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Store traded securities' subscriptions in results (#7567)

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* Store traded securities subscription data configs to disk

* Delegate traded subscriptions storage to the data monitor

* Add unit tests

* Address peer review

* Minor changes
This commit is contained in:
Jhonathan Abreu
2023-11-13 19:39:57 -04:00
committed by GitHub
parent 5c226319b0
commit 145ead7cec
8 changed files with 410 additions and 24 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
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@@ -56,7 +56,7 @@
<Content Include="CustomPartialFillModelAlgorithm.py" />
<Content Include="AddRiskManagementAlgorithm.py" />
<Content Include="AddUniverseSelectionModelAlgorithm.py" />
<Compile Include="IndicatorWithRenkoBarsRegressionAlgorithm.py" />
<Content Include="IndicatorWithRenkoBarsRegressionAlgorithm.py" />
<Content Include="Alphas\ContingentClaimsAnalysisDefaultPredictionAlpha.py" />
<Content Include="Alphas\GasAndCrudeOilEnergyCorrelationAlpha.py" />
<Content Include="Alphas\GlobalEquityMeanReversionIBSAlpha.py" />