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feature-python-dataframe-performance-2
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4 Commits

Author SHA1 Message Date
Stefano Raggi d8dc03fadc Reuse symbol properties database for currency conversions (#4710) 
* Remove invalid symbols from symbol properties db

* Add SymbolPropertiesDatabase.GetSymbolPropertiesList

* Remove symbol list in BitfinexSymbolMapper

* In EnsureCurrencyDataFeed fetch symbols from symbol properties database

* Remove symbol list in OandaSymbolMapper

* Remove unused code

* Address review

- Remove StringComparer.OrdinalIgnoreCase usage
- Rename KnownSymbolStrings to KnownTickers
 2020-09-14 15:12:17 -03:00
Jared Broad fb7d1994ff Tidy and add tags 2017-09-20 17:14:44 -04:00
Stefano Raggi 6bea453b23 Move CurrencyPairs and CurrencySymbols into Currencies class 2016-01-21 17:57:49 +01:00
snugs 844a040be5 Initial impl of coarse universe selection 
Adds concept of Subscription to contain everything a data feed needs in order to process  single data feed item
Moves preparation of all data to data feed thread, algo thread receives data in format it needs
QCAlgorithm.SetUniverse( func ) allows selection based on market/symbol/dollar volume/price
Remove laziness from Slice as optimization, no order by in real time handler
 2015-08-06 17:52:23 -04:00