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feature-python-dataframe-performance-2
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15 Commits

Author SHA1 Message Date
Adalyat Nazirov 1e3a1e3c43 Historical data requests start & time fix (#4733) 
* regression tests

* fix: apply the same time convertion to history request time as for data time

* ver2

* fixup

* unit tests

* do not need this conversion because RoundDownInTimeZone returns in proper TZ

* comment

* requested changes

* refactoring

* more refactoring

* fix existing test: should return Sunday if open

* more symbols

* fix existing tests: submit new btcusd data

* fix

* add Cfd symbol
 2020-09-24 14:51:35 -03:00
Gerardo Salazar 463dd1d329 Add documentation for cfd, crypto, forex, future, and option data (#2978) 
* Add documentation for cfd, crypto, forex, future, and option data

* Update data documentation to ensure consistency

* Fix titles, removed timezone reference
 2019-03-04 16:54:02 -08:00
Martin Molinero 3ce9d8be7e Fix FractionalQuantityRegressionAlgorithm 
- Add missing crypto data and update
FractionalQuantityRegressionAlgorithm statistics
 2018-12-27 15:37:43 -03:00
Martin Molinero ab3db6310b Add missing crypto data 
- Add missing crypto
- Updating crypto regression tests
- Updating `DailyResolutionSplitRegressionAlgorithm` previous statistics
were calculated using the wrong factor file.
 2018-12-24 17:32:39 -03:00
Stefano Raggi e3c6f9d32e Add missing data files for CancelOpenOrdersRegressionAlgorithm 2018-07-18 13:10:31 +02:00
Michael Handschuh d2d4fda43c Remove crypto quote data and use trade bar consolidator 2018-07-06 03:15:56 -04:00
Michael Handschuh 7eb4526724 Update open source data set and regression statistics 
Factor files from 2018.06.04
Data   files from 2018.07.05
 2018-07-05 15:13:57 -04:00
Stefano Raggi b2027c9022 Update BasicTemplateCryptoAlgorithm to include crypto specific features 
Fixes #1820
 2018-04-12 11:04:49 +02:00
Stefano Raggi e034fd3960 Fix buying power error handling bug in BacktestingBrokerage 
Fixes #1843
 2018-04-09 19:55:12 +02:00
Andrew feabb12b98 Added 20161007 to 20161009 btcusd data at second resolution 2017-11-08 12:52:51 -05:00
Andrew 0bf99b664e Added 20161007 to 20161009 btcusd data at minute resolution 2017-11-08 12:51:06 -05:00
Andrew 6856dd8513 Updated daily kaiko quote data 2017-11-08 10:20:30 -05:00
Andrew 02278ef519 Add btcusd daily data in updated format 
Now lean expects both trades and quotes as seperate files. This commit adds the data in the updated format
 2017-10-27 16:22:28 -04:00
Andrew 076bb1627c Added KaikoDataConverter Toolbox project 
This project can take trade as well as orderbook information from Kaiko
and convert the data into Lean compatible data at all resolutions in
modeled as both trades and quotes.
 2017-10-27 15:50:47 -04:00
jameschch@outlook.com 7fab872927 Integrates with crypto security 2017-09-15 13:42:51 +01:00