- Completly move `DataManager` in front of `DataFeed`. Specifically
`AddSubscription()` and `RemoveSubscription()` implementations. Also
removing IDataFeed.Subscriptions
The SubscriptionDataReaderHistoryProvider was using StubResultHandler, so no error messages were being shown or logged. By adding events to IHistoryProvider and SubscriptionDataReader, the dependency on IResultHandler could be removed completely and error messages are now pushed up the stack.
This is only a mechanical refactor for the updated IHistoryProvider.Initialize method in all IHistoryProvider implementations, call sites and unit tests.
Some algorithms had dependencies outside of the file that needed
to be copied into each project. The alternative here is to move
the Bitcoin and QuandlFuture type into Common\Data or similar
When creating a CRL type in runtime to represent a python custom data class, we need define `DynamicData` as its parent class so that it passes the `IsAssignableFrom` condition in `SubscriptionManager.AddConsolidator`
Move the logic of importing the module into AlgorithmPythonWrapper where it is wrapped.
Throws an exception if the script does not have a class that inherits from either QCAlgorithm not QCAlgorithmFramework.
Adds a check for OnData being defined in the module. If not, OnData from the base class will not be called (it causes stack overflow otherwise)
Martin Molinero