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Allow Custom Security Properties and MarketHours (#5100)

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* Add interface to allow custom security entries for MHDB and SPD

* Simplify adding custom Properties and MarketHours via AddData overload

* Refactor

* Remove AddData and GetDatabaseSymbolKey overloads

* Add unit tests

* Remove AddData overload, for real.

* Nit changes

* Set CustomDataBitcoinAlgorithm back to original

* Add Python and C# Regression

* nit typo

* nit typo actual

* Reset symbol property to default

* Reflect last change to py regression

* Revert "Remove AddData overload, for real."

This reverts commit dc877495c079f17dda1695494ffe36886b1c117e.

* Implement AddData solution fully

* Function nit fix

* Address review

* nit - remove param comment

* Address review
This commit is contained in:
Colton Sellers
2021-01-14 06:34:02 -08:00
committed by GitHub
parent e6d16882f7
commit 7e3741d983
10 changed files with 512 additions and 4 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
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@@ -95,6 +95,7 @@
<Content Include="CustomDataAddDataOnSecuritiesChangedRegressionAlgorithm.py" />
<Content Include="CustomDataAddDataCoarseSelectionRegressionAlgorithm.py" />
<None Include="CustomBuyingPowerModelAlgorithm.py" />
<Content Include="CustomDataPropertiesRegressionAlgorithm.py" />
<Content Include="DynamicSecurityDataAlgorithm.py" />
<Content Include="ConfidenceWeightedFrameworkAlgorithm.py" />
<Content Include="ExtendedMarketTradingRegressionAlgorithm.py" />