Commit Graph

12 Commits

Author SHA1 Message Date
Martin Molinero 68ad2f51b6 Address reviews
- Replacing `BaseData.AdjustResolution` for `DefaultResolution` and
`SupportedResolutions`
- Making `Resolution` nullable for `Algorithm.AddData` methods
- The `ISubscriptionDataConfigService` will set the default resolution
if none was provided and assert it is supported
- Fix bug with `PythonData` `IsSparseData` and `RequiresMapping`
resolution
2019-11-04 20:42:30 -03:00
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 787c8bd149 Revert collission work around 2019-09-24 10:34:35 -03:00
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 24527e0cc2 Address reviews - Renaming 2019-08-21 16:30:03 -03:00
Martin Molinero 73d780daae Moving UsesMapFiles to DataType
- Custom data types will know whether or not Lean should use map files
- Updating regression test with sample custom data using map files,
which can run locally
- Adding unit tests for the `SubscriptionDataReaderHistoryProvider`,
checking it mappes equities and options correctly
2019-08-20 17:33:41 -03:00
Gerardo Salazar 7ed94c0a35 Update SECDataConverter to not write null values
Update SECReport* to ignore null values
2019-06-19 14:44:48 -07:00
Gerardo Salazar a04d8dc0ab Fix potential null value in field FormerCompanies
Update data to reflect changes

Add missing AAPL data point we originally intended to include
2019-06-19 11:09:47 -07:00
Gerardo Salazar ff6d1a814f Fix issue where SECDataConverter would fatally fail 2019-06-18 17:54:33 -07:00
Gerardo Salazar 5a304a4cb5 Change path of alternative data folder
Delete converter because an existing utility already existed

Moved code from factory to converter class as statics

Add rankandfile as a CIK to ticker mapping source
2019-06-17 16:45:54 -07:00
Gerardo Salazar 3c04d922c2 Address reviews 2019-06-17 16:45:53 -07:00
Gerardo Salazar 2ad1f19f85 Implements Sec Custom Data, ToolBox Application, and Sample Algorithm 2019-06-17 16:45:53 -07:00