diff --git a/Algorithm.CSharp/AddBetaIndicatorRegressionAlgorithm.cs b/Algorithm.CSharp/AddBetaIndicatorRegressionAlgorithm.cs index 34bb72aa61f0..9717220788df 100644 --- a/Algorithm.CSharp/AddBetaIndicatorRegressionAlgorithm.cs +++ b/Algorithm.CSharp/AddBetaIndicatorRegressionAlgorithm.cs @@ -107,7 +107,7 @@ public override void OnOrderEvent(OrderEvent orderEvent) /// /// Data Points count of the algorithm history /// - public int AlgorithmHistoryDataPoints => 13; + public int AlgorithmHistoryDataPoints => 11; /// /// Final status of the algorithm diff --git a/Indicators/Beta.cs b/Indicators/Beta.cs index 4f934bb2726c..a83f15d41cf7 100644 --- a/Indicators/Beta.cs +++ b/Indicators/Beta.cs @@ -122,8 +122,6 @@ public Beta(string name, Symbol targetSymbol, Symbol referenceSymbol, int period { throw new ArgumentException($"Period parameter for Beta indicator must be greater than 2 but was {period}."); } - - WarmUpPeriod = period + 2; _referenceSymbol = referenceSymbol; _targetSymbol = targetSymbol; @@ -137,6 +135,7 @@ public Beta(string name, Symbol targetSymbol, Symbol referenceSymbol, int period _targetTimeZone = dataFolder.GetExchangeHours(_targetSymbol.ID.Market, _targetSymbol, _targetSymbol.ID.SecurityType).TimeZone; _referenceTimeZone = dataFolder.GetExchangeHours(_referenceSymbol.ID.Market, _referenceSymbol, _referenceSymbol.ID.SecurityType).TimeZone; _isTimezoneDifferent = _targetTimeZone != _referenceTimeZone; + WarmUpPeriod = period + 1 + (_isTimezoneDifferent ? 1 : 0); } /// diff --git a/Tests/Algorithm/AlgorithmIndicatorsTests.cs b/Tests/Algorithm/AlgorithmIndicatorsTests.cs index f9662d102814..1175b73154cc 100644 --- a/Tests/Algorithm/AlgorithmIndicatorsTests.cs +++ b/Tests/Algorithm/AlgorithmIndicatorsTests.cs @@ -250,12 +250,12 @@ public void IndicatorMultiSymbol(Language language) } // the historical indicator current values - Assert.AreEqual(1561, indicatorValues.Current.Count); - Assert.AreEqual(1561, indicatorValues["current"].Count); + Assert.AreEqual(1560, indicatorValues.Current.Count); + Assert.AreEqual(1560, indicatorValues["current"].Count); Assert.AreEqual(indicatorValues.Current, indicatorValues["current"]); Assert.IsNull(indicatorValues["NonExisting"]); - Assert.AreEqual(1561, dataCount); + Assert.AreEqual(1560, dataCount); Assert.IsTrue(indicator.IsReady); }