92ff37f1c9
Merge pull request #3402 from gsalaz98/feature-3401-improve-tradingeconomics-downloaders
...
Improves TradingEconomics Downloaders
2019-07-24 13:35:19 -07:00
7a2c35435c
Merge pull request #3397 from QuantConnect/fxcm-exchange-timezone-mhdb-change
...
FXCM exchange timezone MHDB change
2019-07-16 15:37:19 -07:00
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
9f26a22a0b
FXCM exchange timezone MHDB change
2019-07-15 14:03:59 -03:00
1495345b88
Removes Alternative Data Files
...
Use `.keep` file as a place holder to keep folder structure.
2019-07-11 00:12:01 +01:00
8564dbb70e
Add missing GDAX currency pairs
2019-06-24 21:32:42 +02:00
66086b8872
Update readme.md
2019-06-23 08:30:19 -07:00
bb5cec3a49
Address Review and Fix Unit Tests
2019-06-21 13:14:47 +01:00
e12bb68891
Update readme.md
2019-06-20 17:45:00 -07:00
e7b8ba4dee
Merge pull request #3268 from AlexCatarino/feature-3200-tradingeconomics
...
Implements Trading Economics Data
2019-06-20 13:33:51 -07:00
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
5b34e2519a
Adds TradingEconomicsCalendarIndicatorAlgorithm
...
Adds C# and Python version of TradingEconomicsCalendarIndicatorAlgorithm to show how TradingEconomics data can be added to an algorithm.
2019-06-20 10:35:56 +01:00
7ed94c0a35
Update SECDataConverter to not write null values
...
Update SECReport* to ignore null values
2019-06-19 14:44:48 -07:00
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
a0506ae290
Update bundled data and include new TWX and AOL SEC data
2019-06-19 09:30:33 -07:00
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
2ad1f19f85
Implements Sec Custom Data, ToolBox Application, and Sample Algorithm
2019-06-17 16:45:53 -07:00
3faabc116a
Fix error in symbol-properties-database.csv causing travis build to fail
2019-06-07 08:49:56 -07:00
b0406ba9eb
Adds the following symbols to futures database: EI, EMD, ...
...
EN, EPN, ESK, EVC, EWG, EWN, EXR, F1U, FO, FRC, FSS, GCU, GD, GDK,
GNF, HCL, HG, HH, HP, HRC, HTT, IBV, J7
Add new utility functions in FuturesExpiryUtillityFunctions
2019-06-07 08:49:56 -07:00
87f03e68ca
Merge pull request #3185 from gsalaz98/feature-2991-add-expirations-to-futures-database-part-4
...
Add Various Symbols to Futures Database (Part 4 / 11)
2019-05-17 07:16:54 -07:00
44a4451ea3
Adds the following futures to futures database: BTC, ...
...
BWF, BZ, CB, CJY, CNH, CRB, CSC, CSW, CSX, CU, D1N, DC,
DCB, DY, E6, E7, EAD, ECD, EDP, EH
2019-05-10 17:39:51 -05:00
f7e06510d4
Fix missing front month contract in energy futures backtesting
...
Energy futures (CL, HO, RB, NG) expire in the month before the contract month.
To handle these properly, the following changes have been implemented:
- the AlgoSeekFuturesReader has been updated to create the future symbol with the correct expiry date
- the zip entry names in futures data files now contain the full expiry date (in addition to the contract month)
- the sample data files have been updated to use the new zip entry names
- new unit tests have been added and existing ones updated
2019-04-29 09:40:59 +02:00
a01825992b
Add AssetClassification and CompanyProfile fine data
2019-04-24 04:21:46 +00:00
35b0d84247
Add the following futures to futures database: AGA, AJL, AJS, ...
...
AJY, AKL, AKZ, ANE, APS, AR0, ARE, AUP, AVZ, AW, AYV, AYX, AZ1, B0, B7H, BCF, BIO, BK, BOO, BR7
Correct wrong entry for symbol ZT in symbol-properties-database
Add missing holidays or early closes for energies and fx in mhdb
2019-04-22 17:16:47 -05:00
5db98c8f53
Fix symbol ACD's symbol-properties-database entry
2019-04-09 12:38:40 -07:00
26c2f2e36a
Adds The Following Symbols To Futures Database: 6Z, A0D, A0F, A1L, ...
...
A1M, A1R, A32, A3G, A7E, A7I, A7Q, A8J, A8K, A8O, A91,
A9N, AA6, AA8, ABS, ABT, AC0, ACD, AD0, ADB, AE5
2019-04-04 17:03:57 -07:00
890ed36d0c
Merge pull request #3014 from gsalaz98/feature-2991-add-expirations-to-futures-database-part-1
...
Add 1S, 22, 6L, 6R, 6M to Futures Database
2019-03-27 17:07:02 -07:00
afd10768a6
Merge pull request #3002 from QuantConnect/bug-subscription-data-reader-time-zones
...
Fix Time Zone Bug in SubscriptionDataReader
2019-03-27 08:06:17 -07:00
2152b990bf
Add market holidays and early closes to new futures
2019-03-25 09:36:12 -07:00
5e562c07c0
Use market hours database instead of custom FuturesExpiryCalendar
...
Added additional test cases for symbols 6L and 6M
2019-03-20 13:45:29 -07:00
60816ecea5
Fix dataTimeZone for new future 1S
2019-03-18 20:14:56 -07:00
ea6d8ee088
Merge branch 'master' into feature-2991-add-expirations-to-futures-database-part-1
2019-03-18 19:52:47 -07:00
4d4f27f027
Add 1S, 22, 6L, 6M, 6R to futures database
2019-03-18 17:06:35 -07:00
f4d5f0e458
Adds RTY, NKD, and YO to Future's Database
...
Adds Russell 2000 E-Mini (RTY), Nikkei 225 Dollar (NKD) and Sugar 11 CME Globex (YO) to future data: entails update entries in market hours and symbol properties databases.
Updates `FutureExpiryFunction` to handle these contracts expiration date.
2019-03-15 17:22:10 +00:00
a44825bbae
Update AU200AUD MHDB
2019-03-14 16:02:03 +00:00
d215d0a9f7
Add CfdTimeZonesRegressionAlgorithm
2019-03-14 12:13:14 +01:00
b98d1d7054
Update US200USD MHDB
2019-03-14 09:30:53 +00:00
5d0449269b
Update EU50EUR MHDB
2019-03-14 09:26:18 +00:00
625b532f64
Update FR40EUR MHDB
2019-03-14 08:51:42 +00:00
5ab56e56cf
Update NL25EUR MHDB
2019-03-14 08:39:14 +00:00
4ae094256d
Update HK33HKD MHDB
2019-03-13 22:06:24 +00:00
01fb060f1a
Update JP225USD MHDB
2019-03-13 20:18:57 +00:00
8902759a89
Update DE30EUR MHDB
2019-03-13 20:02:26 +00:00
c0ae214d34
Update UK100GBP MHDB
2019-03-13 19:46:12 +00:00
29ebbc9623
Update SPX500USD MHDB
2019-03-13 19:40:53 +00:00
fde24ee91b
Update NAS100USD MHDB
2019-03-13 19:38:07 +00:00
51dee80789
Update US30USD MHDB
2019-03-13 19:14:01 +00:00
e37acc3601
Update sample coarse data files
2019-03-11 22:02:32 +01:00
463dd1d329
Add documentation for cfd, crypto, forex, future, and option data ( #2978 )
...
* Add documentation for cfd, crypto, forex, future, and option data
* Update data documentation to ensure consistency
* Fix titles, removed timezone reference
2019-03-04 16:54:02 -08:00
b5f4aba711
XAUUSD sample second and tick data files updated
2019-02-27 18:10:14 +00:00
Jared