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feature-python-dataframe-performance-2
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Author SHA1 Message Date
Martin Molinero e6a7ab9c97 BacktestingFutureChainProvider contract list resolution 
- The `BacktestingFutureChainProvider` will check Quote files and
OpenInterest files are not present, some futures are missing these
files.
 2019-10-07 13:49:28 -03:00
AlexCatarino dfffbd6953 Adds IFutureChainProvider interface with base implementations 
- Move BacktestingFutureChainProvider provider to Lean.Engine.DataFeeds along with its options equivalent.

- EmptyFutureChainProvider: provider that returns an empty list of symbols
- CachingFutureChainProvider: implements caching by date
- BacktestingFutureChainProvider: provider that gets chain from local files
- LiveFutureChainProvider: provider that gets chain from external source (empty list of symbols for now)
 2017-12-04 14:16:59 +00:00