Commit Graph

10 Commits

Author SHA1 Message Date
Gerardo Salazar 61aa0d3a65 Updates regression statistics
Please note that with these changes, any algorithms that
use daily data exclusively will have incorrect statistics.
2020-01-16 14:03:54 -08:00
Martin Molinero 86ffbcb3f9 Fix invalid initial SymbolChanged event
- EventProvider will receive start date during initialization, this will
be used by the `MappingEventProvider` to correctly set current mapped
symbol
- Adding unit test, updating existing regression test
2019-11-06 14:41:12 -03:00
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
Martin Molinero 2f4929e685 Update regression algorithms 2019-09-29 21:50:44 -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 e6a510d803 Add Mapfile support for custom data sources 2019-08-20 16:56:02 -03:00