- Reduce the amount of `Path.Combine()` usages -> it has a peformance
overhead
- Improving `FineFundamentalSubscriptionFactory` GetSource algorithm,
now it will not check if each file exists while finding the appropriate,
since we already iterated the directory before
- `DefaultDataProvider` will not check if file exists since `new
FileStream` performance the same operation internally
Improve logging across all TradingEconomics Downloaders
Add retries to HTTP requests due to occassional failure
Added skipping of duplicates, skipping of
fields with no actual value, temp file writing, temp file moving
Write to proper output directory
Update data directory structure
Update GetSource in BaseData implementation for TradingEconomics
Parallelize data processing and writing to disk
* Adds Validate class in util with accompanying regular expressions
* Provides tests for NotificationEmail and Validate.EmailAddress
* Provides default values for NotificationEmail Subject and Message
These default values resolve the underlying issue of #3021 w/out
needing to modify external sources (such as impl of IMessagingHandler)
* Moves _liveMode check into Allow method for stream-lined Email/Sms/Web
* Updates default _resetTime to default(DateTime) to make explicit the first
invocation semantics
* Updates _resetTime increment to be hourly instead of rounded hours as this
caused strange behavior in the units tests when too close to the hour
* Synchronizes Allow method to avoid potential race conditions with += on
_count and setting of the _resetTime
- Release: Financial releases for the specified company
- Estimate: Financial estimates for the specified company
- Consensus: Consensus of the specified release
For each equity endpoint, we create a `BaseData`, a Downloader and add unit tests.
- Adding `IRealTimeHandler.OnSecurityChanged()` will be used to update
the `OnEndOfDay` security related scheduled events
- Adding `BaseRealTimeHandler.cs` to reduce code duplication in the
`Backtesting` and `LiveTrading` `RealTimeHandlers`
- Adding CSharp and Python regression tests
- Deprecating `OnEndOfDay()` callback because of two reasons, mainly
because Python does not support two methods with the same name, but also
because different assets have different market close times.
- `ScheduledEvents` set at the same time will now be deterministic
- Changes the destination folder
- Remove Symbol converter
- Refactors Get method to return `Task<string>`
- Since `HttpRequester` returns `Task<string>`, it makes more sense to pass this result than returning a `IEnumerable<string>`.
Implements an interface for all Trading Economics Data
- Adds Trading Economics Calendar Downloader and program to be used in the Toolbox.
- Adds Trading Economics Indicators Downloader and program to be used in the Toolbox.
- Adds Trading Economics Earnings Downloader and program to be used in the Toolbox.
- Adding new `StepTimeProvider` that will advance time based on a
desired custom evaluator.
- Live trading `Options`, `Futures` and `Coarse` data will use a
`FrontierAwareEnumerator` + `StepTimeProvider`. This will allow to hold
the selection data until its the desired time
- `Universe.CanRemoveMember` will round the members time in the universe
based on the `UniverseSettings.MinimumTimeInUniverse`
Delete converter because an existing utility already existed
Moved code from factory to converter class as statics
Add rankandfile as a CIK to ticker mapping source
Jared Broad