b11c14a1e9
Address mchandschuh's review #2
2019-07-09 17:46:15 -07:00
a9a11fc848
Address Mike's review
2019-07-09 17:46:15 -07:00
4a83793067
Address review
2019-07-09 17:46:15 -07:00
859bdb1cad
Add unit tests to ensure raw files download with same date as file date
2019-07-09 17:45:31 -07:00
5d6bf2ad66
Address reviews
2019-05-30 15:34:02 +02:00
516149b793
Implement CoinApiBitfinexSymbolMapper
2019-05-29 21:49:00 +00:00
f7e06510d4
Fix missing front month contract in energy futures backtesting
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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
64321dfba2
Updated cases to pass for new sample data file
2019-02-27 14:25:28 +00:00
22ba5d431f
#2824 : Add RandomValueGenerator
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The random value generator aims to abstract away the generation of the
key bits of data from the toolbox project. This provides a baseline
implementation for anyone who wishes to customize their data randomizaton.
Simply subclass and override the desired methods. A full test suite is
included to ensure the data generated meets specifications.
2019-01-15 14:33:10 -05:00
c24a12f6b9
Futures ticker will now support daily and weekly expirations
2018-09-11 17:46:28 -03:00
fadda32e08
Enable ignored/excluded Python unit tests
2018-08-09 11:51:53 +02:00
4ace8cb255
Lean Visualizer C# toolbox project and Python Wrapper working
2018-04-27 11:49:52 -03:00
62ae804c58
remove daily and hourly resolution in ReadFutureChainData test file
2018-04-13 15:50:21 -04:00
71cb62e033
Remove unused IDataCacheProvider from ZipEntryNameSubscriptionDataSourceReader
2018-02-13 14:48:35 +01:00
ef9a841ae1
Merge branch 'master' into gdax
2017-10-13 21:43:19 -04:00
e728ac7abb
Merge pull request #1193 from Jay-Jay-D/FxcmVolumeScript
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FxcmVolumeDownloader new options
2017-10-12 18:13:23 -04:00
6595e4c865
Ignore long tests.
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DatetimeFormat
2017-10-12 18:00:26 -03:00
d87905b97d
Fxcm Volume all and update option implemented
2017-10-09 18:30:05 -03:00
fe7e719e2d
Disable FXCM volume tests as they go down on the weekend
2017-10-01 16:47:47 -04:00
7fab872927
Integrates with crypto security
2017-09-15 13:42:51 +01:00
67ae535e82
not working as expected :(
2017-09-07 12:02:06 -03:00
176af1894d
all test passed
2017-09-07 11:37:44 -03:00
5f5bca46c9
daily and hourly data is append if the file exist and saved a new file if the file doesn't exist.
2017-09-07 11:13:41 -03:00
6c06413fe4
Moves existing bitfinex to crypto and updates crypto tests
2017-08-30 13:46:30 +01:00
578efe843f
Further changes for crypto type
2017-08-29 12:19:15 +01:00
f2bcad3451
FXCM Forex Real volume and Transactions ToolBox Project ( #1025 )
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Create ForexVolume.cs
ForexVolumeDownloader added
* testing
Retrieving all resolution data.
* Writer WIP
Writing volume data with LeanDataWriter
* hour and minute data correctly saved
* algorithm added
* all working!
Downloader slices big requests working!
Cleaning made, documentation added.
* vwma qcalgorithm
VWMA QCalgorithm done.
* small fix
* Small changes.
Typo fix
* Duplicated dates issue fixed
* QC sid added.
feed changed.
* code cleaning
* data correctness test implemented
* First review changes.
* Review changes
* LeanData.cs reseted
* Forex volume writer hour and daily data tests passed.
* Cleaning tests WIP
* All test pass.
* Tests refactoring done.
All tests pass.
* config.json reverted
* FxcmDD reverted
* program.cs clean
namespace fixed
* Resolution and Symbol argument check added.
* Start date fix.
* end date request fixed
* Update Program.cs
market fixed
Update Program.cs
* New path implemented and working.
Reading tests deleted.
* Update Program.cs
* ForexVolume renamed to FxcmForexVolume
Rename classes and files to FxcmVolume
2017-08-28 16:25:52 -04:00
2a9c8f3843
Another small naming fix
2017-06-28 10:19:44 +02:00
a431c21a46
Changed local variable names to camelCase
2017-06-28 10:06:59 +02:00
addf2101fa
Added / fixed conversion test from minute to hourly/daily for futures
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- Adapted DataReader to load zipfile entries
- Uploaded corrected daily / hourly data for ES and GC
2017-06-27 10:25:34 +02:00
22175bb7f0
QuoteBar.Reader does not apply scaling factor to forex and cfd
2017-03-27 12:01:24 -04:00
Gerardo Salazar