6 Commits

Author SHA1 Message Date
Martin-Molinero 890fcd114e Fix Symbol EOD internal SecurityChanges handling (#8824)
- Fix Symbol EOD internal SecurityChanges handling. Adding unit test and
  regression test
2025-06-12 19:18:15 -03:00
Martin-Molinero e0b9a2735f Warmup fixes (#6293)
Regression Tests / build (push) Has been cancelled
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* Add regression test reproducing issue

* WIP

* Update regression algorithms

* Improvements

* Cleanup and more fixes

- Clean up BaseDataExchange

* RealTimeHandler fixes

* Address reviews

* More comments, tests and minor tweaks

* Avoid false test failures

* Fixes

* Minor improvements

* Scheduled Event start time fix

* Add warmup option regression algorithm and fix

* Add WarmupFutureRegressionAlgorithm

* Normalize backtesting and live future selection
2022-05-31 10:03:56 -03:00
Colton Sellers 395c1123da Remove Obsolete QCAlgorithm.OnEndOfDay() (#5441)
* Remove and replace OnEndOfDay() ref

* Restore functionality of obsolete EOD, waiting for deprecation in August 2021

* Cleanup

* Adjustments to only post message when using obsolete EOD

* nit, extra space

* Address review

* Adjust test to reflect new behaviour

* Move GetPythonArgCount to an extension method

* Add unit test

* nit accidental import

* Refactor broken test

* Use Py.GIL() state for extension
2021-04-07 13:39:49 -03:00
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