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Enable daily precise end time by default (#8254)
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* Default daily precise end times

- Enable by default daily precise end times. Updating stats
- Minor fix for algorithm manager consolidator updates, adding new regression test
  asserting behavior and updating others
- Minor fix for SubscriptionData creator avoid round down on warmup if
  not appropiate
- Adjust consolidators to emit on daily strict end times if requested
  daily resolution and setting enabled
- Updating regression algorithms

* Skip daily data on extended market hours

* Some cleanup and self review

* Revert unrequired change
This commit is contained in:
Martin-Molinero
2024-08-14 12:49:56 -03:00
committed by GitHub
parent d2d366e3f9
commit 7879795207
203 changed files with 2517 additions and 1984 deletions
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Algorithm.Python/CustomShortableProviderRegressionAlgorithm.py
+1 -1
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@@ -52,7 +52,7 @@ class CustomShortableProvider(NullShortableProvider):
def rebate_rate(self, symbol: Symbol, local_time: DateTime):
return 0.0507
def shortable_quantity(self, symbol: Symbol, local_time: DateTime):
if local_time < datetime(2013,10,5):
if local_time < datetime(2013,10,4,16,0,0):
return 10
else:
return 1001