Commit Graph

5 Commits

Author SHA1 Message Date
Andrew 9d90ff1cb1 Hourly and daily crypto files need their tick type specified in their zip archive filename 2017-10-26 15:13:48 -04:00
quant1729 1305d96edd Open interest support: backtesting, converters, live data handlers (IQFeed/IB), live trading (IB). First cut. Regression Test. 2016-11-15 21:33:33 +01:00
quant1729 1141cd21e6 Merge branch 'futures' into master
Conflicts:
	Algorithm.CSharp/QuantConnect.Algorithm.CSharp.csproj
	Algorithm/QCAlgorithm.cs
	Brokerages/InteractiveBrokers/InteractiveBrokersBrokerage.cs
	Common/QuantConnect.csproj
	Common/Securities/Option/Option.cs
	Data/equity/usa/factor_files/aapl.csv
	Data/symbol-properties/symbol-properties-database.csv
	Engine/DataFeeds/Enumerators/Factories/BaseDataSubscriptionEnumeratorFactory.cs
	Engine/DataFeeds/Enumerators/Factories/OptionChainUniverseSubscriptionEnumeratorFactory.cs
	Engine/DataFeeds/SubscriptionDataReader.cs
	ToolBox/QuantConnect.ToolBox.csproj
2016-11-07 16:18:11 +01:00
Michael Handschuh b54e590d4e Add LeanDataPathComponentsTests
Adds test for this type and fixes a few bugs relating
to parsing of options file paths.
2016-11-01 03:08:12 -04:00
Michael Handschuh 6aaab4e73f Move LeanDataPathComponents to Common
This can be useful in so many scenarios... if only it had tests
2016-11-01 02:53:49 -04:00