Commit Graph

4 Commits

Author SHA1 Message Date
quant1729 b91638bb17 Fixing fill forward resolution race bug in backtesting and live. Test. 2017-01-30 16:02:21 +08:00
Michael Handschuh 8cec8cf52a Adds HistoryAlgorithm to regression tests 2016-04-12 19:06:42 -04:00
snugs 4ae1f4f5b6 Finalizes History API
Fixes bug in backtest history provider

	Requests for bar counts were always incorrect because the history provider
	was emitting bars whose end time is equal to the start time.
	Implemented a FilterEnumerator<T> privately so he can filter those out
	when using non-tick data
2015-09-15 15:40:54 -04:00
snugs 5b29b8f230 Update IHistoryProvider to use request object 2015-09-15 15:40:52 -04:00