Commit Graph

85 Commits

Author SHA1 Message Date
Jared 92ff37f1c9 Merge pull request #3402 from gsalaz98/feature-3401-improve-tradingeconomics-downloaders
Improves TradingEconomics Downloaders
2019-07-24 13:35:19 -07:00
Gerardo Salazar 920010b242 Add rategate to all requests so that we don't run over rate limits
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
2019-07-16 12:02:47 -07:00
Gerardo Salazar a9a11fc848 Address Mike's review 2019-07-09 17:46:15 -07:00
Gerardo Salazar 4a83793067 Address review 2019-07-09 17:46:15 -07:00
Gerardo Salazar d5e148b05c Adds Psychsignal data converter and custom data implementation 2019-07-09 17:45:31 -07:00
AlexCatarino 7b81f1a64d Implements Estimize Equity Endpoints Alternative Data
- 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.
2019-06-21 13:14:47 +01:00
Jared e7b8ba4dee Merge pull request #3268 from AlexCatarino/feature-3200-tradingeconomics
Implements Trading Economics Data
2019-06-20 13:33:51 -07:00
AlexCatarino 66a0c7377d Addresses Reviews
- 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>`.
2019-06-20 10:35:56 +01:00
AlexCatarino 6ce48315a6 Implements Trading Economics Data Downloader
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.
2019-06-20 10:34:01 +01:00
Gerardo Salazar 7ed94c0a35 Update SECDataConverter to not write null values
Update SECReport* to ignore null values
2019-06-19 14:44:48 -07:00
Gerardo Salazar a04d8dc0ab Fix potential null value in field FormerCompanies
Update data to reflect changes

Add missing AAPL data point we originally intended to include
2019-06-19 11:09:47 -07:00
Gerardo Salazar ff6d1a814f Fix issue where SECDataConverter would fatally fail 2019-06-18 17:54:33 -07:00
Gerardo Salazar 5a304a4cb5 Change path of alternative data folder
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
2019-06-17 16:45:54 -07:00
Gerardo Salazar 3c04d922c2 Address reviews 2019-06-17 16:45:53 -07:00
Gerardo Salazar 2ad1f19f85 Implements Sec Custom Data, ToolBox Application, and Sample Algorithm 2019-06-17 16:45:53 -07:00
Martin Molinero d9e407b2f4 Fix quandl data source 2019-06-13 18:43:58 -03:00
Jared Broad 4c81aebe1e Revert FxcmVolume remove 2019-06-12 16:49:33 -07:00
Jared 04d4557558 Merge pull request #3305 from QuantConnect/bug-quandl-proxy
Update Quandl.cs
2019-06-12 16:01:30 -07:00
Jared 8a832047e2 Delete FxcmVolume.cs 2019-06-12 16:00:07 -07:00
Jack Simonson 0b5b4dacbe Update Quandl.cs
Cleaned up URL
2019-06-12 15:59:48 -07:00
Jack Simonson 4ee5855c94 Update Quandl.cs
Change source url to Quandl's direct API URL
2019-06-11 16:45:07 -07:00
Jack Simonson 543abd77c5 Delete DailyFx class
Deleted DailyFx class and associated references in algorithms and tests
2019-05-22 09:36:19 -07:00
Alexandre Catarino 3f00762bfd Adds Custom Data from US Energy Information Administration (eia.gov) (#3136)
New custom data class USEnergyInformation with new demonstration algorithms, the updated config file for users to set their EIA token.

Adds `CloseTime` to represent the time that the data period end. `EndTime` represents, in turn, the time the data is emitted. There is an offset between `CloseTime` and `EndTime` that is defined by the difference between the last bar as emitted and its time. 

In live mode, if the `USEnergyInformation.Reader` returns null, the `CollectionSubscriptionDataSourceReader.Read` method will pull for new data constantly. Therefore it should return an empty `BaseDataCollection` object.
2019-04-30 17:22:11 -07:00
Jared 5aade49092 Fix bug in EventDataTime property 2019-01-13 20:05:37 -08:00
Juan José D'Ambrosio f6b5da261a Implement method for setting the time interval between calls
Update Python version of BasicTemplateIntrinioEconomicData
2018-11-14 14:10:59 -03:00
Juan José D'Ambrosio 12513a3217 Set the free limit in the regression algorithm
Left the default rate gate time span in 5 seconds. 

Increment the rate gate time span to 1 minute only for testing..
2018-11-13 12:34:30 -03:00
Juan José D'Ambrosio 8cb2b51237 Increment Intrinio time between calls to 1 minute
The actual implementation uses the Intrinio `historical_data` end point and ask for CSV format. At the moment of development, the key they provided and the one used in the test has a limit of 1 call per second for the historical_data` end point`, now the key only free access 1 call per minute.

This commit is the fastest fix for the test failing but is impractical for any user with a free account. Maybe a better solution is to implement `historical_data` end point and but asking for the JSON (default) format. This implies implementing reading the data from JSON and implement paging in the `BaseData.Read` method.
2018-11-13 11:46:38 -03:00
Stefano Raggi 57d50c69c4 Fix XML documentation compiler warnings
- Fixed all warnings except for missing XML comments (CS1591)
2018-11-09 11:44:03 +01:00
Martin Molinero b163ec81cf Modifying Quandl custom data source address
- Quandl custom data source address will now use QuantConnect proxy.
2018-10-10 21:31:05 -03:00
Stefano Raggi 683224435a Enable TLS 1.2 for Quandl API usage 2018-09-20 17:34:23 -04:00
Martin Molinero 4f5f7330a9 Fix for Quandl custom data race condition 2018-08-10 18:30:17 -03:00
Stefano Raggi 3d48efcbea Add Tiingo Daily Prices example algorithm 2018-07-24 13:24:52 +02:00
Stefano Raggi ba1f5ae673 Add Tiingo daily data 2018-07-19 21:22:18 +02:00
Juan José D'Ambrosio b2b541483f Intrinio template modified, C# regression test added
Intrinio Python port added


Python regression test added


RateGate implemented in static IntrinioConfig


Clean stuff


Intrinio C# regression test pass


Intrinio working, Python port, C# regression test
2018-03-26 09:41:10 -03:00
Juan José D'Ambrosio 14571a2c9b exception fixed 2018-01-08 20:28:13 -03:00
Juan José D'Ambrosio 41d1646a27 SetUserAndPassword static method moved to IntrinioConfig 2018-01-08 19:32:32 -03:00
Juan José D'Ambrosio 5d57ff25eb IntrinioConfig implemented 2018-01-05 22:05:00 -03:00
Juan José D'Ambrosio fc888265ea static class IntrinioConfig added 2018-01-05 21:50:57 -03:00
Juan José D'Ambrosio 413c19df69 Static method for set API user and password 2018-01-05 19:36:33 -03:00
Juan José D'Ambrosio 4bfdcc1686 no sleep on BaseData Implementation
Return null subscrition instead
2018-01-03 21:40:37 -03:00
jjd 003f969f27 Small fix 2017-12-21 20:59:04 -03:00
jjd 57c68ff651 sleep time int 2017-12-15 20:11:03 -03:00
jjd a44672a553 race condition issue 2017-12-11 13:24:10 -03:00
Juan José D'Ambrosio ab4ff006d9 Merge remote-tracking branch 'origin/IntrinioEconomicDataIndices' into IntrinioEconomicDataIndices 2017-12-11 12:56:13 -03:00
Juan José D'Ambrosio 76dc84aa2a Time between API call adjusted
Basic rought oil arbitrage strategy.
2017-12-11 12:55:49 -03:00
Juan José D'Ambrosio a813a7452f Rename IntrinioEconomicDAta.cs to IntrinioEconomicData.cs 2017-12-09 20:06:04 -03:00
Juan José D'Ambrosio 9b0cb87a34 comments added 2017-12-09 18:49:36 -03:00
Juan José D'Ambrosio e8e7890aaf Intrinio Economic Data 2017-11-30 11:43:34 -03:00
Juan José D'Ambrosio d795b99715 First Algo working 2017-11-30 06:57:49 -03:00
Juan José D'Ambrosio 3fc356034b Intrinio Economic Data 2017-11-30 00:21:13 -03:00