Commit Graph

5 Commits

Author SHA1 Message Date
JosueNina 0854ab82da Default option filter now includes weeklies to prevent empty chains (#9162)
* Return weekly contracts if no standard contracts exist

* Fix unit and regression tests

* Centralize default expiration type flags

* Add ExcludeWeeklys() method

* Mark IncludeWeeklys() as obsolete since weeklies are now default
2025-12-31 10:11:46 -03:00
Alexandre Catarino 1d6a5472b0 Updates Python Example get_value to get (#8806)
`get` is the Pythonist way to access a dictionary.
Also, `not x` replaces `is None`, since the former translates into is None or empty.
2025-06-03 17:03:12 -03:00
Louis Szeto ed351c8726 pep8 conversion of python algorithms #3 (#7934)
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* raw pep8 conversion

* Minor fixes

---------

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
2024-04-17 19:28:04 -03:00
Martin-Molinero c8dc343c13 GetLastKnownPrices python data (#6191)
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* Adding unit tests reproducing issue.

* Fix a couple of minor bugs

- IsMarketOpen will work correctly when used with daily and hourly
  resolution.
- slice.Get will work correctly with python custom data
- ExtendedDictionary will be able to dinamically access methods,
  required for python and private C# data types

* Refactor solution. Add more tests

* Remove unrequired import statement
2022-02-08 15:37:05 -03:00
Colton Sellers dd4da7ba95 Feature Daily/Hourly Options Support (#6017)
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* Create generic writing for LeanDataWriter, + notes on todos

* Make Options Daily/Hourly data store by year

* Refactor Generic Write

* Permit hour and daily resolutions for options

* Refactor writer to merge when needed with other files

* Cleanup redundancies, run write tasks in parallel

* Make needed classes/vars available

* Update tests to reflect new naming convention for daily hourly options data

* Add Byte[] overloads for ZipData functions in compression

* Implemented Store() for ZipDataCacheProvider

* Have LeanDataWriter use a DataCacheProvider

* ZipDataCacheProvider cleanup

* ZipDataCacheProvider tweaks, doesn't support storing non-zips

* Test adjustments

* Update LeanDataWriter to use Write instead of SaveDailyHourly/SaveMinuteSecond

* Implement tests to verify DownloadAndSave behavior

* Nit cleanup on DownloadAndSave tests

* Fix for options daily/hourly underlying equity subscription read

* Add daily/hourly options data and regressions

* Add missing open interest for hourly

* Fix writing of OpenInterest Daily/Hourly data

* Update data

* Fix Date typo in regression

* Use daily algorithm to test delisting

* Revisions part 1

* Expand test for DataCacheProviders; refactor DiskDataCacheProvider

* nit - test adjustments

* ZipDataCacheProvider test setup refactor

* Adjust multithreaded read/write test; fixes for ZipDataCacheProvider

* Move DiskDataCacheProvider to its own file and add write test

* Remove _appendToZips; always overwrite entry or create zip

* Add mapping regression for daily options

* nit - add license to regression

* Fix Tick write case where more than one data point for a DateTime

* Fix data issue

* Address review

* Tweaks for tests

* Stop Store() early if no entry name is given
2021-11-11 20:05:31 -03:00