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Add extendedMarket parameter to History methods (#7191)

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* Add extendedMarket parameter to every history api method overload

* Rename extendedMarketHours parameter

New name is extendedHours as in the History API to standarize parameters naming

* Update generic history overloads to use every matching subscription

* Update regression algorithms stats

* Centralize period-based history error for tick resolution

* Rename extended market hours parameter to extendedMarketHours

* Minor changes

* Minor changes

* Minor unit tests changes

* Minor unit tests changes

* Minor changes

* Minor unit tests changes

* Minor unit tests changes
This commit is contained in:
Jhonathan Abreu
2023-04-20 09:41:32 -04:00
committed by GitHub
parent fb383dc73c
commit 3888896ed4
13 changed files with 833 additions and 203 deletions
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Algorithm.Python/HistoryWithCustomDataSourceRegressionAlgorithm.py
+2 -2
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@@ -27,9 +27,9 @@ class HistoryWithCustomDataSourceRegressionAlgorithm(QCAlgorithm):
def OnEndOfAlgorithm(self):
aaplHistory = self.History(CustomData, self.aapl, self.StartDate, self.EndDate, Resolution.Minute,
fillForward=False, extendedMarket=False, dataNormalizationMode=DataNormalizationMode.Raw).droplevel(0, axis=0)
fillForward=False, extendedMarketHours=False, dataNormalizationMode=DataNormalizationMode.Raw).droplevel(0, axis=0)
spyHistory = self.History(CustomData, self.spy, self.StartDate, self.EndDate, Resolution.Minute,
fillForward=False, extendedMarket=False, dataNormalizationMode=DataNormalizationMode.Raw).droplevel(0, axis=0)
fillForward=False, extendedMarketHours=False, dataNormalizationMode=DataNormalizationMode.Raw).droplevel(0, axis=0)
if aaplHistory.size == 0 or spyHistory.size == 0:
raise Exception("At least one of the history results is empty")