Commit Graph

6 Commits

Author SHA1 Message Date
Michael Handschuh d709d1c4e0 Update Common 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 14:13:24 -04:00
Martin Molinero 08b72c5907 Overall performance improvements v2
- Adding `LazyToUpper()` implementation, that will avoid the call to
`ToUpper` if the string is already upper.
- Reduce the timezone conversions at `Time.EachTradeableDayInTimeZone`
- `TotalPortfolioValue` will iterate over all securities once
- Adding new `SecurityIdentifier` cache, significant impact for
algorithms using coarse/fine data
2019-06-05 17:06:59 -03:00
Gerardo Salazar 55f8376c53 Create mapping, IPO, delisting, splits, and dividends random generation
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
2019-04-02 21:25:10 -07:00
Michael Handschuh 57affafdc2 Implement 'live' factor files
Adds reference price to dividend/split
Adds GetSplitsAndDividends to FactorFile
Adds Apply methods to FactorFile/FactorFileRow
Updates factor files to include reference prices
2018-08-14 17:58:44 -04:00
snugs a0bb89301e Adds MapFileRow.ToString overload - easier debugging 2015-12-15 10:04:05 -05:00
QuantConnect 785e94d209 Tidy up of the ToolBox project to reduce duplicated code 2015-10-08 17:56:49 -04:00