Commit Graph

8 Commits

Author SHA1 Message Date
Martin-Molinero 7879795207 Enable daily precise end time by default (#8254)
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* Default daily precise end times

- Enable by default daily precise end times. Updating stats
- Minor fix for algorithm manager consolidator updates, adding new regression test
  asserting behavior and updating others
- Minor fix for SubscriptionData creator avoid round down on warmup if
  not appropiate
- Adjust consolidators to emit on daily strict end times if requested
  daily resolution and setting enabled
- Updating regression algorithms

* Skip daily data on extended market hours

* Some cleanup and self review

* Revert unrequired change
2024-08-14 12:49:56 -03:00
Martin-Molinero 6c30157fab Remove universe selection on extended market dates (#8160)
- Remove universe selection on dates with extended market hours only
- Updating regression algorithms
- Expand date & time rules API to support specifying whether extended
  market hours only dates are desired or not
2024-07-08 11:58:50 -03:00
Ricardo Andrés Marino Rojas 16a737ee26 Fix most of CA1725 warnings (#8154)
* Fix CA1725 warning

* Address requested changes
2024-07-05 16:19:56 -03:00
Ricardo Andrés Marino Rojas a2b420cb0a Fix warnings part 8 (#8113)
* Fix CA1819 and CA1002 warnings

Changed the type of Languages statistic in regression tests from
Language[] to List<Language>. By doing that, the warning CA1819 was
removed but then the warning CA1002 was raised. However, this warning
was expected to be excluded from QuantConnect.Algorithm.CSharp.

* Improve implementation

* Simplify code

* Fix bugs
2024-06-28 10:10:30 -03:00
Ricardo Andrés Marino Rojas f8b169aa51 Fix 2/4 of CA2201 Warnings (#8101) 2024-06-24 17:00:38 -03:00
Ricardo Andrés Marino Rojas 8c33536498 Add algorithm status statistic (#8095)
* First draft of the solution

* Fix bugs

* Fix bugs
2024-06-24 14:19:32 -03:00
Martin-Molinero d3b5bbaa1b Avoid duplicate data on FF resolution change (#8053)
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2024-05-24 11:58:27 -03:00
Martin-Molinero 3a99e0b47c Fix fill forward resolution adjustment on removal (#8049)
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* Fix fill forward resolution adjustment on removal

- Fix fill forward resolution adjustment on subscription removal. Adding
  regression algorithm reproducing issue

* Minor fix for undeterminism behavior on security removals and FF res change

* Further improvements and determinism

- Improve regression algorithm add, remove and readd future, asserting
  FF resolution changes
- Adjust universe selection to be deterministic and avoid unnecessary
  FF resolution changes
2024-05-24 10:15:26 -03:00