2 Commits

Author	SHA1	Message	Date
Jhonathan Abreu	c81f5d7d1a	Seed securities by default (#9045) ... * Add SeedInitialPrices algorithm setting This is true by default and indicates that the engine will seed initial prices right after the security is added or selected * Update regression algorithms * Update regression algorithms * Update regression algorithms * Refactor default securities seeding * Minor fix * Minro fixes * Cleanup * Updated and add regression algorithms * Address peer review * Centralize logic to get last known data for multiple securities * Some cleanup * Minor build fix * Minor fixes * More logic centralization * Some more cleanup * Cleanup * Update regression algorithms and minor fixes * Update regression algorithms * Minor fix * More minor fixes * Update regression algorithms * Cleanup * Minor test fix * Address peer review * Minor fix and performance improvement * Fix to seed open interest data * Minor test fixes * Address peer review * Minor change * Minor revert * Minor fixes and improvements * Disable initial seeding by default * Minor fixes * Cleanup * Cleanup * Minor fix	2025-11-18 13:05:56 -04:00
Jhonathan Abreu	f2100adb46	Fix price shifts around futures rollover date (#8371) ... * Test * Fix price shift on continuous future rollover * Keep track of both data and exchange time in subscription data reader * Fix for daily and hourly resolutions. Add daily and hour algorithms * Fixes for emitting new exchange dates at the beginning and end when data is not available * Cleanup * Minor fix * Minor fix: detect mapping in data reader after advancing time keeper * Minor fix * More fixes * More fixes * Fixes for universe files * More fixes for daily resolution data * Separate DateChangeTimeKeeper to its own file * Add DateChangeTimeKeeper unit tests * Minor fix * Add more DateChangeTimeKeeper unit tests * Address peer review * Address peer review * Address peer review * Detect mappings using the config NewSymbol event * DateChangeTimeKeeper performance improvement for time zone conversions * Clean up date change time keeper * Cleanup * Minor regression algo update * Cleanup * Cleanup * Fix perform universe selection on sundays for continuous futures with extended market hours * Cleanup * Address peer review * More cleanup * More cleanup	2024-10-21 09:38:00 -03:00