmoothedOnBalanceVolume(name, period, type);
            InitializeIndicator(indicator, resolution, selector, symbol);
            return indicator;
        }
 
        /// <summary>
        /// Creates a new StandardDeviation indicator. This will return the population standard deviation of samples over the specified period.
        /// </summary>
        /// <param name="symbol">The symbol whose STD we want</param>
        /// <param name="period">The period over which to compute the STD</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The StandardDeviation indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public StandardDeviation STD(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"STD({period})", resolution);
            var standardDeviation = new StandardDeviation(name, period);
            InitializeIndicator(standardDeviation, resolution, selector, symbol);
 
            return standardDeviation;
        }
 
        /// <summary>
        /// Creates a new TargetDownsideDeviation indicator. The target downside deviation is defined as the root-mean-square, or RMS, of the deviations of the
        /// realized return’s underperformance from the target return where all returns above the target return are treated as underperformance of 0.
        /// </summary>
        /// <param name="symbol">The symbol whose TDD we want</param>
        /// <param name="period">The period over which to compute the TDD</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="minimumAcceptableReturn">Minimum acceptable return (MAR) for the target downside deviation calculation</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The TargetDownsideDeviation indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public TargetDownsideDeviation TDD(Symbol symbol, int period, double minimumAcceptableReturn = 0, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"TDD({period},{minimumAcceptableReturn})", resolution);
            var targetDownsideDeviation = new TargetDownsideDeviation(name, period, minimumAcceptableReturn);
            InitializeIndicator(targetDownsideDeviation, resolution, selector, symbol);
 
            return targetDownsideDeviation;
        }
 
        /// <summary>
        /// Creates a new Stochastic indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose stochastic we seek</param>
        /// <param name="period">The period of the stochastic. Normally 14</param>
        /// <param name="kPeriod">The sum period of the stochastic. Normally 14</param>
        /// <param name="dPeriod">The sum period of the stochastic. Normally 3</param>
        /// <param name="resolution">The resolution.</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>Stochastic indicator for the requested symbol.</returns>
        [DocumentationAttribute(Indicators)]
        public Stochastic STO(Symbol symbol, int period, int kPeriod, int dPeriod, Resolution? resolution = null,
            Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"STO({period},{kPeriod},{dPeriod})", resolution);
            var stochastic = new Stochastic(name, period, kPeriod, dPeriod);
            InitializeIndicator(stochastic, resolution, selector, symbol);
 
            return stochastic;
        }
 
        /// <summary>
        /// Overload short hand to create a new Stochastic indicator; defaulting to the 3 period for dStoch
        /// </summary>
        /// <param name="symbol">The symbol whose stochastic we seek</param>
        /// <param name="resolution">The resolution.</param>
        /// <param name="period">The period of the stochastic. Normally 14</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>Stochastic indicator for the requested symbol.</returns>
        [DocumentationAttribute(Indicators)]
        public Stochastic STO(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, TradeBar> selector = null)
        {
            return STO(symbol, period, period, 3, resolution, selector);
        }
 
        /// <summary>
        /// Creates a new instance of the Premier Stochastic Oscillator for the specified symbol.
        /// </summary>
        /// <param name="symbol">The symbol for which the stochastic indicator is being calculated.</param>
        /// <param name="period">The period for calculating the Stochastic K value.</param>
        /// <param name="emaPeriod">The period for the Exponential Moving Average (EMA) used to smooth the Stochastic K.</param>
        /// <param name="resolution">The data resolution (e.g., daily, hourly) for the indicator</param>
        /// <param name="selector">Optional function to select a value from the BaseData. Defaults to casting the input to a TradeBar.</param>
        /// <returns>A PremierStochasticOscillator instance for the specified symbol.</returns>
        [DocumentationAttribute(Indicators)]
        public PremierStochasticOscillator PSO(Symbol symbol, int period, int emaPeriod, Resolution? resolution = null, Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"PSO({period},{emaPeriod})", resolution);
            var premierStochasticOscillator = new PremierStochasticOscillator(name, period, emaPeriod);
            InitializeIndicator(premierStochasticOscillator, resolution, selector, symbol);
            return premierStochasticOscillator;
        }
 
        /// <summary>
        /// Creates a new Sum indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose Sum we want</param>
        /// <param name="period">The period over which to compute the Sum</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The Sum indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public Sum SUM(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"SUM({period})", resolution);
            var sum = new Sum(name, period);
            InitializeIndicator(sum, resolution, selector, symbol);
 
            return sum;
        }
 
        /// <summary>
        /// Creates Swiss Army Knife transformation for the symbol. The indicator will be automatically
        /// updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol to use for calculations</param>
        /// <param name="period">The period of the calculation</param>
        /// <param name="delta">The delta scale of the BandStop or BandPass</param>
        /// <param name="tool">The tool os the Swiss Army Knife</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">elects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The calculation using the given tool</returns>
        [DocumentationAttribute(Indicators)]
        public SwissArmyKnife SWISS(Symbol symbol, int period, double delta, SwissArmyKnifeTool tool, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"SWISS({period},{delta},{tool})", resolution);
            var swissArmyKnife = new SwissArmyKnife(name, period, delta, tool);
            InitializeIndicator(swissArmyKnife, resolution, selector, symbol);
 
            return swissArmyKnife;
        }
 
        /// <summary>
        /// Creates a new Theta indicator for the symbol The indicator will be automatically
        /// updated on the symbol's subscription resolution
        /// </summary>
        /// <param name="symbol">The option symbol whose values we want as an indicator</param>
        /// <param name="mirrorOption">The mirror option for parity calculation</param>
        /// <param name="riskFreeRate">The risk free rate</param>
        /// <param name="dividendYield">The dividend yield</param>
        /// <param name="optionModel">The option pricing model used to estimate Theta</param>
        /// <param name="ivModel">The option pricing model used to estimate IV</param>
        /// <param name="resolution">The desired resolution of the data</param>
        /// <returns>A new Theta indicator for the specified symbol</returns>
        [DocumentationAttribute(Indicators)]
        public Theta T(Symbol symbol, Symbol mirrorOption = null, decimal? riskFreeRate = null, decimal? dividendYield = null,
            OptionPricingModelType? optionModel = null, OptionPricingModelType? ivModel = null, Resolution? resolution = null)
        {
            var name = InitializeOptionIndicator<Theta>(symbol, out var riskFreeRateModel, out var dividendYieldModel, riskFreeRate, dividendYield, optionModel, resolution);
 
            var theta = new Theta(name, symbol, riskFreeRateModel, dividendYieldModel, mirrorOption, optionModel, ivModel);
            InitializeOptionIndicator(theta, resolution, symbol, mirrorOption);
            return theta;
        }
 
        /// <summary>
        /// Creates a new Theta indicator for the symbol The indicator will be automatically
        /// updated on the symbol's subscription resolution
        /// </summary>
        /// <param name="symbol">The option symbol whose values we want as an indicator</param>
        /// <param name="mirrorOption">The mirror option for parity calculation</param>
        /// <param name="riskFreeRate">The risk free rate</param>
        /// <param name="dividendYield">The dividend yield</param>
        /// <param name="optionModel">The option pricing model used to estimate Theta</param>
        /// <param name="ivModel">The option pricing model used to estimate IV</param>
        /// <param name="resolution">The desired resolution of the data</param>
        /// <returns>A new Theta indicator for the specified symbol</returns>
        [DocumentationAttribute(Indicators)]
        public Theta Θ(Symbol symbol, Symbol mirrorOption = null, decimal? riskFreeRate = null, decimal? dividendYield = null, OptionPricingModelType optionModel = OptionPricingModelType.BlackScholes,
            OptionPricingModelType? ivModel = null, Resolution? resolution = null)
        {
            return T(symbol, mirrorOption, riskFreeRate, dividendYield, optionModel, ivModel, resolution);
        }
 
        /// <summary>
        /// Creates a new T3MovingAverage indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose T3 we want</param>
        /// <param name="period">The period over which to compute the T3</param>
        /// <param name="volumeFactor">The volume factor to be used for the T3 (value must be in the [0,1] range, defaults to 0.7)</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The T3MovingAverage indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public T3MovingAverage T3(Symbol symbol, int period, decimal volumeFactor = 0.7m, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"T3({period},{volumeFactor})", resolution);
            var t3MovingAverage = new T3MovingAverage(name, period, volumeFactor);
            InitializeIndicator(t3MovingAverage, resolution, selector, symbol);
 
            return t3MovingAverage;
        }
 
        /// <summary>
        /// Creates a new TripleExponentialMovingAverage indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose TEMA we want</param>
        /// <param name="period">The period over which to compute the TEMA</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The TripleExponentialMovingAverage indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public TripleExponentialMovingAverage TEMA(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"TEMA({period})", resolution);
            var tripleExponentialMovingAverage = new TripleExponentialMovingAverage(name, period);
            InitializeIndicator(tripleExponentialMovingAverage, resolution, selector, symbol);
 
            return tripleExponentialMovingAverage;
        }
 
        /// <summary>
        /// Creates a TrueStrengthIndex indicator for the symbol. The indicator will be automatically
        /// updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose TSI we want</param>
        /// <param name="shortTermPeriod">Period used for the first price change smoothing</param>
        /// <param name="longTermPeriod">Period used for the second (double) price change smoothing</param>
        /// <param name="signalPeriod">The signal period</param>
        /// <param name="signalType">The type of moving average to use for the signal</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The TrueStrengthIndex indicator for the given parameters</returns>
        [DocumentationAttribute(Indicators)]
        public TrueStrengthIndex TSI(Symbol symbol, int longTermPeriod = 25, int shortTermPeriod = 13, int signalPeriod = 7,
            MovingAverageType signalType = MovingAverageType.Exponential, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"TSI({longTermPeriod},{shortTermPeriod},{signalPeriod})", resolution);
            var trueStrengthIndex = new TrueStrengthIndex(name, longTermPeriod, shortTermPeriod, signalPeriod, signalType);
            InitializeIndicator(trueStrengthIndex, resolution, selector, symbol);
 
            return trueStrengthIndex;
        }
 
        /// <summary>
        /// Creates a new TrueRange indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose TR we want</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The TrueRange indicator for the requested symbol.</returns>
        [DocumentationAttribute(Indicators)]
        public TrueRange TR(Symbol symbol, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, "TR", resolution);
            var trueRange = new TrueRange(name);
            InitializeIndicator(trueRange, resolution, selector, symbol);
 
            return trueRange;
        }
 
        /// <summary>
        /// Creates a new TriangularMovingAverage indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose TRIMA we want</param>
        /// <param name="period">The period over which to compute the TRIMA</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The TriangularMovingAverage indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public TriangularMovingAverage TRIMA(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"TRIMA({period})", resolution);
            var triangularMovingAverage = new TriangularMovingAverage(name, period);
            InitializeIndicator(triangularMovingAverage, resolution, selector, symbol);
 
            return triangularMovingAverage;
        }
 
        /// <summary>
        /// Creates a new Trix indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose TRIX we want</param>
        /// <param name="period">The period over which to compute the TRIX</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The Trix indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public Trix TRIX(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"TRIX({period})", resolution);
            var trix = new Trix(name, period);
            InitializeIndicator(trix, resolution, selector, symbol);
 
            return trix;
        }
 
        /// <summary>
        /// Creates a new UltimateOscillator indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose ULTOSC we want</param>
        /// <param name="period1">The first period over which to compute the ULTOSC</param>
        /// <param name="period2">The second period over which to compute the ULTOSC</param>
        /// <param name="period3">The third period over which to compute the ULTOSC</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The UltimateOscillator indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public UltimateOscillator ULTOSC(Symbol symbol, int period1, int period2, int period3, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"ULTOSC({period1},{period2},{period3})", resolution);
            var ultimateOscillator = new UltimateOscillator(name, period1, period2, period3);
            InitializeIndicator(ultimateOscillator, resolution, selector, symbol);
 
            return ultimateOscillator;
        }
 
        /// <summary>
        /// Creates a new Vega indicator for the symbol The indicator will be automatically
        /// updated on the symbol's subscription resolution
        /// </summary>
        /// <param name="symbol">The option symbol whose values we want as an indicator</param>
        /// <param name="mirrorOption">The mirror option for parity calculation</param>
        /// <param name="riskFreeRate">The risk free rate</param>
        /// <param name="dividendYield">The dividend yield</param>
        /// <param name="optionModel">The option pricing model used to estimate Vega</param>
        /// <param name="ivModel">The option pricing model used to estimate IV</param>
        /// <param name="resolution">The desired resolution of the data</param>
        /// <returns>A new Vega indicator for the specified symbol</returns>
        [DocumentationAttribute(Indicators)]
        public Vega V(Symbol symbol, Symbol mirrorOption = null, decimal? riskFreeRate = null, decimal? dividendYield = null,
            OptionPricingModelType? optionModel = null, OptionPricingModelType? ivModel = null, Resolution? resolution = null)
        {
            var name = InitializeOptionIndicator<Vega>(symbol, out var riskFreeRateModel, out var dividendYieldModel, riskFreeRate, dividendYield, optionModel, resolution);
 
            var vega = new Vega(name, symbol, riskFreeRateModel, dividendYieldModel, mirrorOption, optionModel, ivModel);
            InitializeOptionIndicator(vega, resolution, symbol, mirrorOption);
            return vega;
        }
 
        /// <summary>
        /// Creates a new Chande's Variable Index Dynamic Average indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose VIDYA we want</param>
        /// <param name="period">The period over which to compute the VIDYA</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The VariableIndexDynamicAverage indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public VariableIndexDynamicAverage VIDYA(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"VIDYA({period})", resolution);
            var variableIndexDynamicAverage = new VariableIndexDynamicAverage(name, period);
            InitializeIndicator(variableIndexDynamicAverage, resolution, selector, symbol);
 
            return variableIndexDynamicAverage;
        }
 
        /// <summary>
        /// Creates a new Variance indicator. This will return the population variance of samples over the specified period.
        /// </summary>
        /// <param name="symbol">The symbol whose VAR we want</param>
        /// <param name="period">The period over which to compute the VAR</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The Variance indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        [Obsolete("'VAR' is obsolete please use 'V' instead")]
        public Variance VAR(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            return V(symbol, period, resolution, selector);
        }
 
        /// <summary>
        /// Creates a new Variance indicator. This will return the population variance of samples over the specified period.
        /// </summary>
        /// <param name="symbol">The symbol whose variance we want</param>
        /// <param name="period">The period over which to compute the variance</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The Variance indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public Variance V(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"V({period})", resolution);
            var variance = new Variance(name, period);
            InitializeIndicator(variance, resolution, selector, symbol);
 
            return variance;
        }
 
        /// <summary>
        /// Creates a new ValueAtRisk indicator.
        /// </summary>
        /// <param name="symbol">The symbol whose VAR we want</param>
        /// <param name="period">The period over which to compute the VAR</param>
        /// <param name="confidenceLevel">The confidence level for Value at risk calculation</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The ValueAtRisk indicator for the requested Symbol, lookback period, and confidence level</returns>
        public ValueAtRisk VAR(Symbol symbol, int period, double confidenceLevel, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"VAR({period},{confidenceLevel})", resolution);
            var valueAtRisk = new ValueAtRisk(name, period, confidenceLevel);
            InitializeIndicator(valueAtRisk, resolution, selector, symbol);
 
            return valueAtRisk;
        }
 
        /// <summary>
        /// Creates an VolumeWeightedAveragePrice (VWAP) indicator for the symbol. The indicator will be automatically
        /// updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose VWAP we want</param>
        /// <param name="period">The period of the VWAP</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The VolumeWeightedAveragePrice for the given parameters</returns>
        [DocumentationAttribute(Indicators)]
        public VolumeWeightedAveragePriceIndicator VWAP(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"VWAP({period})", resolution);
            var volumeWeightedAveragePriceIndicator = new VolumeWeightedAveragePriceIndicator(name, period);
            InitializeIndicator(volumeWeightedAveragePriceIndicator, resolution, selector, symbol);
 
            return volumeWeightedAveragePriceIndicator;
        }
 
        /// <summary>
        /// Creates the canonical VWAP indicator that resets each day. The indicator will be automatically
        /// updated on the security's configured resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose VWAP we want</param>
        /// <returns>The IntradayVWAP for the specified symbol</returns>
        [DocumentationAttribute(Indicators)]
        public IntradayVwap VWAP(Symbol symbol)
        {
            var name = CreateIndicatorName(symbol, "VWAP", null);
            var intradayVwap = new IntradayVwap(name);
            RegisterIndicator(symbol, intradayVwap);
            return intradayVwap;
        }
 
        /// <summary>
        /// Creates a new VolumeWeightedMovingAverage indicator for the symbol. The indicator will be automatically
        /// updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose VWMA we want</param>
        /// <param name="period">The smoothing period used to smooth the computed VWMA values</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>A new VolumeWeightedMovingAverage indicator with the specified smoothing period</returns>
        [DocumentationAttribute(Indicators)]
        public VolumeWeightedMovingAverage VWMA(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"VWMA({period})", resolution);
            var indicator = new VolumeWeightedMovingAverage(name, period);
            InitializeIndicator(indicator, resolution, selector, symbol);
            return indicator;
        }
 
        /// <summary>
        /// Creates a new Vortex indicator for the symbol. The indicator will be automatically
        /// updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose VWMA we want</param>
        /// <param name="period">The smoothing period used to smooth the computed VWMA values</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>A new Vortex indicator with the specified smoothing period</returns>
        [DocumentationAttribute(Indicators)]
        public Vortex VTX(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"VTX({period})", resolution);
            var indicator = new Vortex(name, period);
            InitializeIndicator(indicator, resolution, selector, symbol);
            return indicator;
        }
 
        /// <summary>
        /// Creates a new Williams %R indicator. This will compute the percentage change of
        /// the current closing price in relation to the high and low of the past N periods.
        /// The indicator will be automatically updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose Williams %R we want</param>
        /// <param name="period">The period over which to compute the Williams %R</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The Williams %R indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public WilliamsPercentR WILR(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"WILR({period})", resolution);
            var williamsPercentR = new WilliamsPercentR(name, period);
            InitializeIndicator(williamsPercentR, resolution, selector, symbol);
 
            return williamsPercentR;
        }
 
        /// <summary>
        /// Creates a WilderMovingAverage indicator for the symbol.
        /// The indicator will be automatically updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose WMA we want</param>
        /// <param name="period">The period of the WMA</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The WilderMovingAverage for the given parameters</returns>
        /// <remarks>WWMA for Welles Wilder Moving Average</remarks>
        [DocumentationAttribute(Indicators)]
        public WilderMovingAverage WWMA(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"WWMA({period})", resolution);
            var wilderMovingAverage = new WilderMovingAverage(name, period);
            InitializeIndicator(wilderMovingAverage, resolution, selector, symbol);
 
            return wilderMovingAverage;
        }
 
        /// <summary>
        /// Creates a Wilder Swing Index (SI) indicator for the symbol.
        /// The indicator will be automatically updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose SI we want</param>
        /// <param name="limitMove">The maximum daily change in price for the SI</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The WilderSwingIndex for the given parameters</returns>
        /// <remarks>SI for Wilder Swing Index</remarks>
        [DocumentationAttribute(Indicators)]
        public WilderSwingIndex SI(Symbol symbol, decimal limitMove, Resolution? resolution = Resolution.Daily,
            Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, "SI", resolution);
            var si = new WilderSwingIndex(name, limitMove);
            InitializeIndicator(si, resolution, selector, symbol);
 
            return si;
        }
 
        /// <summary>
        /// Creates a Wilder Accumulative Swing Index (ASI) indicator for the symbol.
        /// The indicator will be automatically updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose ASI we want</param>
        /// <param name="limitMove">The maximum daily change in price for the ASI</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The WilderAccumulativeSwingIndex for the given parameters</returns>
        /// <remarks>ASI for Wilder Accumulative Swing Index</remarks>
        [DocumentationAttribute(Indicators)]
        public WilderAccumulativeSwingIndex ASI(Symbol symbol, decimal limitMove, Resolution? resolution = Resolution.Daily,
            Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, "ASI", resolution);
            var asi = new WilderAccumulativeSwingIndex(name, limitMove);
            InitializeIndicator(asi, resolution, selector, symbol);
 
            return asi;
        }
 
        /// <summary>
        /// Creates a new Arms Index indicator
        /// </summary>
        /// <param name="symbols">The symbols whose Arms Index we want</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The Arms Index indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public ArmsIndex TRIN(IEnumerable<Symbol> symbols, Resolution? resolution = null, Func<IBaseData, TradeBar> selector = null)
        {
            return TRIN(symbols.ToArray(), resolution, selector);
        }
 
        /// <summary>
        /// Creates a new Arms Index indicator
        /// </summary>
        /// <param name="symbols">The symbols whose Arms Index we want</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The Arms Index indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public ArmsIndex TRIN(Symbol[] symbols, Resolution? resolution = null, Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(QuantConnect.Symbol.None, "TRIN", resolution ?? GetSubscription(symbols.First()).Resolution);
            var trin = new ArmsIndex(name);
            foreach (var symbol in symbols)
            {
                trin.Add(symbol);
            }
            InitializeIndicator(trin, resolution, selector, symbols);
 
            return trin;
        }
 
        /// <summary>
        /// Creates a new Advance/Decline Ratio indicator
        /// </summary>
        /// <param name="symbols">The symbols whose A/D Ratio we want</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The Advance/Decline Ratio indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public AdvanceDeclineRatio ADR(IEnumerable<Symbol> symbols, Resolution? resolution = null, Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(QuantConnect.Symbol.None, "A/D Ratio", resolution ?? GetSubscription(symbols.First()).Resolution);
            var adr = new AdvanceDeclineRatio(name);
            foreach (var symbol in symbols)
            {
                adr.Add(symbol);
            }
            InitializeIndicator(adr, resolution, selector, symbols.ToArray());
 
            return adr;
        }
 
        /// <summary>
        /// Creates a new Advance/Decline Volume Ratio indicator
        /// </summary>
        /// <param name="symbols">The symbol whose A/D Volume Rate we want</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The Advance/Decline Volume Ratio indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public AdvanceDeclineVolumeRatio ADVR(IEnumerable<Symbol> symbols, Resolution? resolution = null, Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(QuantConnect.Symbol.None, "A/D Volume Rate", resolution ?? GetSubscription(symbols.First()).Resolution);
            var advr = new AdvanceDeclineVolumeRatio(name);
            foreach (var symbol in symbols)
            {
                advr.Add(symbol);
            }
            InitializeIndicator(advr, resolution, selector, symbols.ToArray());
 
            return advr;
        }
 
        /// <summary>
        /// Creates a new Advance/Decline Difference indicator
        /// </summary>
        /// <param name="symbols">The symbols whose A/D Difference we want</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The Advance/Decline Difference indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public AdvanceDeclineDifference ADDIFF(IEnumerable<Symbol> symbols, Resolution? resolution = null, Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(QuantConnect.Symbol.None, "A/D Difference", resolution ?? GetSubscription(symbols.First()).Resolution);
            var adDiff = new AdvanceDeclineDifference(name);
            foreach (var symbol in symbols)
            {
                adDiff.Add(symbol);
            }
            InitializeIndicator(adDiff, resolution, selector, symbols.ToArray());
 
            return adDiff;
        }
 
        /// <summary>
        /// Creates a new McGinley Dynamic indicator
        /// </summary>
        /// <param name="symbol">The symbol whose McGinley Dynamic indicator value we want</param>
        /// <param name="period">The period of the McGinley Dynamic indicator</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The McGinley Dynamic indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public McGinleyDynamic MGD(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"MGD({period})", resolution);
            var indicator = new McGinleyDynamic(name, period);
            InitializeIndicator(indicator, resolution, selector, symbol);
            return indicator;
        }
 
        /// <summary>
        /// Creates a new McClellan Oscillator indicator
        /// </summary>
        /// <param name="symbols">The symbols whose McClellan Oscillator we want</param>
        /// <param name="fastPeriod">Fast period EMA of advance decline difference</param>
        /// <param name="slowPeriod">Slow period EMA of advance decline difference</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The McClellan Oscillator indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public McClellanOscillator MOSC(IEnumerable<Symbol> symbols, int fastPeriod = 19, int slowPeriod = 39, Resolution? resolution = null, Func<IBaseData, TradeBar> selector = null)
        {
            return MOSC(symbols.ToArray(), fastPeriod, slowPeriod, resolution, selector);
        }
 
        /// <summary>
        /// Creates a new McClellan Oscillator indicator
        /// </summary>
        /// <param name="symbols">The symbols whose McClellan Oscillator we want</param>
        /// <param name="fastPeriod">Fast period EMA of advance decline difference</param>
        /// <param name="slowPeriod">Slow period EMA of advance decline difference</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The McClellan Oscillator indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public McClellanOscillator MOSC(Symbol[] symbols, int fastPeriod = 19, int slowPeriod = 39, Resolution? resolution = null, Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(QuantConnect.Symbol.None, $"MO({fastPeriod},{slowPeriod})", resolution ?? GetSubscription(symbols.First()).Resolution);
            var mosc = new McClellanOscillator(name, fastPeriod, slowPeriod);
            foreach (var symbol in symbols)
            {
                mosc.Add(symbol);
            }
            InitializeIndicator(mosc, resolution, selector, symbols);
 
            return mosc;
        }
 
        /// <summary>
        /// Creates a new McClellan Summation Index indicator
        /// </summary>
        /// <param name="symbols">The symbols whose McClellan Summation Index we want</param>
        /// <param name="fastPeriod">Fast period EMA of advance decline difference</param>
        /// <param name="slowPeriod">Slow period EMA of advance decline difference</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The McClellan Summation Index indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public McClellanSummationIndex MSI(IEnumerable<Symbol> symbols, int fastPeriod = 19, int slowPeriod = 39, Resolution? resolution = null, Func<IBaseData, TradeBar> selector = null)
        {
            return MSI(symbols.ToArray(), fastPeriod, slowPeriod, resolution, selector);
        }
 
        /// <summary>
        /// Creates a new McClellan Summation Index indicator
        /// </summary>
        /// <param name="symbols">The symbols whose McClellan Summation Index we want</param>
        /// <param name="fastPeriod">Fast period EMA of advance decline difference</param>
        /// <param name="slowPeriod">Slow period EMA of advance decline difference</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>The McClellan Summation Index indicator for the requested symbol over the specified period</returns>
        [DocumentationAttribute(Indicators)]
        public McClellanSummationIndex MSI(Symbol[] symbols, int fastPeriod = 19, int slowPeriod = 39, Resolution? resolution = null, Func<IBaseData, TradeBar> selector = null)
        {
            var name = CreateIndicatorName(QuantConnect.Symbol.None, $"MSI({fastPeriod},{slowPeriod})", resolution ?? GetSubscription(symbols.First()).Resolution);
            var msi = new McClellanSummationIndex(name, fastPeriod, slowPeriod);
            foreach (var symbol in symbols)
            {
                msi.Add(symbol);
            }
            InitializeIndicator(msi, resolution, selector, symbols);
 
            return msi;
        }
 
 
        /// <summary>
        /// Creates a new RogersSatchellVolatility indicator for the symbol. The indicator will be automatically
        /// updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose RogersSatchellVolatility we want</param>
        /// <param name="period">The period of the rolling window used to compute volatility</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to casting the input value to a TradeBar</param>
        /// <returns>A new RogersSatchellVolatility indicator with the specified smoothing type and period</returns>
        [DocumentationAttribute(Indicators)]
        public RogersSatchellVolatility RSV(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, IBaseDataBar> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"RSV({period})", resolution);
            var indicator = new RogersSatchellVolatility(name, period);
            InitializeIndicator(indicator, resolution, selector, symbol);
 
            return indicator;
        }
 
        /// <summary>
        /// Creates a ZeroLagExponentialMovingAverage indicator for the symbol. The indicator will be automatically
        /// updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose ZLEMA we want</param>
        /// <param name="period">The period of the ZLEMA</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The ZeroLagExponentialMovingAverage for the given parameters</returns>
        [DocumentationAttribute(Indicators)]
        public ZeroLagExponentialMovingAverage ZLEMA(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"ZLEMA({period})", resolution);
            var zeroLagExponentialMovingAverage = new ZeroLagExponentialMovingAverage(name, period);
            InitializeIndicator(zeroLagExponentialMovingAverage, resolution, selector, symbol);
 
            return zeroLagExponentialMovingAverage;
        }
 
        /// <summary>
        /// Creates a new name for an indicator created with the convenience functions (SMA, EMA, ect...)
        /// </summary>
        /// <param name="symbol">The symbol this indicator is registered to</param>
        /// <param name="type">The indicator type, for example, 'SMA(5)'</param>
        /// <param name="resolution">The resolution requested</param>
        /// <returns>A unique for the given parameters</returns>
        [DocumentationAttribute(Indicators)]
        public string CreateIndicatorName(Symbol symbol, FormattableString type, Resolution? resolution)
        {
            return CreateIndicatorName(symbol, Invariant(type), resolution);
        }
 
        /// <summary>
        /// Creates a new name for an indicator created with the convenience functions (SMA, EMA, ect...)
        /// </summary>
        /// <param name="symbol">The symbol this indicator is registered to</param>
        /// <param name="type">The indicator type, for example, 'SMA(5)'</param>
        /// <param name="resolution">The resolution requested</param>
        /// <returns>A unique for the given parameters</returns>
        [DocumentationAttribute(Indicators)]
        public string CreateIndicatorName(Symbol symbol, string type, Resolution? resolution)
        {
            var symbolIsNotEmpty = symbol != QuantConnect.Symbol.None && symbol != QuantConnect.Symbol.Empty;
 
            if (!resolution.HasValue && symbolIsNotEmpty)
            {
                resolution = GetSubscription(symbol).Resolution;
            }
 
            var res = string.Empty;
            switch (resolution)
            {
                case Resolution.Tick:
                    res = "tick";
                    break;
 
                case Resolution.Second:
                    res = "sec";
                    break;
 
                case Resolution.Minute:
                    res = "min";
                    break;
 
                case Resolution.Hour:
                    res = "hr";
                    break;
 
                case Resolution.Daily:
                    res = "day";
                    break;
 
                case null:
                    break;
 
                default:
                    throw new ArgumentOutOfRangeException(nameof(resolution), resolution, "resolution parameter is out of range.");
            }
 
            var parts = new List<string>();
 
            if (symbolIsNotEmpty)
            {
                parts.Add(symbol.ToString());
            }
            parts.Add(res);
 
            return Invariant($"{type}({string.Join("_", parts)})").Replace(")(", ",");
        }
 
        /// <summary>
        /// Gets the SubscriptionDataConfig for the specified symbol and tick type
        /// </summary>
        /// <exception cref="InvalidOperationException">Thrown if no configuration is found for the requested symbol</exception>
        /// <param name="symbol">The symbol to retrieve configuration for</param>
        /// <param name="tickType">The tick type of the subscription to get. If null, will use the first ordered by TickType</param>
        /// <returns>The SubscriptionDataConfig for the specified symbol</returns>
        private SubscriptionDataConfig GetSubscription(Symbol symbol, TickType? tickType = null)
        {
            SubscriptionDataConfig subscription;
            try
            {
                // deterministic ordering is required here
                var subscriptions = SubscriptionManager.SubscriptionDataConfigService
                    .GetSubscriptionDataConfigs(symbol)
                    // make sure common lean data types are at the bottom
                    .OrderByDescending(x => LeanData.IsCommonLeanDataType(x.Type))
                    .ThenBy(x => x.TickType)
                    .ToList();
 
                // find our subscription
                subscription = subscriptions.FirstOrDefault(x => tickType == null || tickType == x.TickType);
                if (subscription == null)
                {
                    // if we can't locate the exact subscription by tick type just grab the first one we find
                    subscription = subscriptions.First();
                }
            }
            catch (InvalidOperationException)
            {
                // this will happen if we did not find the subscription, let's give the user a decent error message
                throw new Exception($"Please register to receive data for symbol \'{symbol}\' using the AddSecurity() function.");
            }
            return subscription;
        }
 
        /// <summary>
        /// Creates and registers a new consolidator to receive automatic updates at the specified resolution as well as configures
        /// the indicator to receive updates from the consolidator.
        /// </summary>
        /// <param name="symbol">The symbol to register against</param>
        /// <param name="indicator">The indicator to receive data from the consolidator</param>
        /// <param name="resolution">The resolution at which to send data to the indicator, null to use the same resolution as the subscription</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        [DocumentationAttribute(ConsolidatingData)]
        [DocumentationAttribute(Indicators)]
        public void RegisterIndicator(Symbol symbol, IndicatorBase<IndicatorDataPoint> indicator, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            RegisterIndicator(symbol, indicator, ResolveConsolidator(symbol, resolution), selector ?? (x => x.Value));
        }
 
        /// <summary>
        /// Creates and registers a new consolidator to receive automatic updates at the specified resolution as well as configures
        /// the indicator to receive updates from the consolidator.
        /// </summary>
        /// <param name="symbol">The symbol to register against</param>
        /// <param name="indicator">The indicator to receive data from the consolidator</param>
        /// <param name="resolution">The resolution at which to send data to the indicator, null to use the same resolution as the subscription</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        [DocumentationAttribute(ConsolidatingData)]
        [DocumentationAttribute(Indicators)]
        public void RegisterIndicator(Symbol symbol, IndicatorBase<IndicatorDataPoint> indicator, TimeSpan? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            RegisterIndicator(symbol, indicator, ResolveConsolidator(symbol, resolution), selector ?? (x => x.Value));
        }
 
        /// <summary>
        /// Registers the consolidator to receive automatic updates as well as configures the indicator to receive updates
        /// from the consolidator.
        /// </summary>
        /// <param name="symbol">The symbol to register against</param>
        /// <param name="indicator">The indicator to receive data from the consolidator</param>
        /// <param name="consolidator">The consolidator to receive raw subscription data</param>
        /// <param name="selector">Selects a value from the BaseData send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        [DocumentationAttribute(ConsolidatingData)]
        [DocumentationAttribute(Indicators)]
        public void RegisterIndicator(Symbol symbol, IndicatorBase<IndicatorDataPoint> indicator, IDataConsolidator consolidator, Func<IBaseData, decimal> selector = null)
        {
            // default our selector to the Value property on BaseData
            selector = selector ?? (x => x.Value);
 
            RegisterConsolidator(symbol, consolidator, null, indicator);
 
            // attach to the DataConsolidated event so it updates our indicator
            consolidator.DataConsolidated += (sender, consolidated) =>
            {
                var value = selector(consolidated);
                indicator.Update(new IndicatorDataPoint(consolidated.Symbol, consolidated.EndTime, value));
            };
        }
 
        /// <summary>
        /// Registers the consolidator to receive automatic updates as well as configures the indicator to receive updates
        /// from the consolidator.
        /// </summary>
        /// <param name="symbol">The symbol to register against</param>
        /// <param name="indicator">The indicator to receive data from the consolidator</param>
        /// <param name="resolution">The resolution at which to send data to the indicator, null to use the same resolution as the subscription</param>
        [DocumentationAttribute(ConsolidatingData)]
        [DocumentationAttribute(Indicators)]
        public void RegisterIndicator<T>(Symbol symbol, IndicatorBase<T> indicator, Resolution? resolution = null)
            where T : IBaseData
        {
            RegisterIndicator(symbol, indicator, ResolveConsolidator(symbol, resolution, typeof(T)));
        }
 
        /// <summary>
        /// Registers the consolidator to receive automatic updates as well as configures the indicator to receive updates
        /// from the consolidator.
        /// </summary>
        /// <param name="symbol">The symbol to register against</param>
        /// <param name="indicator">The indicator to receive data from the consolidator</param>
        /// <param name="resolution">The resolution at which to send data to the indicator, null to use the same resolution as the subscription</param>
        /// <param name="selector">Selects a value from the BaseData send into the indicator, if null defaults to a cast (x => (T)x)</param>
        [DocumentationAttribute(ConsolidatingData)]
        [DocumentationAttribute(Indicators)]
        public void RegisterIndicator<T>(Symbol symbol, IndicatorBase<T> indicator, Resolution? resolution, Func<IBaseData, T> selector)
            where T : IBaseData
        {
            RegisterIndicator(symbol, indicator, ResolveConsolidator(symbol, resolution, typeof(T)), selector);
        }
 
        /// <summary>
        /// Registers the consolidator to receive automatic updates as well as configures the indicator to receive updates
        /// from the consolidator.
        /// </summary>
        /// <param name="symbol">The symbol to register against</param>
        /// <param name="indicator">The indicator to receive data from the consolidator</param>
        /// <param name="resolution">The resolution at which to send data to the indicator, null to use the same resolution as the subscription</param>
        /// <param name="selector">Selects a value from the BaseData send into the indicator, if null defaults to a cast (x => (T)x)</param>
        [DocumentationAttribute(ConsolidatingData)]
        [DocumentationAttribute(Indicators)]
        public void RegisterIndicator<T>(Symbol symbol, IndicatorBase<T> indicator, TimeSpan? resolution, Func<IBaseData, T> selector = null)
            where T : IBaseData
        {
            RegisterIndicator(symbol, indicator, ResolveConsolidator(symbol, resolution, typeof(T)), selector);
        }
 
        /// <summary>
        /// Registers the consolidator to receive automatic updates as well as configures the indicator to receive updates
        /// from the consolidator.
        /// </summary>
        /// <param name="symbol">The symbol to register against</param>
        /// <param name="indicator">The indicator to receive data from the consolidator</param>
        /// <param name="consolidator">The consolidator to receive raw subscription data</param>
        /// <param name="selector">Selects a value from the BaseData send into the indicator, if null defaults to a cast (x => (T)x)</param>
        [DocumentationAttribute(ConsolidatingData)]
        [DocumentationAttribute(Indicators)]
        public void RegisterIndicator<T>(Symbol symbol, IndicatorBase<T> indicator, IDataConsolidator consolidator, Func<IBaseData, T> selector = null)
            where T : IBaseData
        {
            // assign default using cast
            var selectorToUse = selector ?? (x => (T)x);
 
            RegisterConsolidator(symbol, consolidator, null, indicator);
 
            // check the output type of the consolidator and verify we can assign it to T
            var type = typeof(T);
            if (!type.IsAssignableFrom(consolidator.OutputType))
            {
                if (type == typeof(IndicatorDataPoint) && selector == null)
                {
                    // if no selector was provided and the indicator input is of 'IndicatorDataPoint', common case, a selector with a direct cast will fail
                    // so we use a smarter selector as in other API methods
                    selectorToUse = consolidated => (T)(object)new IndicatorDataPoint(consolidated.Symbol, consolidated.EndTime, consolidated.Value);
                }
                else
                {
                    throw new ArgumentException($"Type mismatch found between consolidator and indicator for symbol: {symbol}." +
                                                $"Consolidator outputs type {consolidator.OutputType.Name} but indicator expects input type {type.Name}"
                    );
                }
            }
 
            // attach to the DataConsolidated event so it updates our indicator
            consolidator.DataConsolidated += (sender, consolidated) =>
            {
                var value = selectorToUse(consolidated);
                indicator.Update(value);
            };
        }
 
        /// <summary>
        /// Will unregister an indicator and it's associated consolidator instance so they stop receiving data updates
        /// </summary>
        /// <param name="indicator">The indicator instance to unregister</param>
        [DocumentationAttribute(ConsolidatingData)]
        [DocumentationAttribute(Indicators)]
        public void UnregisterIndicator(IndicatorBase indicator)
        {
            DeregisterIndicator(indicator);
        }
 
        /// <summary>
        /// Will deregister an indicator and it's associated consolidator instance so they stop receiving data updates
        /// </summary>
        /// <param name="indicator">The indicator instance to deregister</param>
        [DocumentationAttribute(ConsolidatingData)]
        [DocumentationAttribute(Indicators)]
        public void DeregisterIndicator(IndicatorBase indicator)
        {
            foreach (var consolidator in indicator.Consolidators)
            {
                SubscriptionManager.RemoveConsolidator(null, consolidator);
            }
 
            indicator.Consolidators.Clear();
        }
 
        /// <summary>
        /// Warms up a given indicator with historical data
        /// </summary>
        /// <param name="symbol">The symbol whose indicator we want</param>
        /// <param name="indicator">The indicator we want to warm up</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        [DocumentationAttribute(HistoricalData)]
        [DocumentationAttribute(Indicators)]
        public void WarmUpIndicator(Symbol symbol, IndicatorBase<IndicatorDataPoint> indicator, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            WarmUpIndicator(new[] { symbol }, indicator, resolution, selector);
        }
 
        /// <summary>
        /// Warms up a given indicator with historical data
        /// </summary>
        /// <param name="symbols">The symbols whose indicator we want</param>
        /// <param name="indicator">The indicator we want to warm up</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        [DocumentationAttribute(HistoricalData)]
        [DocumentationAttribute(Indicators)]
        public void WarmUpIndicator(IEnumerable<Symbol> symbols, IndicatorBase<IndicatorDataPoint> indicator, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            if (AssertIndicatorHasWarmupPeriod(indicator))
            {
                IndicatorHistory(indicator, symbols, 0, resolution, selector);
            }
        }
 
        /// <summary>
        /// Warms up a given indicator with historical data
        /// </summary>
        /// <param name="symbol">The symbol whose indicator we want</param>
        /// <param name="indicator">The indicator we want to warm up</param>
        /// <param name="period">The necessary period to warm up the indicator</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        [DocumentationAttribute(HistoricalData)]
        [DocumentationAttribute(Indicators)]
        public void WarmUpIndicator(Symbol symbol, IndicatorBase<IndicatorDataPoint> indicator, TimeSpan period, Func<IBaseData, decimal> selector = null)
        {
            var history = GetIndicatorWarmUpHistory(new[] { symbol }, indicator, period, out var identityConsolidator);
            if (history == Enumerable.Empty<Slice>()) return;
 
            // assign default using cast
            selector ??= (x => x.Value);
 
            Action<IBaseData> onDataConsolidated = bar =>
            {
                var input = new IndicatorDataPoint(bar.Symbol, bar.EndTime, selector(bar));
                indicator.Update(input);
            };
 
            WarmUpIndicatorImpl(symbol, period, onDataConsolidated, history, identityConsolidator);
        }
 
        /// <summary>
        /// Warms up a given indicator with historical data
        /// </summary>
        /// <param name="symbol">The symbol whose indicator we want</param>
        /// <param name="indicator">The indicator we want to warm up</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        [DocumentationAttribute(HistoricalData)]
        [DocumentationAttribute(Indicators)]
        public void WarmUpIndicator<T>(Symbol symbol, IndicatorBase<T> indicator, Resolution? resolution = null, Func<IBaseData, T> selector = null)
            where T : class, IBaseData
        {
            WarmUpIndicator(new[] { symbol }, indicator, resolution, selector);
        }
 
        /// <summary>
        /// Warms up a given indicator with historical data
        /// </summary>
        /// <param name="symbols">The symbols whose indicator we want</param>
        /// <param name="indicator">The indicator we want to warm up</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        [DocumentationAttribute(HistoricalData)]
        [DocumentationAttribute(Indicators)]
        public void WarmUpIndicator<T>(IEnumerable<Symbol> symbols, IndicatorBase<T> indicator, Resolution? resolution = null, Func<IBaseData, T> selector = null)
            where T : class, IBaseData
        {
            if (AssertIndicatorHasWarmupPeriod(indicator))
            {
                IndicatorHistory(indicator, symbols, 0, resolution, selector);
            }
        }
 
        /// <summary>
        /// Warms up a given indicator with historical data
        /// </summary>
        /// <param name="symbol">The symbol whose indicator we want</param>
        /// <param name="indicator">The indicator we want to warm up</param>
        /// <param name="period">The necessary period to warm up the indicator</param>
        /// <param name="selector">Selects a value from the BaseData send into the indicator, if null defaults to a cast (x => (T)x)</param>
        [DocumentationAttribute(HistoricalData)]
        [DocumentationAttribute(Indicators)]
        public void WarmUpIndicator<T>(Symbol symbol, IndicatorBase<T> indicator, TimeSpan period, Func<IBaseData, T> selector = null)
            where T : class, IBaseData
        {
            var history = GetIndicatorWarmUpHistory(new[] { symbol }, indicator, period, out var identityConsolidator);
            if (history == Enumerable.Empty<Slice>()) return;
 
            // assign default using cast
            selector ??= (x => (T)x);
 
            // we expect T type as input
            Action<T> onDataConsolidated = bar =>
            {
                indicator.Update(selector(bar));
            };
 
            WarmUpIndicatorImpl(symbol, period, onDataConsolidated, history, identityConsolidator);
        }
 
        private IEnumerable<Slice> GetIndicatorWarmUpHistory(IEnumerable<Symbol> symbols, IIndicator indicator, TimeSpan timeSpan, out bool identityConsolidator)
        {
            identityConsolidator = false;
            if (!AssertIndicatorHasWarmupPeriod(indicator))
            {
                return Enumerable.Empty<Slice>();
            }
 
            var periods = ((IIndicatorWarmUpPeriodProvider)indicator).WarmUpPeriod;
            if (periods != 0)
            {
                var resolution = timeSpan.ToHigherResolutionEquivalent(false);
                // if they are the same, means we can use an identity consolidator
                identityConsolidator = resolution.ToTimeSpan() == timeSpan;
                var resolutionTicks = resolution.ToTimeSpan().Ticks;
                if (resolutionTicks != 0)
                {
                    periods *= (int)(timeSpan.Ticks / resolutionTicks);
                }
 
                try
                {
                    return History(symbols, periods, resolution, dataNormalizationMode: GetIndicatorHistoryDataNormalizationMode(indicator));
                }
                catch (ArgumentException e)
                {
                    Debug($"{indicator.Name} could not be warmed up. Reason: {e.Message}");
                }
            }
            return Enumerable.Empty<Slice>();
        }
 
        private bool AssertIndicatorHasWarmupPeriod(IIndicator indicator)
        {
            if (indicator is not IIndicatorWarmUpPeriodProvider)
            {
                if (!_isEmitWarmupInsightWarningSent)
                {
                    Debug($"Warning: the 'WarmUpIndicator' feature only works with indicators which inherit from '{nameof(IIndicatorWarmUpPeriodProvider)}'" +
                          $" and define a warm up period, setting property 'WarmUpPeriod' with a value > 0." +
                          $" The provided indicator of type '{indicator.GetType().Name}' will not be warmed up.");
                    _isEmitWarmupInsightWarningSent = true;
                }
                return false;
            }
            return true;
        }
 
        private void WarmUpIndicatorImpl<T>(Symbol symbol, TimeSpan period, Action<T> handler, IEnumerable<Slice> history, bool identityConsolidator)
            where T : class, IBaseData
        {
            IDataConsolidator consolidator;
            if (SubscriptionManager.SubscriptionDataConfigService.GetSubscriptionDataConfigs(symbol).Count > 0)
            {
                consolidator = Consolidate(symbol, period, handler);
            }
            else
            {
                if (identityConsolidator)
                {
                    period = TimeSpan.Zero;
                }
 
                var providedType = typeof(T);
                if (providedType.IsAbstract)
                {
                    var dataType = SubscriptionManager.LookupSubscriptionConfigDataTypes(
                        symbol.SecurityType,
                        Resolution.Daily,
                        // order by tick type so that behavior is consistent with 'GetSubscription()'
                        symbol.IsCanonical())
                        // make sure common lean data types are at the bottom
                        .OrderByDescending(tuple => LeanData.IsCommonLeanDataType(tuple.Item1))
                        .ThenBy(tuple => tuple.Item2).First();
 
                    consolidator = CreateConsolidator(period, dataType.Item1, dataType.Item2);
                }
                else
                {
                    // if the 'providedType' is not abstract we use it instead to determine which consolidator to use
                    var tickType = LeanData.GetCommonTickTypeForCommonDataTypes(providedType, symbol.SecurityType);
                    consolidator = CreateConsolidator(period, providedType, tickType);
                }
                consolidator.DataConsolidated += (s, bar) => handler((T)bar);
            }
 
            var consolidatorInputType = consolidator.InputType;
            IBaseData lastBar = null;
            foreach (var slice in history)
            {
                if (slice.TryGet(consolidatorInputType, symbol, out var data))
                {
                    lastBar = data;
                    consolidator.Update(lastBar);
                }
            }
 
            // Scan for time after we've pumped all the data through for this consolidator
            if (lastBar != null)
            {
                DateTime currentTime;
                if (Securities.TryGetValue(symbol, out var security))
                {
                    currentTime = security.LocalTime;
                }
                else
                {
                    var exchangeHours = MarketHoursDatabase.GetExchangeHours(symbol.ID.Market, symbol, symbol.SecurityType);
                    currentTime = UtcTime.ConvertFromUtc(exchangeHours.TimeZone);
                }
 
                consolidator.Scan(currentTime);
            }
 
            SubscriptionManager.RemoveConsolidator(symbol, consolidator);
        }
 
        /// <summary>
        /// Gets the default consolidator for the specified symbol and resolution
        /// </summary>
        /// <param name="symbol">The symbol whose data is to be consolidated</param>
        /// <param name="resolution">The resolution for the consolidator, if null, uses the resolution from subscription</param>
        /// <param name="dataType">The data type for this consolidator, if null, uses TradeBar over QuoteBar if present</param>
        /// <returns>The new default consolidator</returns>
        [DocumentationAttribute(ConsolidatingData)]
        [DocumentationAttribute(Indicators)]
        public IDataConsolidator ResolveConsolidator(Symbol symbol, Resolution? resolution, Type dataType = null)
        {
            var tickType = dataType != null ? LeanData.GetCommonTickTypeForCommonDataTypes(dataType, symbol.SecurityType) : (TickType?)null;
            return CreateConsolidator(symbol, null, tickType, null, resolution, null);
        }
 
        /// <summary>
        /// Gets the default consolidator for the specified symbol and resolution
        /// </summary>
        /// <param name="symbol">The symbol whose data is to be consolidated</param>
        /// <param name="timeSpan">The requested time span for the consolidator, if null, uses the resolution from subscription</param>
        /// <param name="dataType">The data type for this consolidator, if null, uses TradeBar over QuoteBar if present</param>
        /// <returns>The new default consolidator</returns>
        [DocumentationAttribute(ConsolidatingData)]
        [DocumentationAttribute(Indicators)]
        public IDataConsolidator ResolveConsolidator(Symbol symbol, TimeSpan? timeSpan, Type dataType = null)
        {
            var tickType = dataType != null ? LeanData.GetCommonTickTypeForCommonDataTypes(dataType, symbol.SecurityType) : (TickType?)null;
            return CreateConsolidator(symbol, null, tickType, timeSpan, null, null);
        }
 
        /// <summary>
        /// Creates a new consolidator for the specified period, generating the requested output type.
        /// </summary>
        /// <param name="period">The consolidation period</param>
        /// <param name="consolidatorInputType">The desired input type of the consolidator, such as TradeBar or QuoteBar</param>
        /// <param name="tickType">Trade or Quote. Optional, defaults to trade</param>
        /// <returns>A new consolidator matching the requested parameters</returns>
        [DocumentationAttribute(ConsolidatingData)]
        public static IDataConsolidator CreateConsolidator(TimeSpan period, Type consolidatorInputType, TickType? tickType = null)
        {
            if (period.Ticks == 0)
            {
                return CreateIdentityConsolidator(consolidatorInputType);
            }
 
            // if our type can be used as a trade bar, then let's just make one of those
            // we use IsAssignableFrom instead of IsSubclassOf so that we can account for types that are able to be cast to TradeBar
            if (typeof(TradeBar).IsAssignableFrom(consolidatorInputType))
            {
                return new TradeBarConsolidator(period);
            }
 
            // if our type can be used as a quote bar, then let's just make one of those
            // we use IsAssignableFrom instead of IsSubclassOf so that we can account for types that are able to be cast to QuoteBar
            if (typeof(QuoteBar).IsAssignableFrom(consolidatorInputType))
            {
                return new QuoteBarConsolidator(period);
            }
 
            // if our type can be used as a tick then we'll use a consolidator that keeps the TickType
            // we use IsAssignableFrom instead of IsSubclassOf so that we can account for types that are able to be cast to Tick
            if (typeof(Tick).IsAssignableFrom(consolidatorInputType))
            {
                switch (tickType)
                {
                    case TickType.OpenInterest:
                        return new OpenInterestConsolidator(period);
 
                    case TickType.Quote:
                        return new TickQuoteBarConsolidator(period);
 
                    default:
                        return new TickConsolidator(period);
                }
            }
 
            // if our type can be used as a DynamicData then we'll use the DynamicDataConsolidator
            if (typeof(DynamicData).IsAssignableFrom(consolidatorInputType))
            {
                return new DynamicDataConsolidator(period);
            }
 
            // no matter what we can always consolidate based on the time-value pair of BaseData
            return new BaseDataConsolidator(period);
        }
 
        /// <summary>
        /// Registers the <paramref name="handler"/> to receive consolidated data for the specified symbol
        /// </summary>
        /// <param name="symbol">The symbol who's data is to be consolidated</param>
        /// <param name="period">The consolidation period</param>
        /// <param name="handler">Data handler receives new consolidated data when generated</param>
        /// <returns>A new consolidator matching the requested parameters with the handler already registered</returns>
        [DocumentationAttribute(ConsolidatingData)]
        public IDataConsolidator Consolidate(Symbol symbol, Resolution period, Action<TradeBar> handler)
        {
            return Consolidate(symbol, period, TickType.Trade, handler);
        }
 
        /// <summary>
        /// Registers the <paramref name="handler"/> to receive consolidated data for the specified symbol
        /// </summary>
        /// <param name="symbol">The symbol who's data is to be consolidated</param>
        /// <param name="period">The consolidation period</param>
        /// <param name="handler">Data handler receives new consolidated data when generated</param>
        /// <returns>A new consolidator matching the requested parameters with the handler already registered</returns>
        [DocumentationAttribute(ConsolidatingData)]
        public IDataConsolidator Consolidate(Symbol symbol, TimeSpan period, Action<TradeBar> handler)
        {
            return Consolidate(symbol, period, TickType.Trade, handler);
        }
 
        /// <summary>
        /// Registers the <paramref name="handler"/> to receive consolidated data for the specified symbol
        /// </summary>
        /// <param name="symbol">The symbol who's data is to be consolidated</param>
        /// <param name="period">The consolidation period</param>
        /// <param name="handler">Data handler receives new consolidated data when generated</param>
        /// <returns>A new consolidator matching the requested parameters with the handler already registered</returns>
        [DocumentationAttribute(ConsolidatingData)]
        public IDataConsolidator Consolidate(Symbol symbol, Resolution period, Action<QuoteBar> handler)
        {
            return Consolidate(symbol, period.ToTimeSpan(), TickType.Quote, handler);
        }
 
        /// <summary>
        /// Registers the <paramref name="handler"/> to receive consolidated data for the specified symbol
        /// </summary>
        /// <param name="symbol">The symbol who's data is to be consolidated</param>
        /// <param name="period">The consolidation period</param>
        /// <param name="handler">Data handler receives new consolidated data when generated</param>
        /// <returns>A new consolidator matching the requested parameters with the handler already registered</returns>
        [DocumentationAttribute(ConsolidatingData)]
        public IDataConsolidator Consolidate(Symbol symbol, TimeSpan period, Action<QuoteBar> handler)
        {
            return Consolidate(symbol, period, TickType.Quote, handler);
        }
 
        /// <summary>
        /// Registers the <paramref name="handler"/> to receive consolidated data for the specified symbol and tick type.
        /// The handler and tick type must match.
        /// </summary>
        /// <param name="symbol">The symbol who's data is to be consolidated</param>
        /// <param name="period">The consolidation period</param>
        /// <param name="handler">Data handler receives new consolidated data when generated</param>
        /// <returns>A new consolidator matching the requested parameters with the handler already registered</returns>
        [DocumentationAttribute(ConsolidatingData)]
        public IDataConsolidator Consolidate<T>(Symbol symbol, TimeSpan period, Action<T> handler)
            where T : class, IBaseData
        {
            // only infer TickType from T if it's not abstract (for example IBaseData, BaseData), else if will end up being TradeBar let's not take that
            // decision here (default type), it will be taken later by 'GetSubscription' so we keep it centralized
            // This could happen when a user passes in a generic 'Action<BaseData>' handler
            var tickType = typeof(T).IsAbstract ? (TickType?)null : LeanData.GetCommonTickTypeForCommonDataTypes(typeof(T), symbol.SecurityType);
            return Consolidate(symbol, period, tickType, handler);
        }
 
        /// <summary>
        /// Registers the <paramref name="handler"/> to receive consolidated data for the specified symbol and tick type.
        /// The handler and tick type must match.
        /// </summary>
        /// <param name="symbol">The symbol who's data is to be consolidated</param>
        /// <param name="period">The consolidation period</param>
        /// <param name="tickType">The tick type of subscription used as data source for consolidator. Specify null to use first subscription found.</param>
        /// <param name="handler">Data handler receives new consolidated data when generated</param>
        /// <returns>A new consolidator matching the requested parameters with the handler already registered</returns>
        [DocumentationAttribute(ConsolidatingData)]
        public IDataConsolidator Consolidate<T>(Symbol symbol, Resolution period, TickType? tickType, Action<T> handler)
            where T : class, IBaseData
        {
            return Consolidate(symbol, null, tickType, handler, null, period);
        }
 
        /// <summary>
        /// Registers the <paramref name="handler"/> to receive consolidated data for the specified symbol and tick type.
        /// The handler and tick type must match.
        /// </summary>
        /// <param name="symbol">The symbol who's data is to be consolidated</param>
        /// <param name="period">The consolidation period</param>
        /// <param name="tickType">The tick type of subscription used as data source for consolidator. Specify null to use first subscription found.</param>
        /// <param name="handler">Data handler receives new consolidated data when generated</param>
        /// <returns>A new consolidator matching the requested parameters with the handler already registered</returns>
        [DocumentationAttribute(ConsolidatingData)]
        public IDataConsolidator Consolidate<T>(Symbol symbol, TimeSpan period, TickType? tickType, Action<T> handler)
            where T : class, IBaseData
        {
            return Consolidate(symbol, null, tickType, handler, period, null);
        }
 
        /// <summary>
        /// Registers the <paramref name="handler"/> to receive consolidated data for the specified symbol
        /// </summary>
        /// <param name="symbol">The symbol who's data is to be consolidated</param>
        /// <param name="calendar">The consolidation calendar</param>
        /// <param name="handler">Data handler receives new consolidated data when generated</param>
        /// <returns>A new consolidator matching the requested parameters with the handler already registered</returns>
        [DocumentationAttribute(ConsolidatingData)]
        public IDataConsolidator Consolidate(Symbol symbol, Func<DateTime, CalendarInfo> calendar, Action<QuoteBar> handler)
        {
            return Consolidate(symbol, calendar, TickType.Quote, handler);
        }
 
        /// <summary>
        /// Registers the <paramref name="handler"/> to receive consolidated data for the specified symbol
        /// </summary>
        /// <param name="symbol">The symbol who's data is to be consolidated</param>
        /// <param name="calendar">The consolidation calendar</param>
        /// <param name="handler">Data handler receives new consolidated data when generated</param>
        /// <returns>A new consolidator matching the requested parameters with the handler already registered</returns>
        [DocumentationAttribute(ConsolidatingData)]
        public IDataConsolidator Consolidate(Symbol symbol, Func<DateTime, CalendarInfo> calendar, Action<TradeBar> handler)
        {
            return Consolidate(symbol, calendar, TickType.Trade, handler);
        }
 
        /// <summary>
        /// Registers the <paramref name="handler"/> to receive consolidated data for the specified symbol and tick type.
        /// The handler and tick type must match.
        /// </summary>
        /// <param name="symbol">The symbol who's data is to be consolidated</param>
        /// <param name="calendar">The consolidation calendar</param>
        /// <param name="handler">Data handler receives new consolidated data when generated</param>
        /// <returns>A new consolidator matching the requested parameters with the handler already registered</returns>
        [DocumentationAttribute(ConsolidatingData)]
        public IDataConsolidator Consolidate<T>(Symbol symbol, Func<DateTime, CalendarInfo> calendar, Action<T> handler)
            where T : class, IBaseData
        {
            // only infer TickType from T if it's not abstract (for example IBaseData, BaseData), else if will end up being TradeBar let's not take that
            // decision here (default type), it will be taken later by 'GetSubscription' so we keep it centralized
            // This could happen when a user passes in a generic 'Action<BaseData>' handler
            var tickType = typeof(T).IsAbstract ? (TickType?)null : LeanData.GetCommonTickTypeForCommonDataTypes(typeof(T), symbol.SecurityType);
            return Consolidate(symbol, calendar, tickType, handler);
        }
 
        /// <summary>
        /// Registers the <paramref name="handler"/> to receive consolidated data for the specified symbol and tick type.
        /// The handler and tick type must match.
        /// </summary>
        /// <param name="symbol">The symbol who's data is to be consolidated</param>
        /// <param name="calendar">The consolidation calendar</param>
        /// <param name="tickType">The tick type of subscription used as data source for consolidator. Specify null to use first subscription found.</param>
        /// <param name="handler">Data handler receives new consolidated data when generated</param>
        /// <returns>A new consolidator matching the requested parameters with the handler already registered</returns>
        [DocumentationAttribute(ConsolidatingData)]
        public IDataConsolidator Consolidate<T>(Symbol symbol, Func<DateTime, CalendarInfo> calendar, TickType? tickType, Action<T> handler)
            where T : class, IBaseData
        {
            return Consolidate(symbol, calendar, tickType, handler, null, null);
        }
 
        /// <summary>
        /// Gets the historical data of an indicator for the specified symbol. The exact number of bars will be returned.
        /// The symbol must exist in the Securities collection.
        /// </summary>
        /// <param name="indicator">The target indicator</param>
        /// <param name="symbol">The symbol to retrieve historical data for</param>
        /// <param name="period">The number of bars to request</param>
        /// <param name="resolution">The resolution to request</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>pandas.DataFrame of historical data of an indicator</returns>
        public IndicatorHistory IndicatorHistory(IndicatorBase<IndicatorDataPoint> indicator, Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            return IndicatorHistory(indicator, new[] { symbol }, period, resolution, selector);
        }
 
        /// <summary>
        /// Gets the historical data of an indicator for the specified symbols. The exact number of bars will be returned.
        /// The symbol must exist in the Securities collection.
        /// </summary>
        /// <param name="indicator">The target indicator</param>
        /// <param name="symbols">The symbols to retrieve historical data for</param>
        /// <param name="period">The number of bars to request</param>
        /// <param name="resolution">The resolution to request</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>pandas.DataFrame of historical data of an indicator</returns>
        public IndicatorHistory IndicatorHistory(IndicatorBase<IndicatorDataPoint> indicator, IEnumerable<Symbol> symbols, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var warmupPeriod = (indicator as IIndicatorWarmUpPeriodProvider)?.WarmUpPeriod ?? 0;
            if (warmupPeriod > 0 && period > 0)
            {
                warmupPeriod -= 1;
            }
            var history = History(symbols, period + warmupPeriod, resolution, dataNormalizationMode: GetIndicatorHistoryDataNormalizationMode(indicator));
            return IndicatorHistory(indicator, history, selector);
        }
 
        /// <summary>
        /// Gets the historical data of a bar indicator for the specified symbol. The exact number of bars will be returned.
        /// The symbol must exist in the Securities collection.
        /// </summary>
        /// <param name="indicator">The target indicator</param>
        /// <param name="symbol">The symbol to retrieve historical data for</param>
        /// <param name="period">The number of bars to request</param>
        /// <param name="resolution">The resolution to request</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>pandas.DataFrame of historical data of a bar indicator</returns>
        public IndicatorHistory IndicatorHistory<T>(IndicatorBase<T> indicator, Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, T> selector = null)
            where T : IBaseData
        {
            return IndicatorHistory(indicator, new[] { symbol }, period, resolution, selector);
        }
 
        /// <summary>
        /// Gets the historical data of a bar indicator for the specified symbols. The exact number of bars will be returned.
        /// The symbol must exist in the Securities collection.
        /// </summary>
        /// <param name="indicator">The target indicator</param>
        /// <param name="symbols">The symbols to retrieve historical data for</param>
        /// <param name="period">The number of bars to request</param>
        /// <param name="resolution">The resolution to request</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>pandas.DataFrame of historical data of a bar indicator</returns>
        public IndicatorHistory IndicatorHistory<T>(IndicatorBase<T> indicator, IEnumerable<Symbol> symbols, int period, Resolution? resolution = null, Func<IBaseData, T> selector = null)
            where T : IBaseData
        {
            var warmupPeriod = (indicator as IIndicatorWarmUpPeriodProvider)?.WarmUpPeriod ?? 0;
            if (warmupPeriod > 0 && period > 0)
            {
                warmupPeriod -= 1;
            }
            var history = History(symbols, period + warmupPeriod, resolution, dataNormalizationMode: GetIndicatorHistoryDataNormalizationMode(indicator));
            return IndicatorHistory(indicator, history, selector);
        }
 
        /// <summary>
        /// Gets the historical data of an indicator for the specified symbol. The exact number of bars will be returned.
        /// The symbol must exist in the Securities collection.
        /// </summary>
        /// <param name="indicator">The target indicator</param>
        /// <param name="symbol">The symbol to retrieve historical data for</param>
        /// <param name="span">The span over which to retrieve recent historical data</param>
        /// <param name="resolution">The resolution to request</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>pandas.DataFrame of historical data of an indicator</returns>
        public IndicatorHistory IndicatorHistory(IndicatorBase<IndicatorDataPoint> indicator, Symbol symbol, TimeSpan span, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            return IndicatorHistory(indicator, new[] { symbol }, span, resolution, selector);
        }
 
        /// <summary>
        /// Gets the historical data of an indicator for the specified symbol. The exact number of bars will be returned.
        /// The symbol must exist in the Securities collection.
        /// </summary>
        /// <param name="indicator">The target indicator</param>
        /// <param name="symbols">The symbols to retrieve historical data for</param>
        /// <param name="span">The span over which to retrieve recent historical data</param>
        /// <param name="resolution">The resolution to request</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>pandas.DataFrame of historical data of an indicator</returns>
        public IndicatorHistory IndicatorHistory(IndicatorBase<IndicatorDataPoint> indicator, IEnumerable<Symbol> symbols, TimeSpan span, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            return IndicatorHistory(indicator, symbols, Time - span, Time, resolution, selector);
        }
 
        /// <summary>
        /// Gets the historical data of a bar indicator for the specified symbol. The exact number of bars will be returned.
        /// The symbol must exist in the Securities collection.
        /// </summary>
        /// <param name="indicator">The target indicator</param>
        /// <param name="symbols">The symbols to retrieve historical data for</param>
        /// <param name="span">The span over which to retrieve recent historical data</param>
        /// <param name="resolution">The resolution to request</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>pandas.DataFrame of historical data of a bar indicator</returns>
        public IndicatorHistory IndicatorHistory<T>(IndicatorBase<T> indicator, IEnumerable<Symbol> symbols, TimeSpan span, Resolution? resolution = null, Func<IBaseData, T> selector = null)
            where T : IBaseData
        {
            return IndicatorHistory(indicator, symbols, Time - span, Time, resolution, selector);
        }
 
        /// <summary>
        /// Gets the historical data of a bar indicator for the specified symbol. The exact number of bars will be returned.
        /// The symbol must exist in the Securities collection.
        /// </summary>
        /// <param name="indicator">The target indicator</param>
        /// <param name="symbol">The symbol to retrieve historical data for</param>
        /// <param name="span">The span over which to retrieve recent historical data</param>
        /// <param name="resolution">The resolution to request</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>pandas.DataFrame of historical data of a bar indicator</returns>
        public IndicatorHistory IndicatorHistory<T>(IndicatorBase<T> indicator, Symbol symbol, TimeSpan span, Resolution? resolution = null, Func<IBaseData, T> selector = null)
            where T : IBaseData
        {
            return IndicatorHistory(indicator, new[] { symbol }, span, resolution, selector);
        }
 
        /// <summary>
        /// Gets the historical data of an indicator for the specified symbols. The exact number of bars will be returned.
        /// The symbol must exist in the Securities collection.
        /// </summary>
        /// <param name="indicator">The target indicator</param>
        /// <param name="symbols">The symbols to retrieve historical data for</param>
        /// <param name="start">The start time in the algorithm's time zone</param>
        /// <param name="end">The end time in the algorithm's time zone</param>
        /// <param name="resolution">The resolution to request</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>pandas.DataFrame of historical data of an indicator</returns>
        public IndicatorHistory IndicatorHistory(IndicatorBase<IndicatorDataPoint> indicator, IEnumerable<Symbol> symbols, DateTime start, DateTime end, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var history = History(symbols, GetIndicatorAdjustedHistoryStart(indicator, symbols, start, end, resolution), end, resolution, dataNormalizationMode: GetIndicatorHistoryDataNormalizationMode(indicator));
            return IndicatorHistory(indicator, history, selector);
        }
 
        /// <summary>
        /// Gets the historical data of an indicator for the specified symbol. The exact number of bars will be returned.
        /// The symbol must exist in the Securities collection.
        /// </summary>
        /// <param name="indicator">The target indicator</param>
        /// <param name="symbol">The symbol to retrieve historical data for</param>
        /// <param name="start">The start time in the algorithm's time zone</param>
        /// <param name="end">The end time in the algorithm's time zone</param>
        /// <param name="resolution">The resolution to request</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>pandas.DataFrame of historical data of an indicator</returns>
        public IndicatorHistory IndicatorHistory(IndicatorBase<IndicatorDataPoint> indicator, Symbol symbol, DateTime start, DateTime end, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            return IndicatorHistory(indicator, new[] { symbol }, start, end, resolution, selector);
        }
 
        /// <summary>
        /// Gets the historical data of a bar indicator for the specified symbol. The exact number of bars will be returned.
        /// The symbol must exist in the Securities collection.
        /// </summary>
        /// <param name="indicator">The target indicator</param>
        /// <param name="symbol">The symbol to retrieve historical data for</param>
        /// <param name="start">The start time in the algorithm's time zone</param>
        /// <param name="end">The end time in the algorithm's time zone</param>
        /// <param name="resolution">The resolution to request</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>pandas.DataFrame of historical data of a bar indicator</returns>
        public IndicatorHistory IndicatorHistory<T>(IndicatorBase<T> indicator, Symbol symbol, DateTime start, DateTime end, Resolution? resolution = null, Func<IBaseData, T> selector = null)
            where T : IBaseData
        {
            return IndicatorHistory(indicator, new[] { symbol }, start, end, resolution, selector);
        }
 
        /// <summary>
        /// Gets the historical data of a bar indicator for the specified symbols. The exact number of bars will be returned.
        /// The symbol must exist in the Securities collection.
        /// </summary>
        /// <param name="indicator">The target indicator</param>
        /// <param name="symbols">The symbols to retrieve historical data for</param>
        /// <param name="start">The start time in the algorithm's time zone</param>
        /// <param name="end">The end time in the algorithm's time zone</param>
        /// <param name="resolution">The resolution to request</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>pandas.DataFrame of historical data of a bar indicator</returns>
        public IndicatorHistory IndicatorHistory<T>(IndicatorBase<T> indicator, IEnumerable<Symbol> symbols, DateTime start, DateTime end, Resolution? resolution = null, Func<IBaseData, T> selector = null)
            where T : IBaseData
        {
            var history = History(symbols, GetIndicatorAdjustedHistoryStart(indicator, symbols, start, end, resolution), end, resolution, dataNormalizationMode: GetIndicatorHistoryDataNormalizationMode(indicator));
            return IndicatorHistory(indicator, history, selector);
        }
 
        /// <summary>
        /// Gets the historical data of an indicator and convert it into pandas.DataFrame
        /// </summary>
        /// <param name="indicator">The target indicator</param>
        /// <param name="history">Historical data used to calculate the indicator</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>pandas.DataFrame containing the historical data of <paramref name="indicator"/></returns>
        public IndicatorHistory IndicatorHistory(IndicatorBase<IndicatorDataPoint> indicator, IEnumerable<Slice> history, Func<IBaseData, decimal> selector = null)
        {
            selector ??= (x => x.Value);
            return IndicatorHistory(indicator, history, (bar) => indicator.Update(new IndicatorDataPoint(bar.Symbol, bar.EndTime, selector(bar))), GetDataTypeFromSelector(selector));
        }
 
        /// <summary>
        /// Gets the historical data of an bar indicator and convert it into pandas.DataFrame
        /// </summary>
        /// <param name="indicator">Bar indicator</param>
        /// <param name="history">Historical data used to calculate the indicator</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>pandas.DataFrame containing the historical data of <paramref name="indicator"/></returns>
        public IndicatorHistory IndicatorHistory<T>(IndicatorBase<T> indicator, IEnumerable<Slice> history, Func<IBaseData, T> selector = null)
            where T : IBaseData
        {
            selector ??= (x => (T)x);
            return IndicatorHistory(indicator, history, (bar) => indicator.Update(selector(bar)));
        }
 
        /// <summary>
        /// Adds the provided consolidator and asserts the handler T type is assignable from the consolidator output,
        /// if not will throw <see cref="ArgumentException"/>
        /// </summary>
        private IDataConsolidator Consolidate<T>(Symbol symbol, Func<DateTime, CalendarInfo> calendar, TickType? tickType, Action<T> handler, TimeSpan? period, Resolution? resolution)
            where T : class, IBaseData
        {
            var consolidator = CreateConsolidator(symbol, calendar, tickType, period, resolution, typeof(T));
            if (handler != null)
            {
                // register user-defined handler to receive consolidated data events
                consolidator.DataConsolidated += (sender, consolidated) => handler((T)consolidated);
 
                // register the consolidator for automatic updates via SubscriptionManager
                RegisterConsolidator(symbol, consolidator, tickType, indicatorBase: null);
            }
            return consolidator;
        }
 
        private IDataConsolidator CreateConsolidator(Symbol symbol, Func<DateTime, CalendarInfo> calendar, TickType? tickType, TimeSpan? period, Resolution? resolution, Type consolidatorType)
        {
            // resolve consolidator input subscription
            var subscription = GetSubscription(symbol, tickType);
 
            // verify this consolidator will give reasonable results, if someone asks for second consolidation but we have minute
            // data we won't be able to do anything good, we'll call it second, but it would really just be minute!
            if (period.HasValue && period.Value < subscription.Increment || resolution.HasValue && resolution.Value < subscription.Resolution)
            {
                throw new ArgumentException($"Unable to create {symbol} consolidator because {symbol} is registered for " +
                    Invariant($"{subscription.Resolution.ToStringInvariant()} data. Consolidators require higher resolution data to produce lower resolution data.")
                );
            }
 
            IDataConsolidator consolidator = null;
            if (calendar != null)
            {
                // create requested consolidator
                consolidator = CreateConsolidator(calendar, subscription.Type, subscription.TickType);
            }
            else
            {
                // if not specified, default to the subscription resolution
                if (!period.HasValue && !resolution.HasValue)
                {
                    period = subscription.Increment;
                }
 
                if (period.HasValue && period.Value == subscription.Increment || resolution.HasValue && resolution.Value == subscription.Resolution)
                {
                    consolidator = CreateIdentityConsolidator(subscription.Type);
                }
                else
                {
                    if (resolution.HasValue)
                    {
                        if (resolution.Value == Resolution.Daily)
                        {
                            consolidator = new MarketHourAwareConsolidator(Settings.DailyPreciseEndTime, resolution.Value, subscription.Type, subscription.TickType, subscription.ExtendedMarketHours);
                        }
                        period = resolution.Value.ToTimeSpan();
                    }
                    consolidator ??= CreateConsolidator(period.Value, subscription.Type, subscription.TickType);
                }
            }
 
            if (consolidatorType != null && !consolidatorType.IsAssignableFrom(consolidator.OutputType))
            {
                throw new ArgumentException(
                    $"Unable to consolidate with the specified handler because the consolidator's output type " +
                    $"is {consolidator.OutputType.Name} but the handler's input type is {subscription.Type.Name}.");
            }
            return consolidator;
        }
 
        private IDataConsolidator CreateConsolidator(Func<DateTime, CalendarInfo> calendar, Type consolidatorInputType, TickType tickType)
        {
            // if our type can be used as a trade bar, then let's just make one of those
            // we use IsAssignableFrom instead of IsSubclassOf so that we can account for types that are able to be cast to TradeBar
            if (typeof(TradeBar).IsAssignableFrom(consolidatorInputType))
            {
                return new TradeBarConsolidator(calendar);
            }
 
            // if our type can be used as a quote bar, then let's just make one of those
            // we use IsAssignableFrom instead of IsSubclassOf so that we can account for types that are able to be cast to QuoteBar
            if (typeof(QuoteBar).IsAssignableFrom(consolidatorInputType))
            {
                return new QuoteBarConsolidator(calendar);
            }
 
            // if our type can be used as a tick then we'll use a consolidator that keeps the TickType
            // we use IsAssignableFrom instead of IsSubclassOf so that we can account for types that are able to be cast to Tick
            if (typeof(Tick).IsAssignableFrom(consolidatorInputType))
            {
                if (tickType == TickType.Quote)
                {
                    return new TickQuoteBarConsolidator(calendar);
                }
                return new TickConsolidator(calendar);
            }
 
            // if our type can be used as a DynamicData then we'll use the DynamicDataConsolidator
            if (typeof(DynamicData).IsAssignableFrom(consolidatorInputType))
            {
                return new DynamicDataConsolidator(calendar);
            }
 
            // no matter what we can always consolidate based on the time-value pair of BaseData
            return new BaseDataConsolidator(calendar);
        }
 
        /// <summary>
        /// Creates a new consolidator identity consolidator for the requested output type.
        /// </summary>
        private static IDataConsolidator CreateIdentityConsolidator(Type consolidatorInputType)
        {
            if (typeof(TradeBar).IsAssignableFrom(consolidatorInputType))
            {
                return new IdentityDataConsolidator<TradeBar>();
            }
            else if (typeof(QuoteBar).IsAssignableFrom(consolidatorInputType))
            {
                return new IdentityDataConsolidator<QuoteBar>();
            }
            else if (typeof(Tick).IsAssignableFrom(consolidatorInputType))
            {
                return new IdentityDataConsolidator<Tick>();
            }
            else if (typeof(DynamicData).IsAssignableFrom(consolidatorInputType))
            {
                return new DynamicDataConsolidator(1);
            }
            return new IdentityDataConsolidator<BaseData>();
        }
 
        /// <summary>
        /// Registers and warms up (if EnableAutomaticIndicatorWarmUp is set) the indicator
        /// </summary>
        private void InitializeIndicator(IndicatorBase<IndicatorDataPoint> indicator, Resolution? resolution = null,
            Func<IBaseData, decimal> selector = null, params Symbol[] symbols)
        {
            var dataType = GetDataTypeFromSelector(selector);
            foreach (var symbol in symbols)
            {
                RegisterIndicator(symbol, indicator, ResolveConsolidator(symbol, resolution, dataType), selector);
            }
 
            if (Settings.AutomaticIndicatorWarmUp)
            {
                WarmUpIndicator(symbols, indicator, resolution, selector);
            }
        }
 
        private void InitializeIndicator<T>(IndicatorBase<T> indicator, Resolution? resolution = null,
            Func<IBaseData, T> selector = null, params Symbol[] symbols)
            where T : class, IBaseData
        {
            foreach (var symbol in symbols)
            {
                RegisterIndicator(symbol, indicator, resolution, selector);
            }
 
            if (Settings.AutomaticIndicatorWarmUp)
            {
                WarmUpIndicator(symbols, indicator, resolution, selector);
            }
        }
 
        private void InitializeOptionIndicator(IndicatorBase<IndicatorDataPoint> indicator, Resolution? resolution, Symbol symbol, Symbol mirrorOption)
        {
            RegisterIndicator(symbol, indicator, ResolveConsolidator(symbol, resolution, typeof(QuoteBar)));
            RegisterIndicator(symbol.Underlying, indicator, ResolveConsolidator(symbol.Underlying, resolution));
            var symbols = new List<Symbol> { symbol, symbol.Underlying };
            if (mirrorOption != null)
            {
                RegisterIndicator(mirrorOption, indicator, ResolveConsolidator(mirrorOption, resolution, typeof(QuoteBar)));
                symbols.Add(mirrorOption);
            }
 
            if (Settings.AutomaticIndicatorWarmUp)
            {
                WarmUpIndicator(symbols, indicator, resolution);
            }
        }
 
        private string InitializeOptionIndicator<T>(Symbol symbol, out IRiskFreeInterestRateModel riskFreeRateModel, out IDividendYieldModel dividendYieldModel,
            decimal? riskFreeRate = null, decimal? dividendYield = null, OptionPricingModelType? optionModel = null, Resolution? resolution = null)
            where T : OptionIndicatorBase
        {
            var name = CreateIndicatorName(symbol,
                $"{typeof(T).Name}({riskFreeRate},{dividendYield},{OptionIndicatorBase.GetOptionModel(optionModel, symbol.ID.OptionStyle)})",
                resolution);
 
            riskFreeRateModel = riskFreeRate.HasValue
                ? new ConstantRiskFreeRateInterestRateModel(riskFreeRate.Value)
                // Make it a function so it's lazily evaluated: SetRiskFreeInterestRateModel can be called after this method
                : new FuncRiskFreeRateInterestRateModel((datetime) => RiskFreeInterestRateModel.GetInterestRate(datetime));
 
            if (dividendYield.HasValue)
            {
                dividendYieldModel = new ConstantDividendYieldModel(dividendYield.Value);
            }
            else
            {
                dividendYieldModel = DividendYieldProvider.CreateForOption(symbol);
            }
 
            return name;
        }
 
        private void RegisterConsolidator(Symbol symbol, IDataConsolidator consolidator, TickType? tickType, IndicatorBase indicatorBase)
        {
            // keep a reference of the consolidator so we can unregister it later using only a reference to the indicator
            indicatorBase?.Consolidators.Add(consolidator);
 
            // register the consolidator for automatic updates via SubscriptionManager
            SubscriptionManager.AddConsolidator(symbol, consolidator, tickType);
        }
 
        private DateTime GetIndicatorAdjustedHistoryStart(IndicatorBase indicator, IEnumerable<Symbol> symbols, DateTime start, DateTime end, Resolution? resolution = null)
        {
            var warmupPeriod = (indicator as IIndicatorWarmUpPeriodProvider)?.WarmUpPeriod ?? 0;
            if (warmupPeriod != 0)
            {
                warmupPeriod -= 1;
                if (warmupPeriod > 0)
                {
                    foreach (var request in CreateDateRangeHistoryRequests(symbols, start, end, resolution))
                    {
                        var adjustedStart = _historyRequestFactory.GetStartTimeAlgoTz(request.StartTimeUtc, request.Symbol, warmupPeriod, request.Resolution,
                            request.ExchangeHours, request.DataTimeZone, request.DataType, request.IncludeExtendedMarketHours);
                        if (adjustedStart < start)
                        {
                            start = adjustedStart;
                        }
                    }
                }
            }
            return start;
        }
 
        private DataNormalizationMode? GetIndicatorHistoryDataNormalizationMode(IIndicator indicator)
        {
            DataNormalizationMode? dataNormalizationMode = null;
            if (indicator is OptionIndicatorBase optionIndicator && optionIndicator.OptionSymbol.Underlying.SecurityType == SecurityType.Equity)
            {
                // we use point in time raw data to warmup option indicators which use underlying prices and strikes
                dataNormalizationMode = DataNormalizationMode.ScaledRaw;
            }
            return dataNormalizationMode;
        }
 
        private IndicatorHistory IndicatorHistory<T>(IndicatorBase<T> indicator, IEnumerable<Slice> history, Action<IBaseData> updateIndicator, Type dataType = null)
            where T : IBaseData
        {
            // Reset the indicator
            indicator.Reset();
 
            var indicatorType = indicator.GetType();
            // Create a dictionary of the indicator properties & the indicator value itself
            var indicatorsDataPointPerProperty = indicatorType.GetProperties()
                .Where(x => x.PropertyType.IsGenericType && x.Name != "Consolidators" && x.Name != "Window")
                .Select(x => InternalIndicatorValues.Create(indicator, x))
                .Concat(new[] { InternalIndicatorValues.Create(indicator, "Current") })
                .ToList();
 
            var indicatorsDataPointsByTime = new List<IndicatorDataPoints>();
            var lastConsumedTime = DateTime.MinValue;
            IndicatorDataPoint lastPoint = null;
            void consumeLastPoint(IndicatorDataPoint newInputPoint)
            {
                if (newInputPoint == null || lastConsumedTime == newInputPoint.EndTime)
                {
                    return;
                }
                lastConsumedTime = newInputPoint.EndTime;
 
                var IndicatorDataPoints = new IndicatorDataPoints { Time = newInputPoint.Time, EndTime = newInputPoint.EndTime };
                indicatorsDataPointsByTime.Add(IndicatorDataPoints);
                for (var i = 0; i < indicatorsDataPointPerProperty.Count; i++)
                {
                    var newPoint = indicatorsDataPointPerProperty[i].UpdateValue();
                    IndicatorDataPoints.SetProperty(indicatorsDataPointPerProperty[i].Name, newPoint);
                }
            }
 
            IndicatorUpdatedHandler callback = (object _, IndicatorDataPoint newInputPoint) =>
            {
                if (!indicator.IsReady)
                {
                    return;
                }
 
                if (lastPoint == null || lastPoint.Time != newInputPoint.Time)
                {
                    // if null, it's the first point, we transitions from not ready to ready
                    // else when the time changes we fetch the indicators values, some indicators which consume data from multiple symbols might trigger the Updated event
                    // even if their value has not changed yet
                    consumeLastPoint(newInputPoint);
                }
                lastPoint = newInputPoint;
            };
 
            // register the callback, update the indicator and unregister finally
            indicator.Updated += callback;
 
            if (typeof(T) == typeof(IndicatorDataPoint) || typeof(T).IsAbstract)
            {
                history.PushThrough(bar => updateIndicator(bar), dataType);
            }
            else
            {
                // if the indicator requires a specific type, like a QuoteBar for an equity symbol, we need to fetch it directly
                foreach (var dataDictionary in history.Get<T>())
                {
                    foreach (var dataPoint in dataDictionary.Values)
                    {
                        updateIndicator(dataPoint);
                    }
                }
            }
            // flush the last point, this will be useful for indicator consuming time from multiple symbols
            consumeLastPoint(lastPoint);
            indicator.Updated -= callback;
 
            return new IndicatorHistory(indicatorsDataPointsByTime, indicatorsDataPointPerProperty,
                new Lazy<PyObject>(
                    () => PandasConverter.GetIndicatorDataFrame(indicatorsDataPointPerProperty.Select(x => new KeyValuePair<string, List<IndicatorDataPoint>>(x.Name, x.Values))),
                    isThreadSafe: false));
        }
 
        private Type GetDataTypeFromSelector(Func<IBaseData, decimal> selector)
        {
            Type dataType = null;
            if (_quoteRequiredFields.Any(x => ReferenceEquals(selector, x)))
            {
                dataType = typeof(QuoteBar);
            }
            else if (ReferenceEquals(selector, Field.Volume))
            {
                dataType = typeof(TradeBar);
            }
 
            return dataType;
        }
    }
}