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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@@ -44,11 +44,11 @@ class CustomDataUsingMapFileRegressionAlgorithm(QCAlgorithm):
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self.initialMapping = False
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self.executionMapping = False
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self.foxa = Symbol.Create("FOXA", SecurityType.Equity, Market.USA)
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self.symbol = self.AddData(CustomDataUsingMapping, self.foxa, Resolution.Tick).Symbol
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self.symbol = self.AddData(CustomDataUsingMapping, self.foxa).Symbol
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for config in self.SubscriptionManager.SubscriptionDataConfigService.GetSubscriptionDataConfigs(self.symbol):
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if config.Resolution != Resolution.Minute:
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raise ValueError("Expected resolution to be adjust to Minute")
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raise ValueError("Expected resolution to be set to Minute")
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def OnData(self, slice):
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date = self.Time.date()
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@@ -92,6 +92,14 @@ class CustomDataUsingMapping(PythonData):
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'''True indicates mapping should be done'''
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return True
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def AdjustResolution(self, resolution):
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'''Adjust resolution'''
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return Resolution.Minute
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def IsSparseData(self):
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'''Indicates that the data set is expected to be sparse'''
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return True
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def DefaultResolution(self):
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'''Gets the default resolution for this data and security type'''
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return Resolution.Minute
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def SupportedResolutions(self):
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'''Gets the supported resolution for this data and security type'''
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return [ Resolution.Minute ]
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