c9d5764a4b
Fix issue #2826 in which we were unable to write to write Futures or Options data to disk
2019-01-14 11:24:26 -08:00
076bb1627c
Added KaikoDataConverter Toolbox project
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This project can take trade as well as orderbook information from Kaiko
and convert the data into Lean compatible data at all resolutions in
modeled as both trades and quotes.
2017-10-27 15:50:47 -04:00
56c2642118
Don't assume a type of TradeBars for Crypto in LeanDataWriter
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Because crypto bars can be either Quotes or Trades, do not assume that the Crypto bars behave exactly like Forex in the LeanDataWriter ctor.
2017-10-24 09:34:41 -04:00
578efe843f
Further changes for crypto type
2017-08-29 12:19:15 +01:00
4c03383e77
Merge pull request #816 from andrewhart098/lean-data-tester
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CFD and FX data processing tools
2017-03-29 14:05:23 -04:00
22175bb7f0
QuoteBar.Reader does not apply scaling factor to forex and cfd
2017-03-27 12:01:24 -04:00
63ac67f3b7
Added method for testing whether a zip archive is corrupted
2017-03-24 16:59:24 -04:00
21a0eebd4a
Ignore dupe lines in loading hour/daily files
2017-03-16 17:07:23 -04:00
d665382eae
Fix for tick data paths doubling
2016-03-03 21:34:52 +00:00
e2b0a94043
Fix issue in LeanDataWriter that generated the wrong zip file path when writing daily data.
2016-02-23 01:58:19 -03:00
811656948e
Remove duplication from LeanDataWriter.ctor
2016-02-11 20:09:15 -05:00
bb489e4f8d
Update LeanDataWriter to use common path building methods
2016-02-11 17:21:29 -05:00
cf1258708a
Move zip file name gen to LeanData
2016-02-09 18:20:54 -05:00
2bf8ae5f1d
Extract line generation to new LeanData class
2016-02-09 17:51:52 -05:00
9d5dae6e5e
Downloader updates
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- All: Changed Symbol.ToString() to Symbol.Value
- YahooDownloader: fixed wrong month in url query
- YahooDownloader: added StartDate/EndDate as command line args
- YahooDownloader: added command line option to download multiple symbols
- GoogleDownloader: added StartDate/EndDate as command line args
- GoogleDownloader: added command line option to download multiple symbols
2015-11-25 02:37:47 +01:00
daa34da072
Remove some implicit Symbol->string cases
2015-11-17 19:17:41 -05:00
dce997e040
Merge remote-tracking branch 'origin/master' into sid
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Conflicts:
ToolBox/LeanDataWriter.cs
2015-11-17 12:58:55 -05:00
e3ee93fc10
LeanDataWriter now preserves existing hourly/daily data
2015-11-17 12:51:49 -05:00
8f9a228e0c
Remove usages of Symbol implicits from engine
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Breaks SymbolCache into its own file
2015-11-12 13:55:43 -05:00
b1ceabbb35
100x speedup in LeanDataWriter with large files
2015-10-28 10:46:26 -04:00
5c12e94f0d
Enable save of CFD data files
2015-10-28 10:46:26 -04:00
acaa4d6ad9
Fixed directory creation bug in LeanDataWriter
2015-10-28 10:46:23 -04:00
99e9814694
Fixed bug in LeanDataWriter
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With second and minute resolutions, the date of the csv file did not match the containing zip file (off-by-one)
2015-10-28 10:46:22 -04:00
f526322df1
Version Bump 2.1.5.0 New LEAN data writer and update to compression get zip entry name
2015-10-15 16:49:47 -04:00
a60426dd2b
Mid refactor of the toolbox projects
2015-10-15 16:21:26 -04:00
Gerardo Salazar