Commit Graph

3 Commits

Author SHA1 Message Date
Martin-Molinero 91e8393aac DividedEventProvider distribution computation (#4828)
* DividedEventProvider distribution computation

- Update regression algorithm which was using a different reference
  price when calculating the dividend
- Adjust divided event provider to compute distribution using factor
  file reference price, if not 0. Adding unit tests
- For equities, only emit auxiliary data points for
  TradeBar configurations, not for QuoteBars, nor internal.

* Address reviews

- Split and Dividend event provider will throw an exception when there
  is no reference price available. Updating `wm` factor file which was
  missing references price and regression algorithms using WM.
- Updating unit tests asserting new exception
2020-11-11 15:47:51 -03:00
Martin Molinero 86ffbcb3f9 Fix invalid initial SymbolChanged event
- EventProvider will receive start date during initialization, this will
be used by the `MappingEventProvider` to correctly set current mapped
symbol
- Adding unit test, updating existing regression test
2019-11-06 14:41:12 -03:00
Martin Molinero dea0fe2674 Implementing composition over inheritance
- Mappings, splits, delisting and dividends will be
`ITradableDateEventProvider` that will be handled by
the `AuxiliaryDataEnumerator`.
2018-11-20 16:17:44 -03:00