Commit Graph

5 Commits

Author SHA1 Message Date
Ronit Jain d1ff914e5a fix docs (#6285)
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
2022-04-08 17:44:01 -03:00
Ronit Jain 15066ae5e1 Feature improve regression tests (#6245)
* add data count properties

* 'add history count property

* assert data counts

* update missing override

* consider override/virtual cases

* implement data count

* add message handler for regression tests

* use regression test message handler

* set algorithm manager for regression test message handler

* update data count

* check if stats are present, check if algo manager is not null

* update

* add c# algo

* make same as c# algo

* use new line

* logic shifted to RegressionTestMessageHandler

* cleanup

* auto cleanup

* skip non deterministic data count

* change data count

* use inheritance

* improve stats

* update couht

* add sma indicator to c# and customSMA to python

* call base method before executing further

* skip test

* revert to original

* add duplicate sma

* skip regression test
2022-03-15 16:51:15 -03:00
Ronit Jain 7e64bd0265 add end date (#6242)
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
2022-03-07 19:24:16 -03:00
Ronit Jain f129ab1a09 Feature implement ExchangeInfoDownloader (#6213)
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
* add gdax exchange info downloader

* add downloader method to program]

* fetch currency description

* change definition to include headers

* use extension method to make request

* remove log from test

* replace WebRequest

* cleanup

* use relevant name

* implement IExchangeInfoDownloader for bitfinex, initial commit

* add default values

* use default market value

* use correct attribute for lotsize

* don't skip missing values

* handle multiple downloaders

* add gdax and bitfinex exchange downloader

* follow LEAN data directory structure

* update SPDB

* order tickers

* order tickers

* add exchange info downloader test template

* delete files

* update SPDB

* use currency mapping

* update bitfinex symbols

* update currency mapping

* sort result after old currency symbols are used

* use market of the respective brokerage

* no more unknown symbol

* change minimum order size value

* direct conversion possible

* update bitfinex symbols

* change user-agent

* add test for indirect conversion

* update stats
2022-02-22 13:00:54 -03:00
Ronit Jain f86926bf7a Fixes HistoryProviderManager slice merging by using algortime for all slices (#6226)
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* remove un-used

* use utc time for slice sync

* use utc time

* refactor

* add regression test

* use utc time

* use utc time

* make utctime required parameter

* add utcTime in slice creation

* assert warm up complete

* check if algorithm is still warmingup

* use exchange tz
2022-02-18 20:43:33 -03:00