026ba6ed5b
Modernization of syntax used in argument check exceptions ( #7380 )
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* Changed argument exceptions so that they used the nameof() operator for parameter names
* Update IQSocket.cs
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Co-authored-by: John Doe <john@doe>
Co-authored-by: Martin-Molinero <martin@quantconnect.com >
2023-07-17 14:53:17 -03:00
0e298edcb2
use compression library ( #6142 )
Regression Tests / build (push) Has been cancelled
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2022-01-05 15:19:41 -03:00
b8b0d18993
Continuous futures ( #6034 )
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* Continuous Future Contracts
* Mapping approach
* Tweaks WIP
* Live mapping
* Live mapping
- Add support for live mapping, refreshing mapfiles
- Fix future expiration functions
- Adding unit tests
* Update moq test package
* Continuous futures price scaling
* Refactor price factors scaling
* Factor file related renames
* Address reviews
2021-11-15 14:44:30 -03:00
4546bbe9b1
Fix missing reference price when creating last entry ( #5952 )
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Regression Tests / build (push) Has been cancelled
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* Fix code styling changes
* Cosmetic change
* Add reference price 1 for last entry
* Fix refernece price
2021-10-01 11:37:58 -03:00
6518d02b13
Update using old PR information
2019-11-19 23:02:58 +00:00
57affafdc2
Implement 'live' factor files
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Adds reference price to dividend/split
Adds GetSplitsAndDividends to FactorFile
Adds Apply methods to FactorFile/FactorFileRow
Updates factor files to include reference prices
2018-08-14 17:58:44 -04:00
dd3076e992
Move IntraDayDividendSplit to FactorFileGenerator
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This is a type used internally by the generator and is not intended to
be used anywhere, so moved it to a private nested class.
2018-04-26 13:13:50 -04:00
80dfc15fe2
Updated expected statistics for CourseFineFundamentalRegression test. Test now passes
2016-10-22 09:35:23 -04:00
2b8efc0b8b
Updated AAPL factor file
2016-10-22 09:23:50 -04:00
63be681027
Added IntradayDividendSplits.cs
2016-10-22 09:23:50 -04:00
75cb33f793
FactorFileGenerator now operates on BaseData
2016-10-22 09:22:58 -04:00
3fe0499d1f
Added ability to create factor files from Yahoo Api Data
2016-10-22 09:22:58 -04:00
Lehonti Ramos