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* Delete QuiverHouseDataDownloader.cs
* Delete QuiverSenateDataDownloader.cs
* Delete QuiverPoliticalBetaDataDownloader.cs
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* Delete QuiverHouse.cs
* Delete QuiverSenate.cs
* Delete QuiverPoliticalBeta.cs
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* Delete QuiverDataAlgorithm.cs
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* Addresses self review: Cleans up code and adds new unit tests
* Adds Quiver* C# files to project
* Adds new unit test for QuiverCongress
* Adds Python algorithm example
* Address self reviews
- Adding some missing xml docs
- Removing unrequired imports.
- Minor rename from Date to ReportDate
- Live trading will throw InvalidOperationException
* Fixes for example algorithms
Co-authored-by: Gerardo Salazar <gsalaz9800@gmail.com>
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
* Adds new unit tests covering changes and testing for old case
* JsonConvert.SerializeObject would convert a `null` value into a
literal string of "null" when writing to a file via the ToLine
abstract method. We opt for an empty string whenever the underlying
value is null so that the parsing works correctly later in the
data loading cycle.
SmartInsiderIntention.FromRawData method doesn't read the raw data as they come from SmartInsider, it needs a filtering of some columns that is performed in SmartInsiderConverter.Process method.
That's added to the failing test.
* We now use the time at which Smart Insider added a given event to
their database. Because time indexes for Smart Insider are now
non-duplicated per symbol, the History request will properly work.
* Adds new unit tests for BenzingaNewsJsonConverter
* Fixes issue in BenzingaNewsDataConverter where we would
write data in local time, resulting in non-UTC times from
the deserialization in BenzingaNews.Reader(...). Unit tests
were added for this issue as well
* Fixes bug in ToCsvData() where an empty final value would not be
parsed
* Removes GetNextCsv()
* Reworked `Reader` logic in TradingEconomicsCalenda
* Use delimiter var as separator in TradingEconomics.Calendar
* Convert country names to uppercase in TradingEconomics.Calendar
* Updates TradingEconomics algorithms to use new event definition
* Separated Calendar and Indicator definitions into partial class
* Refactors portions of TradingEconomicsCalendar
* Makes TradingEconomicsCalendar.GetSource return RemoteFile for live
* Fixes bugs in TradingEconomicsEventFilter
* Fixes bugs in StreamReaderExtensions (thanks Martin :))
* Adds new unit tests to cover changes
* Adds support for live algorithms using TE calendar events
* Modifies TradingEconomics tickers to include country
* Fixes bug where `TECal.Clone(...)` could result in non-deterministic
results
* Fixes bugs in TradingEconomicsEventFilter
* Adds new CSV parsing methods in StreamReaderExtensions
* Moves ToolBox/TradingEconomicsCalendarTests to Common tests folder
* Updates TradingEconomicsCalendar tests to test CSV parsing
* TradingEconomicsCalendarDownloader now writes files to disk as JSON
event names
* Adds unit test for new filter method
NOTE: This is a breaking change for Trading Economics calendar events
property. Any previous string matching might result in a mismatch if
results were not previously being normalized.
- 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
* Write files by `UpdatedAt` date instead of the `CreatedAt` date
* Added ability to append to compressed files if file does not exist
* Cleaned up code as per review
* misc. documentation changes
- Replacing `BaseData.AdjustResolution` for `DefaultResolution` and
`SupportedResolutions`
- Making `Resolution` nullable for `Algorithm.AddData` methods
- The `ISubscriptionDataConfigService` will set the default resolution
if none was provided and assert it is supported
- Fix bug with `PythonData` `IsSparseData` and `RequiresMapping`
resolution
- Adding `BaseData.AdjustResolution()` that should return a valid
resolution for the given data and security type.
This allows us to set a limitation which is useful to avoid invalid data
requests or unnecessary fill forward situations. The user will be
notified through a console message.
- Adding unit and regression test
- Updating example algorithms custom data resolution
- Some performance improvements. Wont change console color if
`SelectedOptimization` is defined
* Add new fields to Smart Insider enums (EventType, ExecutionHolding)
* Reroutes Error variant to SatisfyStockVesting in ExecutionHolding
* Adds additional documentation clarifying unknown fields
* Adds unit tests for Intentions and Transactions
* Enables SEC test that was disabled
* Self review - Fix typo in SmartInsiderEventType
* Self-review: Add additional documentation to missing SmartInsiderEvent fields
- Add `TiingoNews.HistoricalCrawlOffset`, timespan to add for
backtesting
- Rename: remove `Data` from `TiingoNewsData` and rename `TiingoDailyData` to `TiingoPrice`
- 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
Gerardo Salazar