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Adds international/timezone support

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Time sync:
	* Data feeds are required to time sync in UTC time
	* TimeSlice.Time is now in UTC

IAlgorithm
	* Time is now exclusively the algorithm's local time zone
	* Added UtcTime
	* SetDateTime( DateTime ) accepts a UTC time and is internally converted

SubscriptionDataConfig
	* Adds market and time zone as required ctor parameters

SecurityExchange
	* Now passes most calls directly through to SecurityExchangeHours class

SecurityExchangeHours
	* Holds market hours for each day of week (LocalMarketHours)
	* Talks in terms of local times in the SecurityExchangeHours.TimeZone time zone

Data/market-hours/
	* New data folder to hold market hour information
	* Includes market-hours-database.csv to hold market hours per market/symbol/security (see doc in file)
	* Includes holidays-usa.csv to hold holidays for 'usa' market
		+ The holiday files follow the pattern 'holidays-*.csv' where * is the market

TimeKeeper
	* Receives updates in UTC time
	* Passes that to LocalTimeKeeper's who lazily evaluate the time in their respective time zones
	* Eventually this can grow to be the sole source of time in the algorithm's scope

MISC:
	* Fixes exception thrown when exiting LiveTradingDataFeed
	* Fixes exception thrown when exiting FileSystemDataFeed
	* Fixes exception thrown when exiting StatusPing
	* Simplify FillForwardEnumerator logic with GetNextMarketOpen
	* Adds many time zones, see TimeZones.cs
This commit is contained in:
snugs
2015-07-08 18:36:38 -04:00
parent bb223c1d1b
commit 6bd38ece77
64 changed files with 2809 additions and 661 deletions
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Algorithm.Java/QuantConnect.Algorithm.Java.csproj
+4
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@@ -124,6 +124,10 @@
<SpecificVersion>False</SpecificVersion>
<HintPath>..\packages\Newtonsoft.Json.7.0.1\lib\net45\Newtonsoft.Json.dll</HintPath>
</Reference>
<Reference Include="NodaTime, Version=1.3.0.0, Culture=neutral, PublicKeyToken=4226afe0d9b296d1, processorArchitecture=MSIL">
<SpecificVersion>False</SpecificVersion>
<HintPath>..\packages\NodaTime.1.3.1\lib\net35-Client\NodaTime.dll</HintPath>
</Reference>
<Reference Include="System" />
<Reference Include="System.Core" />
<Reference Include="System.Xml.Linq" />