Commit Graph

1 Commits

Author SHA1 Message Date
Martin-Molinero d4e7f584f6 Daily data time adjustment (#8001)
* Daily data Time & EndTime Improvement

- Adjust daily data Time & EndTime to actually reflect the time of the
  data used, for example US Equity from 9.30 to 4PM. Adding new unit and
  regression tests

* Refactor solution to use enumerator

- Refactor daily strict end times solution to be through enumerator
  usage, so it applies for history providers too

* Minor fixes

* Revert fill forward enumerator change

- Revert FillForward enumerator causing stats changing, enhancing unit
  tests

* Some cleanup

* Improve handling of live trading FF enumerator

- Improve handling of live trading FF enumerator, by adding support for
  bars to arrive with a delay so we can handle auction close/option
  prices or data providers which might have some delay making the data
  available. Adding new unit tests asserting the behavior
2024-05-20 17:28:03 -03:00