- `UniverseSelection` and `Research` will always use
`AlgorithmHandler.DataProvider` instance instead of
`DefaultDataProvider`
- Remove Compression at test/app.config since the dll isn't required
- Add missing license header
- Adding new DataPermissionManager that will own the existing
datachannelProvider. Will assert configurations before added to the
data feed. Adding unit tests
- `AddUniverse` call will add new Universe to the pending collection which
will be consumed at the `OnEndOfTimeStep` where it will be added to the
data feed, same as we do for the `UserDefinedUniverses`. This is
required since the start and end date, during initialize, is consumed by
these universe subscriptions.
-Adding unit test.
- Adding `SecurityCacheProvider` this class allows for two different
`Security` to share the same data type cache through different instance
of `SecurityCache`. This is used to directly access custom data types
through their underlying in a peformant maner
- Some small improvements
Adds IRegisteredSecurityDataTypesProvider to track all the data types
registered in the algorithm. Using this data, we can detect if it's
possible that we'll eventually have a property of a certain type name.
For example, consider I wish to use security.Data.TradeBar but we haven't
received any trade bars yet. Before this change a KeyNotFoundException
would be raised, but since we can determine that we expect to have trade
bars, we can detect this and return an empty list when we haven't received
any data yet. This also removes the need to constantly do a HasData<T>()
check before accessing the dynamic members.
Closes#3620
Implements `DataNormalizationMode` field in `UniverseSettings` to enable the settings of a desired `DataNormalizationMode` to the securities that are chosen in Universe Selection.
Martin-Molinero