Martin-Molinero
31d101253c
LeanDataReader future/option data ( #5117 )
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* LeanDataReader future option data
- The LeanDataReader will be able to read an entire zip of future and
option data, currently it's just returning the first entry in the zip
file. Adding unit tests
* Fix added unit test data path
2021-01-08 11:13:05 -03:00
Juan José D'Ambrosio
3a53363c13
LeanDataReader get time zone return NodaTime.DateTimeZone
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Avoid Primitive Obsession.
Visualizer updated.
2018-10-01 11:32:31 -03:00
Juan José D'Ambrosio
249092d90d
Read CFD and Forex tick timestamps as double intead int
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This allows resolution higher than millisecond.
2018-10-01 11:32:31 -03:00
AlexCatarino
b3e495fc74
Adds x axis label with timezone to images generated by the data Visualizer
2018-06-28 17:53:15 +01:00
Juan José D'Ambrosio
e604682824
Composer out from the LeanDataReader
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and into Python
2018-04-30 12:46:40 -03:00
Juan José D'Ambrosio
901f6c53bc
Don't generate config.json in toolbox assembly folder.
2018-04-30 09:48:32 -03:00
Juan José D'Ambrosio
4ace8cb255
Lean Visualizer C# toolbox project and Python Wrapper working
2018-04-27 11:49:52 -03:00
smartquant
addf2101fa
Added / fixed conversion test from minute to hourly/daily for futures
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- Adapted DataReader to load zipfile entries
- Uploaded corrected daily / hourly data for ES and GC
2017-06-27 10:25:34 +02:00
Andrew
2e79c285f5
Added LeanDataReader to Toolbox Project
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This class returns an IEnumerable of BaseData that is read directly from
disk and does not enter the Lean enumeration stack.
2017-06-01 10:52:45 -04:00