Commit Graph

7 Commits

Author SHA1 Message Date
AlexCatarino e7680d0b25 Fixes BasicTemplateFxcmVolumeAlgorithm
The previous version was using unexisting data. At the moment, we only have hour and daily-resolution data for forex volume.
Once the resolution is changed, we have to modify the resolution of the indicator since both indicators in WeightedBy must have the same resolution.
2017-11-30 15:07:19 +00:00
Juan José D'Ambrosio 71b8e46d60 Use of Volume property
Use of try catch in Reader method
2017-11-21 20:41:45 -03:00
Juan José D'Ambrosio 8e1d33bf84 small fixes 2017-11-21 17:27:33 -03:00
Juan José D'Ambrosio 49afee6e6a same ticker value issue fix 2017-11-16 11:16:40 -03:00
Gustavo 96d47ab192 Remove importing data tag
It got replace by `custom data` in the case that it wasn't there.
2017-09-22 15:12:06 -04:00
Jared Broad 4ebc44de44 Added tags to some C# algorithms 2017-09-19 17:45:04 -04:00
Juan José D'Ambrosio f2bcad3451 FXCM Forex Real volume and Transactions ToolBox Project (#1025)
Create ForexVolume.cs

ForexVolumeDownloader added

* testing

Retrieving all resolution data.

* Writer WIP

Writing volume data with LeanDataWriter

* hour and minute data correctly saved

* algorithm added

* all working!

Downloader slices big requests working!

Cleaning made, documentation added.

* vwma qcalgorithm

VWMA QCalgorithm done.

* small fix

* Small changes.
Typo fix

* Duplicated dates issue fixed

* QC sid added.
feed changed.

* code cleaning

* data correctness test implemented

* First review changes.

* Review changes

* LeanData.cs reseted

* Forex volume writer hour and daily data tests passed.

* Cleaning tests WIP

* All test pass.

* Tests refactoring done.
All tests pass.

* config.json reverted

* FxcmDD reverted

* program.cs clean
namespace fixed

* Resolution and Symbol argument check added.

* Start date fix.

* end date request fixed

* Update Program.cs

market fixed

Update Program.cs

* New path implemented and working.
Reading tests deleted.

* Update Program.cs

* ForexVolume renamed to FxcmForexVolume

Rename classes and files to FxcmVolume
2017-08-28 16:25:52 -04:00