Commit Graph

2 Commits

Author SHA1 Message Date
Martin-Molinero 6c95372d27 Disable OHLC session tracking by default (#9046)
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* Disable OHLC session tracking by default

* Minor test fix
2025-10-17 15:59:50 -03:00
JosueNina f7ce35ae82 Track OHLCV for Current Trading Day (#8922)
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* Implement Session class

* Use MarketHourAwareConsolidator inside Session

* Delete SecurityCacheSessionConfig

* Refactor session class

* Solve review comments

* Fix regression algorithms

* Add null check to AvailableDataTypes

* Update session class

* Solve new review comments

* Add new test for futures and update regression test to PEP8

* Add new regression algorithm for Session with futures

* Resolve review comments

* Add local time keeper to SecurityCache

* Scan on consolidator updates and time updates

* Add new regression algorithms and unit tests

* Add unit tests and improve comments

* Fix syntax test

* Solve review comments

* Add regression algorithms

* Resolve review comments

* Make SessionConsolidator implement IDataConsolidator

* Add caching to avoid recreating SessionBar instances on every access

* Solve review comments

* Make SessionConsolidator inherit from MarketHourAwareConsolidator

* Add unit test to verify Session preserves previous day values

* Update regression algorithms

* Solve review comments

* Resolve review comments

* Solve new review comments

* Add unit test for Session class

* Refactor SessionBar properties and Update method

* Use WorkingDataInstance reference instead of _workingData.Clone()

* Use a delegate to get the workingBar instance

* Fix bug in MarketHourAwareConsolidator

* Solve review comments

* Handle OI values

* Add regression algorithms for future contracts and options

* Solve review comments

* Refactor SessionConsolidator to inherit PeriodCountConsolidatorBase

* Prevent overlapping higher resolution data

* Update tests

* Solve review comments

* Minor tweaks
2025-09-19 12:25:24 -05:00