- Moved IConnectionHandler and DefaultConnectionHandler from ToolBox project to Brokerages project
- Added connectionId to IConnectionHandler.Initialize to support multiple connections
- Added new BitfinexSubscriptionManager to BitfinexBrokerage to handle max 30 channels per websocket
- 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.
Implements an interface for all Trading Economics Data
- Adds Trading Economics Calendar Downloader and program to be used in the Toolbox.
- Adds Trading Economics Indicators Downloader and program to be used in the Toolbox.
- Adds Trading Economics Earnings Downloader and program to be used in the Toolbox.
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.
Created random-seed argument for rdg in order to let the user get deterministic output
Update documentation in 'FactorFileRow.cs' to accurately reflect factor
file structure
Update CSV generation for FactorFile so that it uses FactorFileRow's CSV
generator
Add FinancialCalendar to make it easier to implement logic regarding
financial quarters
Add mapping events to RandomDataGenerator
Update MapFileRow ToCsv method to correctly emit the ticker as lowercase
Fix bug in FactorFile where we would get the same initial data point twice
when we converted it to CSV
Create new method to convert a MapFile to CSV
Create new method to write MapFile to disk as CSV
Add unit test to test for successful CSV generation in MapFile
Add new files to project
Add FinancialCalendar unit tests
Create new class to handle generation of dividends, splits, and maps
- Updates PythonNet to 1.0.5.17
- Improve performance by adding new `interop` `type` cache holding a `bool`, true if its an `exception`. And adding a `setter` and `getter` cache for the `propertyobject`. Closes#2925.
- Decimal parsing allows numeric string in exponential notation. Closes#2918#2919.
Closes#2929
- Requires a new PythonNet 1.0.5.15 package where the different `.dll` are in a
specific folder: `\win` `\linux` and `\osx`
- Removed not present `decimal.py` from `Algorithm.Python` project. It
was moved into `Common`.
- Replace `xbuild` for `msbuild` required for using the `System.Runtime.InteropServices`.
Also note the `xbuild` on travis prints:
> >>>> xbuild tool is deprecated and will be removed in future updates, use msbuild instead <<<<
In the new package:
- C# decimal conversion will use C# double and python float due to the big performance impact of converting C# decimal to python decimal;
Invoke from toolbox cli using --app=rdg or --app=randomdatagenerator
Produces random data over the requested time frame in the desired resolution,
security type and density.
Here's a few sample command line invocations:
--app=rdg --start=20190101 --end=20200101 --symbol-count=1 --resolution=Daily --data-density=Dense --include-coarse=false
--app=rdg --start=20190101 --end=20200101 --symbol-count=10 --security-type=Future --resolution=Hour --data-density=VerySparse
--app=rdg --start=20190101 --end=20200101 --symbol-count=5 --security-type=Option --resolution=Minute --data-density=Sparse
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.
When selecting IEXDataQueueHandler as a data source for live trading,
it would not connect. The following fixed the issue:
- Updated Socket IO NuGet package (and its dependencies) to latest;
- In GzipStreamProvider, removed obsolete "using" statement refering
to deprecated Socket IO API (using statement was not used anyways);
- Increased the reconnection delay value to its recommended
value (1000ms), this was necessary for the feed to connect;
- Minor change in IEXDataQueueHandler to parse Json message.
"(JObject)message" would compile, but threw a runtime error, as this
formulation could not implicitly convert string to JObject. Used
the cleaner "JObject.Parse()" method instead.
Using thread safe implementation
Minor fixes.
Change ICSharpCode.SharpZipLib reference
New reference match the `ICSharpCode.SharpZipLib`in `QuantConnect.Compression`.
ToolBox support for converting Ivolatility equity data to
Lean TradeBar format for min,hour,day resolutions.
Also adds Gzip stream reader to list of supported zip formats.
Gerardo Salazar