Commit Graph

4 Commits

Author SHA1 Message Date
Martin Molinero 1d43dcd601 Add BaseData.AdjustResolution
- Adding `BaseData.AdjustResolution()` that should return a valid
resolution for the given data and security type.
This allows us to set a limitation which is useful to avoid invalid data
requests or unnecessary fill forward situations. The user will be
notified through a console message.
- Adding unit and regression test
- Updating example algorithms custom data resolution
- Some performance improvements. Wont change console color if
`SelectedOptimization` is defined
2019-11-04 20:38:26 -03:00
Martin Molinero 8966a3884f Filter custom securities from SecurityChanges
- Will filter out custom securities from `SecurityChanges` for user
code, note that by default it will not filter
- Adding unit tests
2019-10-21 18:03:13 -03:00
Gerardo Salazar e3e3fc710a Add python example algorithm
Address reviews
2019-07-30 10:13:31 -07:00
Gerardo Salazar d394251ac9 Implement U.S. Treasury yield curve alternative data source 2019-07-24 16:48:55 -07:00