quantconnect--lean

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Commit Graph

Author	SHA1	Message	Date
Martin Molinero	3a5a2c582f	Lazy OnEndOfDay ScheduledEvent - Only add OnEndOfDay ScheduledEvent if the algorithm implements the method. Adding unit tests - Avoid creating a new baseData instance at `SubscriptionDataSourceReader` - Adding static `FineFundamental` instance since creating new ones is expensive	2019-12-19 19:07:16 -03:00
Martin Molinero	c9a189ae3d	Add Tiingo news data - Add Tiingo news data - Add `IndexSubscriptionDataSourceReader` that will handle data source which use and index file - Add `BaseSubscriptionDataSourceReader` to avoid code duplication - Adjustments at `LiveCustomDataSubscriptionEnumeratorFactory` so that custom data in a collection format does not emit old data - Adding `TiingoNewsJsonConverter` - Adding unit tests	2019-10-01 00:26:36 -03:00

Author

SHA1

Message

Date

Martin Molinero

3a5a2c582f

Lazy OnEndOfDay ScheduledEvent

- Only add OnEndOfDay ScheduledEvent if the algorithm implements the
method. Adding unit tests
- Avoid creating a new baseData instance at
`SubscriptionDataSourceReader`
- Adding static `FineFundamental` instance since creating new ones is
expensive

2019-12-19 19:07:16 -03:00

Martin Molinero

c9a189ae3d

Add Tiingo news data

- Add Tiingo news data
- Add `IndexSubscriptionDataSourceReader` that will handle data source
which use and index file
- Add `BaseSubscriptionDataSourceReader` to avoid code duplication
- Adjustments at `LiveCustomDataSubscriptionEnumeratorFactory` so that
custom data in a collection format does not emit old data
- Adding `TiingoNewsJsonConverter`
- Adding unit tests

2019-10-01 00:26:36 -03:00

2 Commits