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feature-python-dataframe-performance-2
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3 Commits

Author SHA1 Message Date
Martin Molinero c226914322 Value types thread safety changes 
- Refactor ZipDataCacheProvider to avoid value types thread issues, it
  will now use a timer. Add missing dispose calls.
- Synchronizer won't share the `SubscriptionFrontierTimeProvider`
  instance since it's not thread safe and shouldn't be called
- Fix BacktestingResultHandler `_daysProcessed` thread safety
- Fixing `RealTimeScheduleEventService` thread safety
 2020-05-01 16:58:29 -03:00
AlexCatarino a2efacfa49 Fixes LiveFutureChainProvider.GetFutureContractList 
This method will throw a NotImplementedException since we still need an external source of contract list
 2017-12-04 14:16:59 +00:00
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