Commit Graph

4 Commits

Author SHA1 Message Date
Michael Handschuh 31bc9d0544 Add method to easily warmup indicators
Three methods were added to enable easier consumption of an enumerable
of slices returned from a history request. The dictionary version is
most likely to be used by python, while the functional versions allow
for lots of flexibility in how you'd like to consume the stream of slices.
2018-04-06 16:30:28 -04:00
Michael Handschuh 591f6b2127 Use IBaseData in type constraints
Refactors existing consolidators, indicators, and helper methods to depend on
IBaseData instead of BaseData. These updates also defines an IBaseDataBar to
act as an abstraction point between TradeBar and QuoteBar.
2016-11-09 09:20:16 -05:00
snugs 4ae1f4f5b6 Finalizes History API
Fixes bug in backtest history provider

	Requests for bar counts were always incorrect because the history provider
	was emitting bars whose end time is equal to the start time.
	Implemented a FilterEnumerator<T> privately so he can filter those out
	when using non-tick data
2015-09-15 15:40:54 -04:00
snugs 1d7c7286c2 Adds some useful extensions for IEnumerable<Slice> 2015-09-15 15:40:53 -04:00