Using new HistoryRequestFactory

- BaseSetupHandler will use new `HistoryRequestProvider` class
This commit is contained in:
Martin Molinero
2018-12-18 18:23:21 -03:00
parent a26b3542bb
commit 65ea963a26
3 changed files with 36 additions and 27 deletions
@@ -876,19 +876,5 @@ namespace QuantConnect.AlgorithmFactory.Python.Wrappers
/// </summary>
/// <param name="slice">The Slice object</param>
public void SetCurrentSlice(Slice slice) => _baseAlgorithm.SetCurrentSlice(slice);
/// <summary>
/// Gets the historical data for the specified symbols. The exact number of bars will be returned for
/// each symbol. This may result in some data start earlier/later than others due to when various
/// exchanges are open. The symbols must exist in the Securities collection.
/// </summary>
/// <param name="symbols">The symbols to retrieve historical data for</param>
/// <param name="periods">The number of bars to request</param>
/// <param name="resolution">The resolution to request</param>
/// <returns>An enumerable of slice containing the requested historical data</returns>
public IEnumerable<Slice> History(IEnumerable<Symbol> symbols, int periods, Resolution? resolution = null)
{
return _baseAlgorithm.History(symbols, periods, resolution);
}
}
}