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feature-python-dataframe-performance-2
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10 Commits

Author SHA1 Message Date
AlexCatarino 7a9778f9fd Addresses Peer-Review 
- Do not reuse parameter variables `start` and `end`. Create new variables with meaningful names and rename them to `startUtc` and `endUtc`.
- Use `EachTradeableDayInTimeZone` to calculate `tradableDates`.
- Adds another test/assertion in the regression algorithms to ensure tests in the scheduled event were performed.
 2020-05-29 14:56:10 +01:00
AlexCatarino 8b1afdb083 Fixes History Request Data Time Zone 
The tradable days of the history request should respect the data time zone since the data source files also do.

Upgrade `BasicTemplateFuturesHistoryAlgorithm` to a regression algorithm and add a schedule event to test history requests every hour.
 2020-05-29 00:31:12 +01:00
Michael Handschuh 49af364055 Update Algorithm.CSharp to respect CA1304 and CA1305 
Updates all occurrences of parsing/ToString-ing to go through the new
StringExtensions methods that use CultureInfo.InvariantCulture

See #3045
 2019-09-12 15:30:45 -04:00
Jing Wu 4c98817c9e change the benchmark setting 2018-04-12 18:33:01 -04:00
Jing Wu 4fee2a8f3f minor change 2018-04-12 15:45:59 -04:00
Jing Wu 955366ee48 change the resolution to minute for futures history request 2018-04-12 15:39:59 -04:00
Jing Wu 50ff079ad6 fix typo 2017-11-15 14:03:49 -05:00
Jing Wu 49ef6185ca change the start and the end date of futures history algorithm 2017-11-15 13:07:11 -05:00
Jared Broad 4ebc44de44 Added tags to some C# algorithms 2017-09-19 17:45:04 -04:00
quant1729 b6cd0b0b8c Added support for derivatives history. Tested: IQFeed, IB. First cut. Added history sample algos. Added config.json. 2016-11-21 15:50:55 +01:00