f8b169aa51
Fix 2/4 of CA2201 Warnings ( #8101 )
2024-06-24 17:00:38 -03:00
b5ac6bffd9
Adding unit tests
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- Adding Yearly and Quarterly unit tests
2020-02-17 11:28:34 -03:00
2f3b7f6187
Added Examples in DataConsolidationAlgorithm
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Added Examples in DataConsolidationAlgorithm for Quarterly & Yearly Data Consolidation
2020-02-14 21:08:30 -03:00
ceabf93e94
Renames CalendarType to Calendar
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Keeps `CalendarType` for backward compatibility.
2020-02-14 19:47:48 -03:00
0202df35f4
Replaces Enum CalendarType for Static Class with the Same Name
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Replaces Enum `CalendarType` for static class with the same name. This class defines two properties (`Weekly` and `Monthly`) that can be used to define the previous calendar date (Monday or 1st of current month) which will correspont to the `Time` of a `IBaseData` object.
Refactor `PeriodCountConsolidatorBase` to define use `GetRoundedBarTime` based on a period specification that depends on the constructor overload: `integer`, `TimeSpan` or `Func<DateTime, CalendarInfo>`. The last one can be set with the `CalendarType` properties.
2019-04-08 22:10:04 +01:00
5314e7426d
Implements Calendar (Weekly/Monthly) Consolidator
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Implements consolidators that group bars by a calendar unit (week or month).
2019-04-08 22:10:04 +01:00
fe757b7fca
Added QuoteBar types to ensure proper function
2019-03-06 10:23:24 -08:00
bb21171943
Implements python Consolidate API
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Collapse QuoteBar to TradeBar if trade bar handler specified
2018-06-12 13:17:49 -04:00
007bcea6b8
Add Consolidate API
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These new methods allow algorithms to quickly create, register, and
wire events on consolidators in a single line.
2018-06-12 12:58:28 -04:00
dc27c4e3d6
Added tags to python algorithms
2017-09-21 08:27:41 -04:00
61043d9d98
Tagged algorithms for QCU
2017-09-20 15:44:51 -04:00
e1938baafe
Clean up using directives
2015-09-01 22:17:35 -04:00
55a6215da6
Split QCAlgorithm and Algorith,CSharp into separate projects, added FSharp project for algorithms
2015-06-17 17:44:02 -04:00
Ricardo Andrés Marino Rojas