Commit Graph

3 Commits

Author SHA1 Message Date
Martin Molinero 1d43dcd601 Add BaseData.AdjustResolution
- Adding `BaseData.AdjustResolution()` that should return a valid
resolution for the given data and security type.
This allows us to set a limitation which is useful to avoid invalid data
requests or unnecessary fill forward situations. The user will be
notified through a console message.
- Adding unit and regression test
- Updating example algorithms custom data resolution
- Some performance improvements. Wont change console color if
`SelectedOptimization` is defined
2019-11-04 20:38:26 -03:00
Gerardo Salazar 07d6f41f9b Implement U.S. Energy (EIA) cached data source
* Rename USEnergyInformation to USEnergyAPI
2019-10-15 16:06:37 -07:00
Alexandre Catarino 3f00762bfd Adds Custom Data from US Energy Information Administration (eia.gov) (#3136)
New custom data class USEnergyInformation with new demonstration algorithms, the updated config file for users to set their EIA token.

Adds `CloseTime` to represent the time that the data period end. `EndTime` represents, in turn, the time the data is emitted. There is an offset between `CloseTime` and `EndTime` that is defined by the difference between the last bar as emitted and its time. 

In live mode, if the `USEnergyInformation.Reader` returns null, the `CollectionSubscriptionDataSourceReader.Read` method will pull for new data constantly. Therefore it should return an empty `BaseDataCollection` object.
2019-04-30 17:22:11 -07:00