Commit Graph

5 Commits

Author SHA1 Message Date
Stefano Raggi fe763d0d4c Allow field selectors to be used with QuoteBars
Previously field selectors only supported TradeBars, always returning Field.Close when using QuoteBars.
2017-04-12 12:46:22 +02:00
Michael Handschuh 591f6b2127 Use IBaseData in type constraints
Refactors existing consolidators, indicators, and helper methods to depend on
IBaseData instead of BaseData. These updates also defines an IBaseDataBar to
act as an abstraction point between TradeBar and QuoteBar.
2016-11-09 09:20:16 -05:00
Stefano Raggi 3e10a7d481 Adds Average, Median, Typical, Weighted indicator selectors 2016-02-03 17:28:09 -05:00
snugs 783be77528 Move Field to QuantConnect common namespace 2015-06-23 15:36:21 -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