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