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Author SHA1 Message Date
Martin-Molinero 4c3afa6ff1 Add OpenInterestAnnual (#6436)
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- Adding OpenInterestAnnual where the contract maps when any of the back month
  contracts of the next year have a higher volume that the current front month.
- Add support for backwards compatible data mapping mode additions
- Updating ES map and factor files. Adding a little daily data too
 2022-06-23 19:22:24 -03:00
Jhonathan Abreu 505ef17565 Add data mapping mode parameter to QCAlgorithm.History() (#6415)
Regression Tests / build (push) Has been cancelled
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Research Regression Tests / build (push) Has been cancelled
* Add dataMappingMode parameter to QCAlgorithm.History()

* Add C# regression algorithm

* Add Python regression algorithm

* Cleanup

* Add data mapping mode parameter only to big History() methods

* Fix regression algorithms and add required data

* Fix unit test

* Update regression algorithms stats
 2022-06-22 19:25:30 -03:00