- Reduce the amount of `Path.Combine()` usages -> it has a peformance
overhead
- Improving `FineFundamentalSubscriptionFactory` GetSource algorithm,
now it will not check if each file exists while finding the appropriate,
since we already iterated the directory before
- `DefaultDataProvider` will not check if file exists since `new
FileStream` performance the same operation internally
In order to add support custom python indicators for `QCAlgorithm.PlotIndicator`, we created a `PythonIndicator` class that wraps the custom python indicator. In `QCAlgorithm`, the reference of the wrapper is saved into a dictionary keyed by the python indicator handle.
Previously the enumerator would get stuck and stop emitting data if one of the underlying enumerators returned a data point with the time greater than the current time. The existing unit test would only emit the first data point for the two underlying streams.
The enumerator has been updated to support data points in the future and the unit test has been extended to assert both data point counts and values.
* Adds Validate class in util with accompanying regular expressions
* Provides tests for NotificationEmail and Validate.EmailAddress
* Provides default values for NotificationEmail Subject and Message
These default values resolve the underlying issue of #3021 w/out
needing to modify external sources (such as impl of IMessagingHandler)
Adds basic test coverage for default NotificationManager.
* Confirms correct notification type added to Messages
* Confirms rate limit set at 30 (unable to fully test due to hard-coded
and non-abstracted rate limit logic (could upgrade to RateGate as ctor
parameter to aid unit testing here)
- Release: Financial releases for the specified company
- Estimate: Financial estimates for the specified company
- Consensus: Consensus of the specified release
For each equity endpoint, we create a `BaseData`, a Downloader and add unit tests.
- Adding `IRealTimeHandler.OnSecurityChanged()` will be used to update
the `OnEndOfDay` security related scheduled events
- Adding `BaseRealTimeHandler.cs` to reduce code duplication in the
`Backtesting` and `LiveTrading` `RealTimeHandlers`
- Adding CSharp and Python regression tests
- Deprecating `OnEndOfDay()` callback because of two reasons, mainly
because Python does not support two methods with the same name, but also
because different assets have different market close times.
- `ScheduledEvents` set at the same time will now be deterministic
These changes are required to connect and receive data properly since the TLS 1.2 server upgrade on 6/16/2019. This also required upgrading the IKVM libraries for C#/Java interop.
These changes are required to connect and receive data properly since the TLS 1.2 server upgrade on 6/16/2019. This also required upgrading the IKVM libraries for C#/Java interop.
- Adding new `StepTimeProvider` that will advance time based on a
desired custom evaluator.
- Live trading `Options`, `Futures` and `Coarse` data will use a
`FrontierAwareEnumerator` + `StepTimeProvider`. This will allow to hold
the selection data until its the desired time
- `Universe.CanRemoveMember` will round the members time in the universe
based on the `UniverseSettings.MinimumTimeInUniverse`
Jared