Commit Graph

5 Commits

Author SHA1 Message Date
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
Martin Molinero 8966a3884f Filter custom securities from SecurityChanges
- Will filter out custom securities from `SecurityChanges` for user
code, note that by default it will not filter
- Adding unit tests
2019-10-21 18:03:13 -03:00
Gerardo Salazar 0aadd2b9ae Implement history requests in demo AltData algorithms 2019-10-16 10:16:17 -07:00
Gerardo Salazar 5ecc8d4696 Updates SEC and Smart Insider demo AltData algorithms to remove custom data from universe
* Updates Smart Insider demo algorithm end date for presentation
purposes of the equity curve

* Adds liquidation logic to SEC and Smart Insider demo algorithms
2019-10-07 15:05:21 -07:00
Gerardo Salazar 5d62c03a0f Add SEC demonstration algorithms (C# and Python) 2019-10-07 11:02:21 -07:00