Commit Graph

2 Commits

Author SHA1 Message Date
Martin-Molinero 7879795207 Enable daily precise end time by default (#8254)
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* Default daily precise end times

- Enable by default daily precise end times. Updating stats
- Minor fix for algorithm manager consolidator updates, adding new regression test
  asserting behavior and updating others
- Minor fix for SubscriptionData creator avoid round down on warmup if
  not appropiate
- Adjust consolidators to emit on daily strict end times if requested
  daily resolution and setting enabled
- Updating regression algorithms

* Skip daily data on extended market hours

* Some cleanup and self review

* Revert unrequired change
2024-08-14 12:49:56 -03:00
Martin-Molinero 7540af454c Warmup resolution respected (#6467)
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* Respect warmup resolution given

- The data feed will respect the warmup resolution given and override
  the resolution used by the algorithm when adding a subscription.
  Updating regression algorithm to keep previous statistics. Adding new
  regression algorithm asserting the desired behavior

* Testing improvements

- Add more unit tests and regresion test
- Add missing data for crypto
- Fix bug with FFed data crossing after the end time of the warmup
  request

* Add more Warmup resolution regression algorithms

- Adding more warmup resolution regression algorithms, using
  Settings.WarmupResolution and an option selection case

* Add more warmup regression tests

- Adding more warmup regression tests.
- Will no longer skip universe selection subscriptions from warmup
  resolution enforcement. Updating regression algorithms data points

* Fix bug with data rounding

- Fix data rounding bug when warmup resolution is set to a different
  value than the original configuration. Updating regression algorithms
  to assert the expected behavior

* Address reviews

- Revert regression algorithms changes to use Resolution during warmup.
  Updating their stats.
- Adding new regression algorithms asserting the behavior warming up
  using a timespan and no warmup resolution
- Fix bug where data used to warmup the 'normal' enumerator will make it
  through into the warmup time span. Updating tests

* Address reviews

- Add missing comments, explaning warmup algorithms time span
  calculations.
- Revert changes in existing `WarmupOptionTimeSpanRegressionAlgorithm`
  to reduce diff to minimum
- Adding new warmup unit tests asseting algorithm warmup start time, for
  different combinations of bar count, timespan, resolution
2022-07-15 13:05:06 -03:00