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feature-optimize-python-load
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3 Commits

Author SHA1 Message Date
Martin Molinero dea0fe2674 Implementing composition over inheritance 
- Mappings, splits, delisting and dividends will be
`ITradableDateEventProvider` that will be handled by
the `AuxiliaryDataEnumerator`.
 2018-11-20 16:17:44 -03:00
Martin Molinero 6db7f13dca Addressing reviews 
- Will now use the `SynchronizingEnumerator` and avoid the duplicated
synchronization logic.
- Slightly modified the `SynchronizingEnumerator` implementation to
avoid removing enumerators with current `null` returning `true`. Adding unit tests
- Adding unit tests for `DelistingEnumerator`
- Fixing issue where price was not correctly set. Adding new check for
`HourSplitRegressionAlgorithm`
 2018-11-20 15:50:19 -03:00
Stefano Raggi dbaf109c78 Post-review updates 
- Renamed events in SubscriptionDataReader and IHistoryProvider
- Added HistoryProvider base class with events and event invocators
 2018-10-14 22:29:06 +02:00