Resolve review comments

Algorithm/QCAlgorithm.Python.cs

@@ -692,7 +692,7 @@ public void RegisterIndicator(Symbol symbol, PyObject indicator, IDataConsolidat
             }
             else
             {
-                RegisterIndicator(symbol, WrapPythonIndicator(indicator), consolidator,
+                RegisterIndicator(symbol, WrapPythonIndicator(indicator, (PythonIndicator)convertedIndicator), consolidator,
                     selector?.ConvertToDelegate<Func<IBaseData, IBaseData>>());
             }
         }

Indicators/IndicatorExtensions.cs

@@ -292,26 +292,27 @@ public static CompositeIndicator Times(this IndicatorBase left, IndicatorBase ri
         public static IndicatorBase ConvertToIndicator(this PyObject pyObject)
         {
             IndicatorBase indicator;
-            if (pyObject.TryConvert<PythonIndicator>(out var pi))
+
+            if (pyObject.TryConvert<PythonIndicator>(out var pythonIndicator))
             {
-                pi.SetIndicator(pyObject);
-                indicator = pi;
+                pythonIndicator.SetIndicator(pyObject);
+                indicator = pythonIndicator;
             }
-            else if (pyObject.TryConvert<IndicatorBase<IndicatorDataPoint>>(out var idp))
+            else if (pyObject.TryConvert<IndicatorBase<IndicatorDataPoint>>(out var dataPointIndicator))
             {
-                indicator = idp;
+                indicator = dataPointIndicator;
             }
-            else if (pyObject.TryConvert<IndicatorBase<IBaseDataBar>>(out var idb))
+            else if (pyObject.TryConvert<IndicatorBase<IBaseDataBar>>(out var baseDataBarIndicator))
             {
-                indicator = idb;
+                indicator = baseDataBarIndicator;
             }
-            else if (pyObject.TryConvert<IndicatorBase<TradeBar>>(out var itb))
+            else if (pyObject.TryConvert<IndicatorBase<TradeBar>>(out var tradeBarIndicator))
             {
-                indicator = itb;
+                indicator = tradeBarIndicator;
             }
-            else if (pyObject.TryConvert<IndicatorBase<IBaseData>>(out var ibd))
+            else if (pyObject.TryConvert<IndicatorBase<IBaseData>>(out var baseDataIndicator))
             {
-                indicator = ibd;
+                indicator = baseDataIndicator;
             }
             else
             {

Tests/Indicators/CompositeIndicatorTests.cs

@@ -114,15 +114,15 @@ from QuantConnect.Indicators import *
 def create_composite_indicator(left, right, operation):
     if operation == 'sum':
         def composer(l, r):
-            return IndicatorResult(l.Current.Value + r.Current.Value)
+            return IndicatorResult(l.current.value + r.current.value)
     elif operation == 'min':
         def composer(l, r):
-            return IndicatorResult(min(l.Current.Value, r.Current.Value))
+            return IndicatorResult(min(l.current.value, r.current.value))
     return CompositeIndicator(left, right, composer)
 
 def update_indicators(left, right, value_left, value_right):
-    left.Update(IndicatorDataPoint(DateTime.Now, value_left))
-    right.Update(IndicatorDataPoint(DateTime.Now, value_right))
+    left.update(IndicatorDataPoint(DateTime.Now, value_left))
+    right.update(IndicatorDataPoint(DateTime.Now, value_right))
             ");
 
                 using var createCompositeIndicator = testModule.GetAttr("create_composite_indicator");
@@ -159,19 +159,19 @@ from collections import deque
 
 class CustomSimpleMovingAverage(PythonIndicator):
     def __init__(self, period):
-        self.Name = 'SMA'
-        self.Value = 0
-        self.Period = period
-        self.WarmUpPeriod = period
+        self.name = 'SMA'
+        self.value = 0
+        self.period = period
+        self.warm_up_period = period
         self.queue = deque(maxlen=period)
-        self.Current = IndicatorDataPoint(DateTime.Now, self.Value)
+        self.current = IndicatorDataPoint(DateTime.Now, self.value)
 
-    def Update(self, input):
-        self.queue.appendleft(input.Value)
+    def update(self, input):
+        self.queue.appendleft(input.value)
         count = len(self.queue)
-        self.Value = sum(self.queue) / count
-        self.Current = IndicatorDataPoint(input.Time, self.Value)
-        self.on_updated(IndicatorDataPoint(DateTime.Now, input.Value))
+        self.value = sum(self.queue) / count
+        self.current = IndicatorDataPoint(input.time, self.value)
+        self.on_updated(IndicatorDataPoint(DateTime.Now, input.value))
 "
                 );