Commit Graph

4 Commits

Author SHA1 Message Date
Martin-Molinero 6fd1a002fe Adjust index option data timezone (#6970)
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* Fix index option data timezone

- Fix index option data timezone which was 1 hour late than expected

* Update existing index option tests

- Update existing index option tests.
- Disable index option daily resolution support
2023-02-16 17:35:10 -03:00
Jhonathan Abreu 35dfcd73ab Index options MHDB review (#6890)
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* Index options MHDB review

* Update MHDB

* Update regression algorithms stats

* Update regression algorithms stats

* Add index and index options holidays

* Peer review

* Update algorithms stats
2023-02-10 14:37:44 -03:00
Ryan Russell 98fa4464ce docs: excersizing -> exercising (#6559)
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* docs: `excersizing` -> `exercising`

Signed-off-by: Ryan Russell <git@ryanrussell.org>

* docs: fix `exercising for exercising`

Signed-off-by: Ryan Russell <git@ryanrussell.org>

* docs: `migth` -> `might`

Signed-off-by: Ryan Russell <git@ryanrussell.org>

Signed-off-by: Ryan Russell <git@ryanrussell.org>
2022-08-18 11:00:26 -03:00
Martin-Molinero 7540af454c Warmup resolution respected (#6467)
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* Respect warmup resolution given

- The data feed will respect the warmup resolution given and override
  the resolution used by the algorithm when adding a subscription.
  Updating regression algorithm to keep previous statistics. Adding new
  regression algorithm asserting the desired behavior

* Testing improvements

- Add more unit tests and regresion test
- Add missing data for crypto
- Fix bug with FFed data crossing after the end time of the warmup
  request

* Add more Warmup resolution regression algorithms

- Adding more warmup resolution regression algorithms, using
  Settings.WarmupResolution and an option selection case

* Add more warmup regression tests

- Adding more warmup regression tests.
- Will no longer skip universe selection subscriptions from warmup
  resolution enforcement. Updating regression algorithms data points

* Fix bug with data rounding

- Fix data rounding bug when warmup resolution is set to a different
  value than the original configuration. Updating regression algorithms
  to assert the expected behavior

* Address reviews

- Revert regression algorithms changes to use Resolution during warmup.
  Updating their stats.
- Adding new regression algorithms asserting the behavior warming up
  using a timespan and no warmup resolution
- Fix bug where data used to warmup the 'normal' enumerator will make it
  through into the warmup time span. Updating tests

* Address reviews

- Add missing comments, explaning warmup algorithms time span
  calculations.
- Revert changes in existing `WarmupOptionTimeSpanRegressionAlgorithm`
  to reduce diff to minimum
- Adding new warmup unit tests asseting algorithm warmup start time, for
  different combinations of bar count, timespan, resolution
2022-07-15 13:05:06 -03:00