1d43dcd601
Add BaseData.AdjustResolution
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- 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
3aadf5635b
Convert FRED properties to fields
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* Add example FRED usage
2019-10-23 16:59:37 -07:00
8966a3884f
Filter custom securities from SecurityChanges
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- Will filter out custom securities from `SecurityChanges` for user
code, note that by default it will not filter
- Adding unit tests
2019-10-21 18:03:13 -03:00
7ac11ae47d
Merge pull request #3736 from gsalaz98/feature-add-history-requests-to-demo-altdata-algorithms
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Implement History request in demo AltData algorithms
2019-10-16 15:11:27 -07:00
0aadd2b9ae
Implement history requests in demo AltData algorithms
2019-10-16 10:16:17 -07:00
d43ef3e68e
Address review: remove link to cache for CBOE in CachedAlternativeDataAlgorithm
2019-10-16 10:02:21 -07:00
7232693a71
Address review: Include ticker definitions in partial USEnergy class instead of USEnergyCategory
2019-10-16 09:36:19 -07:00
07d6f41f9b
Implement U.S. Energy (EIA) cached data source
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* Rename USEnergyInformation to USEnergyAPI
2019-10-15 16:06:37 -07:00
7880cdf456
Address review: Make CBOE implementation more consistent with BaseData
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* Adds new TryParse methods to the Parse class
2019-10-14 09:36:14 -07:00
e6f0135943
Address reviews - add python algorithm and rename algorithm to
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CachedAlterantiveDataAlgorithm
2019-10-11 12:01:45 -07:00
f5999f794e
Change Smart Insider transactions/intentions classes to use enums
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* Adds and removes various fields from enums to represent data accurately
* Renames various variables
* Changes algorithms to work with new changes
* SmartInsider transaction/intention docs updated
* Added new enum values to represent pieces of data
2019-10-08 15:14:27 -07:00
5ecc8d4696
Updates SEC and Smart Insider demo AltData algorithms to remove custom data from universe
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* Updates Smart Insider demo algorithm end date for presentation
purposes of the equity curve
* Adds liquidation logic to SEC and Smart Insider demo algorithms
2019-10-07 15:05:21 -07:00
e2e796f736
Merge branch 'master' into feature-add-sec-demonstration-algorithm
2019-10-07 14:32:48 -07:00
38fef12717
Merge branch 'master' into feature-add-smartinsider-demonstration-algorithm
2019-10-07 13:39:30 -07:00
5d62c03a0f
Add SEC demonstration algorithms (C# and Python)
2019-10-07 11:02:21 -07:00
77ea64bf97
Adds demonstration algorithms for USTreasuryYieldCurveRate (C# and Py)
2019-10-04 17:28:52 -07:00
7f267ed55b
Adds Smart Insider demonstration algorithms (C# and Python)
2019-10-04 17:10:01 -07:00
efa6f3cf22
Remove unused variable
2019-10-03 15:23:26 -07:00
48f6372a6a
Adds PsychSignal demonstration algorithms
2019-10-03 14:59:14 -07:00
d5050ff6d5
Merge branch 'master' into feature-add-tradingeconomics-data-demo-algorithms
2019-10-03 13:22:14 -07:00
ba21d1e1bb
Adds Trading Economics demonstration algorithms
2019-10-03 13:20:07 -07:00
db3f0df01b
Self review: Rename Tiingo algorithms from TiingoNLPDemonstrationAlgorithm to
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TiingoNewsAlgorithm
2019-10-03 12:06:04 -07:00
b61377cd37
Adds demonstration Tiingo NLP Algorithms
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* Adds `AltData` folder to Algorithm.CSharp|Python
2019-10-03 11:35:56 -07:00
Martin Molinero