f6d7e5fcd7
Addresses Peer-Review
...
- Standarizes basic template algorithms for options and futures
- Fix typo
2020-02-12 22:28:45 +00:00
9690acfd25
Changes Basic Template Algorithms With Options and Futures to Show The New Overloads
...
Keeps the original overloads in the comments.
2020-02-12 16:49:44 +00:00
0f2e62a4f0
Added back ticker to force scheduled data event on trading day; added second data handler for trade bars
2019-03-08 15:34:39 -08:00
289e4e56f6
Cosmetic change to erase any confusion that the bar being handled in the consolidator is able to be either a TradeBar or a QuoteBar
2019-03-01 13:56:31 -08:00
245f9645d9
Final tweaks
...
Added line to prevent memory leaks
2019-02-01 08:45:48 -08:00
27e562ee15
Futures consolidator algorithm changes, new basic template algorithm for options consolidators
...
Changed function of BasicTemplateFuturesConsolidatorAlgorithm.py to use OnSecuritiesChanged to add/remove consolidators. Wrote equivalent algorithm for options data
2019-01-31 11:22:59 -08:00
AlexCatarino