Commit Graph

7 Commits

Author SHA1 Message Date
Jared Broad fb7d1994ff Tidy and add tags 2017-09-20 17:14:44 -04:00
Stefano Raggi 93e255d44a Update HistoryAlgorithm regression test
On June 30, 2017, GOOG and YAHOO databases have been deleted from the Quandl site, so now History requests for these symbols are returning empty lists and regression test is failing.

The HistoryAlgorithm has been updated to use the CHRIS/CME_SP1 ticker instead of YAHOO/INDEX_SPY.
2017-07-01 16:24:36 +02:00
Stefano Raggi ce38515446 Obsoleted History methods returning IEnumerable<TradeBar>
Non-generic history methods returning IEnumerable<TradeBar> have been marked as obsolete because they return an empty result when called with Forex and CFD security types.

The recommended replacements are their generic equivalents, using TradeBar or QuoteBar data type arguments, depending on the security type.
2017-02-20 23:53:49 +01:00
quant1729 b91638bb17 Fixing fill forward resolution race bug in backtesting and live. Test. 2017-01-30 16:02:21 +08:00
Michael Handschuh 8cec8cf52a Adds HistoryAlgorithm to regression tests 2016-04-12 19:06:42 -04:00
snugs 4ae1f4f5b6 Finalizes History API
Fixes bug in backtest history provider

	Requests for bar counts were always incorrect because the history provider
	was emitting bars whose end time is equal to the start time.
	Implemented a FilterEnumerator<T> privately so he can filter those out
	when using non-tick data
2015-09-15 15:40:54 -04:00
snugs 5b29b8f230 Update IHistoryProvider to use request object 2015-09-15 15:40:52 -04:00