IndicatorHistory Doesn't Support IndicatorExtensions

[DerekMelchin]

Expected Behavior

IndicatorHistory supports IndicatorExtensions

Actual Behavior

IndicatorHistory doesn't support IndicatorExtensions

Related issue

Potential Solution

N/A

Reproducing the Problem

https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_2516af7a33714edbb871c122fc8e0289.html

System Information

QC Cloud

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues

• I have provided detailed steps to reproduce the issue

[Martin-Molinero]

roc = RateOfChangePercent(1)
std = StandardDeviation(21)
indicator = IndicatorExtensions.of(std, roc)
qb.indicator_history(indicator, symbol, 10, Resolution.DAILY).data_frame

I think for this to work the type returned by indicator extensions should know it's parent/source indicators and maybe if it's updated externally it could pass through the updates to it's parents or he could expose the indicators and the indicator history could handle the passthrough