Commit Graph

3 Commits

Author SHA1 Message Date
Martin Molinero 6cd12abff4 Remove duplicate EndOfDayEvent for Symbols
- Remove duplicate EndOfDayEvent for Symbols added with `AddData` calls
- Adding regression test
2020-01-14 18:06:52 -03:00
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 a92bee5bf1 Fix OnEndOfDay not fired
- Adding `IRealTimeHandler.OnSecurityChanged()` will be used to update
the `OnEndOfDay` security related scheduled events
- Adding `BaseRealTimeHandler.cs` to reduce code duplication in the
`Backtesting` and `LiveTrading` `RealTimeHandlers`
- Adding CSharp and Python regression tests
- Deprecating `OnEndOfDay()` callback because of two reasons, mainly
because Python does not support two methods with the same name, but also
because different assets have different market close times.
- `ScheduledEvents` set at the same time will now be deterministic
2019-06-20 17:35:28 -03:00