Address reviews
- Replacing `BaseData.AdjustResolution` for `DefaultResolution` and `SupportedResolutions` - Making `Resolution` nullable for `Algorithm.AddData` methods - The `ISubscriptionDataConfigService` will set the default resolution if none was provided and assert it is supported - Fix bug with `PythonData` `IsSparseData` and `RequiresMapping` resolution
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@@ -47,13 +47,13 @@ namespace QuantConnect.Algorithm.CSharp
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SetEndDate(2013, 07, 02);
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var foxa = QuantConnect.Symbol.Create("FOXA", SecurityType.Equity, Market.USA);
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_symbol = AddData<CustomDataUsingMapping>(foxa, Resolution.Tick).Symbol;
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_symbol = AddData<CustomDataUsingMapping>(foxa).Symbol;
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foreach (var config in SubscriptionManager.SubscriptionDataConfigService.GetSubscriptionDataConfigs(_symbol))
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{
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if (config.Resolution != Resolution.Minute)
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{
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throw new Exception("Expected resolution to be adjust to Minute");
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throw new Exception("Expected resolution to be set to Minute");
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}
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}
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}
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@@ -78,7 +78,7 @@ namespace QuantConnect.Algorithm.CSharp
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_initialMapping = true;
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}
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else if(Time.Date == new DateTime(2013, 06, 29))
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else if (Time.Date == new DateTime(2013, 06, 29))
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{
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if (mappingEvent.NewSymbol != "FOXA"
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|| mappingEvent.OldSymbol != "NWSA")
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@@ -173,10 +173,25 @@ namespace QuantConnect.Algorithm.CSharp
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return ParseEquity(config, line, date);
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}
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public override Resolution AdjustResolution(Resolution resolution)
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/// <summary>
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/// Gets the default resolution for this data and security type
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/// </summary>
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/// <remarks>This is a method and not a property so that python
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/// custom data types can override it</remarks>
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public override Resolution DefaultResolution()
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{
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return Resolution.Minute;
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}
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/// <summary>
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/// Gets the supported resolution for this data and security type
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/// </summary>
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/// <remarks>This is a method and not a property so that python
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/// custom data types can override it</remarks>
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public override List<Resolution> SupportedResolutions()
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{
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return new List<Resolution> { Resolution.Minute };
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}
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}
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}
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}
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