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Adds Custom Data from US Energy Information Administration (eia.gov) (#3136)

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New custom data class USEnergyInformation with new demonstration algorithms, the updated config file for users to set their EIA token.

Adds `CloseTime` to represent the time that the data period end. `EndTime` represents, in turn, the time the data is emitted. There is an offset between `CloseTime` and `EndTime` that is defined by the difference between the last bar as emitted and its time. 

In live mode, if the `USEnergyInformation.Reader` returns null, the `CollectionSubscriptionDataSourceReader.Read` method will pull for new data constantly. Therefore it should return an empty `BaseDataCollection` object.
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Alexandre Catarino
2019-05-01 01:22:11 +01:00
committed by Jared
parent 6164e4c209
commit 3f00762bfd
9 changed files with 419 additions and 0 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
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@@ -54,6 +54,7 @@
<Content Include="Alphas\TripleLeverageETFPairVolatilityDecayAlpha.py" />
<Content Include="Alphas\VIXDualThrustAlpha.py" />
<Content Include="BasicSetAccountCurrencyAlgorithm.py" />
<Content Include="USEnergyInformationAdministrationAlgorithm.py" />
<None Include="RawPricesUniverseRegressionAlgorithm.py" />
<None Include="CapmAlphaRankingFrameworkAlgorithm.py" />
<None Include="SmaCrossUniverseSelectionAlgorithm.py" />