3 Commits

Author SHA1 Message Date
JosueNina 7821b02980 Market hours aware intraday consolidation (#9530)
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* Add market-hours aware intraday consolidation to MarketHourAwareConsolidator

* Minor fix

* Address review comments

* Assert consolidated bar size in regression algorithms

* Move MarketHourAwareConsolidator to Data.Consolidators namespace

* Remove accidentally committed log file

* Keep MarketHourAwareConsolidator in Data.Common namespace

* Move MarketHourAwareConsolidator to Data.Consolidators namespace
2026-06-17 11:09:55 -03:00
Martin-Molinero affb275758 Revert "Market-hours aware intraday consolidation (#9516)" (#9528)
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This reverts commit 9b89c166ff.
2026-06-12 09:27:54 -03:00
JosueNina 9b89c166ff Market-hours aware intraday consolidation (#9516)
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* Add market-hours aware intraday consolidation to MarketHourAwareConsolidator

* Minor fix

* Address review comments

* Assert consolidated bar size in regression algorithms

* Move MarketHourAwareConsolidator to Data.Consolidators namespace

* Remove accidentally committed log file

* Keep MarketHourAwareConsolidator in Data.Common namespace
2026-06-11 10:02:26 -03:00