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Removes References To Built-in Custom Data Implementations (#5793)
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* WIP removal of custom data references & tests updates

* Regression algos updated and python algorithms moved to DataSource repos

* Fixes failing unit tests

* Add "LiveDataTypes" field to LiveNodePacket

* Adds Initialize() to IDataChannelProvider

  * Adds new extension method to convert
    HistoryRequest -> SubscriptionDataConfig

* Address review: Add protobuf definitions for Iconic data types

* Address review: re-adds DynamicSecurityDataAlgorithm as regression algo

  * Small adjustments to variable naming and documentation

* Move test files to respective DataSource repos
This commit is contained in:
Gerardo Salazar
2021-08-02 15:24:45 -07:00
committed by GitHub
parent ef4fea7592
commit 650ce2e2b5
180 changed files with 1098 additions and 44356 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
+4 -20
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@@ -65,14 +65,6 @@
<Content Include="Alphas\ShareClassMeanReversionAlpha.py" />
<Content Include="Alphas\TripleLeverageETFPairVolatilityDecayAlpha.py" />
<Content Include="Alphas\VIXDualThrustAlpha.py" />
<Content Include="AltData\CachedAlternativeDataAlgorithm.py" />
<Content Include="AltData\BenzingaNewsAlgorithm.py" />
<Content Include="AltData\QuiverWallStreetBetsDataAlgorithm.py" />
<Content Include="AltData\SECReport8KAlgorithm.py" />
<Content Include="AltData\SmartInsiderTransactionAlgorithm.py" />
<Content Include="AltData\USTreasuryYieldCurveRateAlgorithm.py" />
<Content Include="AltData\TradingEconomicsAlgorithm.py" />
<Content Include="AltData\TiingoNewsAlgorithm.py" />
<Content Include="BasicCSharpIntegrationTemplateAlgorithm.py" />
<Content Include="BasicSetAccountCurrencyAlgorithm.py" />
<None Include="..\LICENSE">
@@ -80,28 +72,23 @@
<PackagePath></PackagePath>
</None>
<None Include="InceptionDateSelectionRegressionAlgorithm.py" />
<None Include="USTreasuryYieldCurveDataAlgorithm.py" />
<None Include="SmartInsiderDataAlgorithm.py" />
<None Include="PandasDataFrameHistoryAlgorithm.py" />
<None Include="CustomDataAddDataRegressionAlgorithm.py" />
<None Include="CustomDataIconicTypesAddDataRegressionAlgorithm.py" />
<None Include="TrainingExampleAlgorithm.py" />
<None Include="LongOnlyAlphaStreamAlgorithm.py" />
<None Include="CustomPartialFillModelAlgorithm.py" />
<Content Include="BasicTemplateConstituentUniverseAlgorithm.py" />
<Content Include="BasicTemplateOptionsConsolidationAlgorithm.py" />
<None Include="BasicTemplateOptionsPriceModel.py" />
<Content Include="Benchmarks\SECReportBenchmarkAlgorithm.py" />
<Content Include="Benchmarks\SmartInsiderEventBenchmarkAlgorithm.py" />
<Content Include="CoarseFineOptionUniverseChainRegressionAlgorithm.py" />
<Content Include="CoarseTiingoNewsUniverseSelectionAlgorithm.py" />
<Content Include="ConsolidateRegressionAlgorithm.py" />
<Content Include="CustomConsolidatorRegressionAlgorithm.py" />
<Content Include="CustomDataAddDataOnSecuritiesChangedRegressionAlgorithm.py" />
<Content Include="CustomDataAddDataCoarseSelectionRegressionAlgorithm.py" />
<Content Include="CustomDataLinkedIconicTypeAddDataOnSecuritiesChangedRegressionAlgorithm.py" />
<Content Include="CustomDataLinkedIconicTypeAddDataCoarseSelectionRegressionAlgorithm.py" />
<None Include="CustomBuyingPowerModelAlgorithm.py" />
<Content Include="CustomDataPropertiesRegressionAlgorithm.py" />
<Content Include="DynamicSecurityDataAlgorithm.py" />
<Content Include="ConfidenceWeightedFrameworkAlgorithm.py" />
<Content Include="DynamicSecurityDataRegressionAlgorithm.py" />
<Content Include="ExtendedMarketTradingRegressionAlgorithm.py" />
<Content Include="FilterUniverseRegressionAlgorithm.py" />
<Content Include="FineFundamentalFilteredUniverseRegressionAlgorithm.py" />
@@ -131,12 +118,9 @@
<Content Include="SliceGetByTypeRegressionAlgorithm.py" />
<Content Include="StringToSymbolImplicitConversionRegressionAlgorithm.py" />
<Content Include="TalibIndicatorsAlgorithm.py" />
<Content Include="TradingEconomicsCalendarIndicatorAlgorithm.py" />
<Content Include="OnEndOfDayRegressionAlgorithm.py" />
<Content Include="SECReportDataAlgorithm.py" />
<None Include="TrainingInitializeRegressionAlgorithm.py" />
<Content Include="UniverseUnchangedRegressionAlgorithm.py" />
<Content Include="USEnergyInformationAdministrationAlgorithm.py" />
<None Include="NLTKSentimentTradingAlgorithm.py" />
<None Include="PytorchNeuralNetworkAlgorithm.py" />
<None Include="RawPricesUniverseRegressionAlgorithm.py" />