Commit Graph

12 Commits

Author SHA1 Message Date
Martin Molinero b5ac6bffd9 Adding unit tests
- Adding Yearly and Quarterly unit tests
2020-02-17 11:28:34 -03:00
Aytaç Aşan 2f3b7f6187 Added Examples in DataConsolidationAlgorithm
Added Examples in DataConsolidationAlgorithm for Quarterly & Yearly Data Consolidation
2020-02-14 21:08:30 -03:00
AlexCatarino ceabf93e94 Renames CalendarType to Calendar
Keeps `CalendarType` for backward compatibility.
2020-02-14 19:47:48 -03:00
AlexCatarino 0202df35f4 Replaces Enum CalendarType for Static Class with the Same Name
Replaces Enum `CalendarType` for static class with the same name. This class defines two properties (`Weekly` and `Monthly`) that can be used to define the previous calendar date (Monday or 1st of current month) which will correspont to the `Time` of a `IBaseData` object.

Refactor `PeriodCountConsolidatorBase` to define use `GetRoundedBarTime` based on a period specification that depends on the constructor overload: `integer`, `TimeSpan` or `Func<DateTime, CalendarInfo>`. The last one can be set with the `CalendarType` properties.
2019-04-08 22:10:04 +01:00
AlexCatarino 5314e7426d Implements Calendar (Weekly/Monthly) Consolidator
Implements consolidators that group bars by a calendar unit (week or month).
2019-04-08 22:10:04 +01:00
Jack Simonson fe757b7fca Added QuoteBar types to ensure proper function 2019-03-06 10:23:24 -08:00
Michael Handschuh bb21171943 Implements python Consolidate API
Collapse QuoteBar to TradeBar if trade bar handler specified
2018-06-12 13:17:49 -04:00
Michael Handschuh 007bcea6b8 Add Consolidate API
These new methods allow algorithms to quickly create, register, and
wire events on consolidators in a single line.
2018-06-12 12:58:28 -04:00
Jared Broad dc27c4e3d6 Added tags to python algorithms 2017-09-21 08:27:41 -04:00
Jared Broad 61043d9d98 Tagged algorithms for QCU 2017-09-20 15:44:51 -04:00
snugs e1938baafe Clean up using directives 2015-09-01 22:17:35 -04:00
QuantConnect 55a6215da6 Split QCAlgorithm and Algorith,CSharp into separate projects, added FSharp project for algorithms 2015-06-17 17:44:02 -04:00