Commit Graph

12 Commits

Author SHA1 Message Date
AlexCatarino 46ead54f79 Implements Quandl support for Python
Implements Quandl support for Python.
It was not possible to derive from Quandl in order to select the column. If the data did not have "close", it would thrown an exception since it would look for this work in a dictionary.
It is now possible to select the column.
See example QuandFuturesDataAlgorithm.py
2017-07-27 00:18:08 +01:00
snugs 18edd22e68 Rename SymbolCache.Get to SymbolCache.GetSymbol 2015-11-18 12:55:49 -05:00
snugs 7b6c82841f Initial implementation of SecurityIdentifier 2015-11-12 13:55:42 -05:00
snugs afd336ac66 Implement BaseData.Clone in DynamicData 2015-09-15 15:40:06 -04:00
snugs e1938baafe Clean up using directives 2015-09-01 22:17:35 -04:00
snugs df79ce30c2 Adds the Symbol type
This includes updating all usages of symbol as a security identifier to use the new type.
The type includes a unique field, SID, as well as the current ticker's value. This allows
for consistent addressability while also allowing the ticker to evolve over time with the
mapping changes.

Effort was made to maintain compile and runtime backwards compatibility.
2015-09-01 22:17:10 -04:00
snugs 87554ecf0d Implements OnData(Slice) and remove v1.0 event handlers
Also cleans up IAlgorithm interface of unused/old methods
Slice is a new type that contains all the data from a time slice to be sent into an algorithm
2015-07-03 15:15:15 -04:00
QuantConnect fde0cbed3a Strip out block quote section header comments 2015-06-13 16:04:27 -04:00
snugs 89b6e98af8 Fixes warnings mostly relating to xml comments
Also cleans up some block comments

Via PR#72 - thanks @ammachado!
2015-05-13 10:56:47 -04:00
snugs ef04c41f59 Adds DynamicDataConsolidator and uses in ResolveConsolidator
Also renamed example algorithm filenames to match the type name
2015-03-14 15:43:24 -04:00
QuantConnect cd8e7a8275 Made dynamic data more robust by searching for properties with lower case 2015-02-27 02:22:21 -03:00
Jared Broad b3de520915 Initial commit 2015-01-12 12:03:33 -03:00