Commit Graph

8 Commits

Author SHA1 Message Date
Martin Molinero 68ad2f51b6 Address reviews
- Replacing `BaseData.AdjustResolution` for `DefaultResolution` and
`SupportedResolutions`
- Making `Resolution` nullable for `Algorithm.AddData` methods
- The `ISubscriptionDataConfigService` will set the default resolution
if none was provided and assert it is supported
- Fix bug with `PythonData` `IsSparseData` and `RequiresMapping`
resolution
2019-11-04 20:42:30 -03:00
Martin Molinero 1d43dcd601 Add BaseData.AdjustResolution
- Adding `BaseData.AdjustResolution()` that should return a valid
resolution for the given data and security type.
This allows us to set a limitation which is useful to avoid invalid data
requests or unnecessary fill forward situations. The user will be
notified through a console message.
- Adding unit and regression test
- Updating example algorithms custom data resolution
- Some performance improvements. Wont change console color if
`SelectedOptimization` is defined
2019-11-04 20:38:26 -03:00
Gerardo Salazar 4b0ed03b4f Added new regression algorithms
* Deleted regression algorithms because they tested behavior similar to
other existing regression algorithms
* Fixed new bug in regression algorithm due to AddData changes
* Added unit tests for wrapt version and package existence

* Fix issue where data would be set to raw normalization mode
2019-09-24 10:34:35 -03:00
Martin Molinero 24527e0cc2 Address reviews - Renaming 2019-08-21 16:30:03 -03:00
Martin Molinero 73d780daae Moving UsesMapFiles to DataType
- Custom data types will know whether or not Lean should use map files
- Updating regression test with sample custom data using map files,
which can run locally
- Adding unit tests for the `SubscriptionDataReaderHistoryProvider`,
checking it mappes equities and options correctly
2019-08-20 17:33:41 -03:00
Gerardo Salazar c25bdc6a07 Address self review and mchandschuh's review 2019-08-20 16:56:02 -03:00
Gerardo Salazar 1494603cf8 Add missing checks to python regression test 2019-08-20 16:56:02 -03:00
Gerardo Salazar e6a510d803 Add Mapfile support for custom data sources 2019-08-20 16:56:02 -03:00