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Author SHA1 Message Date
Martin-Molinero 363d469d6a Minor indicator history fix (#8270)
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* Minor indicator history fix

- Take into account warmup period when used, the last bar of the warmup
  period is counted as a data point.
- Fix bug where in some cases the last data point could of been missed
  and the indicator not updated with it

* Minor tweak
 2024-08-22 16:48:26 -03:00
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 25c635d846 Add indicator helper methods for base Algorithm (#8076) 
* Add indicator helper methods for base Algorithm

- Add indicator helper methods for base algorithm. Adding new unit tests

* Expand indicators helper methods

- Expand indicators helper methods, adding support for C# and custom
  indicators too. Adding unit tests
- Expand indicators helper methods to support multiple symbols as input.
  Adding unit tests
- Improve conversion of symbol enumerable from python to C# adding unit
  tests

* Address reviews

- Keep old QB.Indicator methods for backwards compatibility
- Rename new API to IndicatorHistory, matching
  FutureHistory/OptionHistory
- Add new regression algorithms
- Minor improvement to DynamicData so it supports snake name access
 2024-07-01 13:27:47 -03:00