Commit Graph

7 Commits

Author SHA1 Message Date
Martin-Molinero 3609340281 Add internal subscriptions always (#4690)
* Add set market price during extended market hours

- Set market prices during extended market hours for live trading.
  Adding unit test

* Add assert on internal data count
2020-09-03 18:15:21 -07:00
Martin Molinero 499248fe12 Revert "Revert "Adding Support for Equity L1 Quote Data""
This reverts commit 8cd8d206ca.
2020-04-06 10:32:59 -03:00
Jack Simonson c6767780c2 Update regression test statistics 2020-03-26 18:29:29 -07:00
Martin Molinero 0027ab1e66 Regression test assert order list hash
- Regression tests assert order list hash value
- Normalizing some regression test behavior that had differences between
C# and Py
2020-02-19 20:26:12 -03:00
Gerardo Salazar 61aa0d3a65 Updates regression statistics
Please note that with these changes, any algorithms that
use daily data exclusively will have incorrect statistics.
2020-01-16 14:03:54 -08:00
Martin Molinero 491cae2c1d Fix ProcessSplitSymbols exception
- `UserDefinedUniverse` will no longer be removed as a data subscription.
- When `algorithm.AddData()` is called a universe selection data point
will be added to the `UserDefinedUniverse` subscription to trigger
selection and add the requested data.
- `DataManager` will make sure an active subscriptions
`SubscriptionDataConfig` will be present in the configuration collection
- Adding unit and regression tests
2019-12-12 17:14:47 -03:00
Martin Molinero 75f4ecaf54 Remove unused SubscriptionDataConfigs
- After removing a `Subscription` entirely, we will now also remove the
matching `SubscriptionDataConfig` from the `SubscriptionManager`
- Adding a new regression test, which fails in `master`
- Fixing previous PR change that removed `Trace` logging when adding
and removing a `Subscription`
- Fixing a bug in the `UserDefinedUniverse` where calling `RemoveMember`
would cause the `SubscriptionDataConfig` to be re added to the
`SubscriptionManager` (not the `DF`). Found this through added
regression test.
2018-11-15 11:35:31 -03:00