Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* WIP removal of custom data references & tests updates
* Regression algos updated and python algorithms moved to DataSource repos
* Fixes failing unit tests
* Add "LiveDataTypes" field to LiveNodePacket
* Adds Initialize() to IDataChannelProvider
* Adds new extension method to convert
HistoryRequest -> SubscriptionDataConfig
* Address review: Add protobuf definitions for Iconic data types
* Address review: re-adds DynamicSecurityDataAlgorithm as regression algo
* Small adjustments to variable naming and documentation
* Move test files to respective DataSource repos
* Remove and replace OnEndOfDay() ref
* Restore functionality of obsolete EOD, waiting for deprecation in August 2021
* Cleanup
* Adjustments to only post message when using obsolete EOD
* nit, extra space
* Address review
* Adjust test to reflect new behaviour
* Move GetPythonArgCount to an extension method
* Add unit test
* nit accidental import
* Refactor broken test
* Use Py.GIL() state for extension
- Renaming files from `Schedule...` to `Scheduled...` to match algorithm
name.
- Removed `ScheduledEvents` set every 5 seconds
- Increased the every day `ScheduledEvents` from 200 to 600
- The HistoryRequestBenchmark will now perform a daily and minute history
request at end of day.
- C# performance is at ~15k data points per second
- Python performance is at ~11k data points per second
Gerardo Salazar