* Update projects to use .NET 5.0, the successor to .NET Core
* Fix ambiguous errors. Add IBAutomator net5
* Remove FXCM
* Upgrade IBAutomater to v1.0.51
ignored, and an empty message aborts the commit.
* Fix rebase
- Fix ambiguous Index
- Remove StrategyCapacity.cs
- Update System.Threading.Tasks.Extensionsy
* Remove unrequired references
* Fixes
- Travis will use dotnet, not nunit nor mono
- Remove mono from foundation image
- Fix python setup in research
- Fix unit tests
* Don't call ReadKey when input is redirected
* Fix ConsoleLeanOptimizer
* Research fixes
* Update comment
* Add vsdbg to Dockerfile
* Fixes
- Revert dockerfile FROM custom changes
- Adjust and fix regression algorithms
- Option assignment will be deterministic in the order
- 'Rolling Averaged Population' is calculated using doubles, updating
expected values.
- Update readme, removing references to mono
- Add missing Py.Gil lock
* Replace ICSharp with .NET Interactive
* Fixes after rebase
* CSharp research fixes
- Adding new Initialize.csx that pre loads all assemblies
- Adjusting template research file
- Moving steps in dockerfilejupyter
- Fix unit tests and regression tests after rebase
Co-authored-by: Gerardo Salazar <gsalaz9800@gmail.com>
Co-authored-by: Stefano Raggi <stefano.raggi67@gmail.com>
Co-authored-by: Jasper van Merle <jaspervmerle@gmail.com>
* Reconcile duplicated code
* Add License header
* CS0219 Fixes: Value assigned, but never used
* CA1507: Use nameof in place of string literals
* CS0108 : Hides Inherited Member; Use new keyword to overwrite formally
* CS0114: Hides inherited member; use override keyword
* CS0168: Variable is declared but never used
* Tests CS1062; using obsolete implicit Symbol -> String; fix via .ToString()
* CS0472: Non Nullable Obj getting Null Checked
* CS0067 Member not used; ignore all cases for future use
* CS00162 : Unreachable code; either removed or ignored for debugging and test cases
* CS0169 Remove non-used fields; ignore those that may be used in future
* CS0414; Field is assigned but never used.
* CS0618; Obsolete properties and members; Only fixes simple ones, rest will have to broken up
* CS0649; Field never assigned too
* CS0659 & CS0661 ; Overwrite operators and equals but not hashcode; I don't really override it but just call base
* Small comment fix
* Cleanup pragma statement
* Add support for Index SecurityType 🚀 (#5364)
* Add Index SecurityType 🚀
* Extend SecurityIdentifier & Lean Data classes with Index support
* Add Index SecurityType 🚀
* Extend SecurityIdentifier & Lean Data classes with Index support
* Fixes
* Added index cross basic template demonstration
* WIP: Prototype index security type for LEAN as non tradable asset
* Re-adds Index entries to MHDB after rebase
* First steps to getting Index Options running
* Looks at any instance where we pattern match for an option type
and replaces it with a generic call to `.IsOption()` for easier
extensibility in the future for additional option security types
* Adds IndexOption security and misc. classes
* Misc. changes, mainly related to any sort of special casing of
equity options and made index options take the same path
* Enables index options data for backtesting
* Adds new index options market hours to MHDB
* Misc. bug fixes for index options
* WIP: add live support for index options and indexes
* Use OptionMarginModel for Index Options because they both use the
same calculation for margin requirements
* Fixes contract not found errors on SPX index options and SPX index in IB
* Turns out index options' last trading day is the day before expiry,
which IB was expecting the last trading day.
* Add index option test cases (temp)
* LiveOptionChainProvider fix, use Symbol vs. ticker
* Description updates to regression algorithms
* Fixes bug in live trading for indexes and index options
* Adds overridable minimum price variation symbol property
* Adds variable sized minimum price variation for index options
* Adjusts symbol properties for index options
* Misc. bug fixes
* Fixes option assignment simulation for European options
* Updates index options regression algorithms (WIP)
* Fixes bug where index option exercise would trade index underlying
* Fixes bugs where SecurityType.Index was getting flagged as tradable
* Regression algorithms updates and addresses review
* Misc. style fixes and refactoring + a few bug fixes
* Updates regression algorithms to run without runtime errors
* Adds data for regression algos
* Sets DefaultOptionStyle on Canonical and support index options
* Update regression algos statistics
* Removes bad line in regression algorithm causing build to fail
* Minor tweaks
* Address review add comment about quoteBar parse scale
Co-authored-by: Balamurali Pandranki <balamurali@live.com>
Co-authored-by: Jared Broad <jaredbroad@gmail.com>
Co-authored-by: Martin-Molinero <martin@quantconnect.com>
* Update to new QC PythonNet
* Update readme
* Remove Python.Runtime config, replaced by env var
* Allow local packages testing in repo
* Address Review
* Add the LocalPackages readme
* Update Jupyter Image
* Update Research ReadMe
* CoinApi HistoryProvider impl.
* Small fix of ToTradeBar()
* Revert the change : CreateSliceEnumerableFromSubscriptions
* More tests and fixes.
* Removes redundant ToList()
* too much spacing
* Fixes to get data for an unlimited period of time, by means of pagination
* Removes SevenZipSharp library from ToolBox
- Library removal required for update to .NET 5.0 since it's not
compatible with it and Linux is unsupported.
* Adds new extract 7z functionality to Compression project
* Refactors AlgoSeekFuturesConverter 7z extract
* Refactors DukascopyDataDownloader 7z extract
* Addresses review: code cleanup + exception type change on timeout
* Removes not needed stream of data in Dukascopy downloader
* Makes output directory non-optional
* fixing up Coin API streaming
* Fixing file name
* Adding log showing CoinApi product plan
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
* Some app.config files were kept to either enable features
that are only enable-able via the config files, or binding redirects
for DLLs that are not packaged with NuGet (i.e. VisualStudio
package, required to run tests successfully @ 15.0.0.0)
* Fix IB future chain being started at reset hours
- Fix IB future chain being started at reset hours. Adding unit test
* Refactor CanAdvanceTime into CanPerformSelection
* Updates NodaTime to version 3.0.5
* Updates code to ensure compatibility with new NodaTime version
* Updates System.Runtime.CompilerServices.Unsafe to 5.0.0
- Required by NodaTime
* Adds comments explaining changes in NodaTime
* Migrate to newer CSProj format; build succesful
Rebase onto master
* Maintain binaries directory
* Reinstate FSharp default condition
* Remove reference to packages.config
* Test project fixes
* Remove nuget.config and "Solution Items"
* Remove repetitive assembly info
* Reinstate default compiles and cleanup redundant settings
* Reinstate any specific settings that defaults are unclear for
* Reinstate Framework.nuspec
* Make test internal classes public for composer use; undo assembly change
Rebase onto master part 2
* Address review; restore some settings
* Restore RootNamespace and AssemblyName attributes
* Use NugetPackageRoot instead of NugetPackageFolders
* Reinstate "RestorePackages" setting
* Transfer compilied Python files to launcher and tests bin
* Remove conflicting settings
* Fix WebSocketSharpFork references
* Fix FSharp Core reference
* Upgrade TestPlatform.ObjectModel to 16.8.3, and redirect V11 binding
* Add Mono.Cecil package
* Address review
* Update RandomDataGeneratorProgram.cs
Replaced AddMonths(6) with a Datetime value half way between settings.Start and settings.End.
* Update RandomDataGeneratorProgram.cs
* Update to bug-5030-CFDdatanotoworking
* Added midpoint unit test
* Minor test assert improvement
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
* 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
* Adds preliminary universe selection for Future Options
* Fixes scaling issues with Future Options
* Fixes scaling multiplying by 10000x instead of using _scaleFactor
* Fixes scaling for Tick
* Revert changes to Tick since it divides the scaling factor
* Changes stale method name to new method name after rebase
* Fixes selection bugs, adds new methods, and adds unit tests
* Fixes bug where Equity Symbol was created for an underlying
non-equity Symbol, resulting in equity data trying to be loaded
* Adds unit tests covering changes to Tick, QuoteBar, TradeBar and
LeanData
* Adds regression test for AddUniverseOption filter contract selection
for Future Options
* Addresses review - modifies the AddFutureOption signature
* Adds new AddUniverseOptions method overload
* Removes and adds a new unit test
* Misc. modifications to account for new changes
* Fixes bug where futures were loaded using default SID Date
* Refactors and removes unnecessary work
* Fixes regression algorithm, which previously made no trades
* Adds future option data
* Adds the corresponding underlying data, in this case, futures data
to enable usage of future options data
* Replaces data with new data (ES18Z20)
* Improves Future chain filtering and updates regression stats
* Add AddFutureOptionContract API
* Expands regression and unit tests to test in finer detail
* Adds Python regression algorithms for AddFutureOption[Contract] methods
* Adds new unit test for BacktestingOptionChainProvider
* Fixes bug with BacktesingOptionChainProvider where we
attempted to load the Trades option chain first, resulting
in breakage of backwards compatibility and limitation of the
option chain.
* Adds new regression algorithms (Py) to Algorithm.Python project
* Adds FutureOptionMarginBuyingPowerModel
* Modifies code paths used to select margin model
* Adds related unit tests for margin model
* Fixes issue with unit test and MHDB/SPDB lookup for Future Options
* Preliminary regression algorithm testing ITM call/put option buying
* Fixes bug where fee model used did not find non-US market
options fee model. We now use the futures fee model for future
options because IB charges the same commissions per contract
between futures and futures options
* Adds proper regression algorithm for ITM future options expiration
* Pushing broken algorithm for review
* Currently, algorithm does not fill forward, causing
a single future option to not get exercised when it is delisted.
* Adds FutureOptionPutITMExpiryRegressionAlgorithm
* Improves existing regression algorithm for call side
* Fixes bug in existing regression algorithm
* Adds AAPL daily data to advance enumerator for ^^^ fix
* Adds additional future option regression algorithms
* Adds Buy OTM expiration regression algorithms
* Adds Sell ITM/OTM expiration regression algorithms
* Adds missing Python regression algorithms
* Adds remaining Python regression algorithms and fixes issues
* Fixes naming issues and statistics
* Adds short option OTM regression algorithms (Py)
* Add license header and class comments to python algorithms
* Cleans up comments and docstrings
* Create Buy/Sell call intraday regression algo
* Redirects future options symbol properties to futures symbol properties
* Asserts exercise/assignment price and updates stats in regression algos
* Adds new unit test covering changes to SecurityService
* Adds comments and fixes failing test
* Partially fixes future option mis-calculated profit/loss
* Adjusts portfolio model to calculate FOP as a no upfront pay asset class
* Updates regression algorithm statistics
* Begin IB FOP support
* Initial support for FOP IB data streaming, live í¾
* Adds additional functionality to LiveOptionChainProvider
- Allows querying CME API to retrieve option chains for CME products
- Ultimately, it's also the groundwork for the CME
LiveFutureChainProvider
* Edits IDataQueueUniverseProvider interface to provide greater
control to implementors of it
* Misc. bug fixes required to get FOP data streaming through IB
* Adds comments, adds missing rategate call, and cleans up code
* Force exchange for FOP and Futures when no exchange is provided
* Fixes bug with Portfolio modeling across all asset classes
* Adds LiveOptionChainProvider tests for Future Options
* IB brokerage option symbol bug fixes and improvements
* Fixes contract multiplier lookup bug
* Fixes issue where we attempted to subscribe to IB data feed with canonical security
* Adds ES MHDB entry
* Reverts portfolio modeling changes for Futures Options
* Since IB eats into our account's cash balance when
a new FOP contract is purchased, we must model by applying funds
to our cash whenever a new purchase/sell occurs.
If we choose to model FOPs exactly as we do with futures, we
will end up with an invalid TotalPortfolioValue on algorithm
restart. By all means and purposes, FOPs are modeled exactly
the same as equity options with respect to the portfolio.
* Adds comments clarifying portfolio modeling and clarifies
existing portfolio modeling comments with additional context.
* Fixes IB symbol lookup for future options
* Fixes LiveOptionChainProvider looping 5 times per option chain
request, even on success
* Sets OptionChainedUniverseSelectionModel to produce a canonical
future/future option/option Symbol to avoid creating two Symbols
* Adds GLOBEX future option symbol mapping from future -> fop
* Fixes LiveOptionChainProvider loading wrong contract option chains
* Fixes loading of futures options ZIP files when backtesting
* Adds a string -> decimal JSON converter
* Additional fixes/refactoring to the LiveOptionChainProvider
* Adds tests for changes to Symbol and LeanData
* Reverts changes to IB-symbol-map
* Fixes Value for mapped future options tickers
* Fixes Symbol test
* Changes path of future options to future's expiry date
* Extra changes made to remove scaling from writing CSV
* Added method to map from FOP Globex -> FUT Globex
* Fixes MOO and MOC orders for future options
* Note: this order type might not be supported by IB or CME.
* Bug fixes and updates unit tests
* Update regression tests and data format
* Rebase changes
* 1. Multiple bug fixes for LiveOptionChainProvider, reverts IQFeed changes
2. Address review (partial): Code reuse and cleanup
1.
* Modifies check in
`AddFutureOptionShort(Call|Put)ITMExpiryRegressionAlgorithm`
to ensure no buys have negative quantity
* Code reuse changes in IB brokerage
* Bug fix in IB brokerage where we assigned the FOP expiry
as the futures expiry (requires verification)
* Doc changes and adds missing summaries/license banners
* Disposes of HTTP client resources in LiveOptionChainProvider
* Renames classes and adds FutureOption folder in Common/Securities
2.
* We revert back to the quotes API for the option chain,
since the settlement API sometimes had missing strikes.
* Fixes future option expiry being set as future's expiry
in LiveOptionChainProvider
* Fixes bug where wrong option chain was selected because of bad
expiry lookup in the futures expiries returned from CME
* Fixes multiple looping bug in LiveOptionChainProvider
* Adds strike price scaling for LiveOptionChainProvider
* Reverts IQFeed changes and simplifies interface upgrade changes
Some additional challenges we'll have to solve as part of FOPs:
- The `OptionSymbol.IsStandard` method makes the assumption that
weeklies contracts follow the pattern equities follows, which
does not apply to Futures Options
- The Subscription created in:
`OptionChainUniverseSubscriptionEnumeratorFactory`
...adds a Trade config. For illiquid contracts, this
will delay universe selection for the option symbol
until we get a trade. However, if we add a quote config,
the data would instead be loaded based on the first quote
we received from the brokerage.
But since we're currently using a trade config, illiquid
contracts won't start streaming data until it receives a trade.
NOTE: this commit is a WIP to addressing the reviews received in the PR,
but has been committed early for efficiency in the review process
* Fixes regression algorithms and misc. bugs
* Fixes map file lookup for non-equity options
* Adds extra assertion at end of algorithm to ensure no holdings are
left when the algorithm ends.
* Adds FutureOptionSymbol, allowing all contracts through as standard
* Changes SPDB to allow defaulting to underlying future symbol
properties if no entry is found for the given FOP
* Fixes calls to SPDB in SecurityService, IBBrokerage
* Reverts AAPL daily ZIP file to fix majority of regression algorithms
* Adds FOPs symbol properties
* Fixes existing symbol properties for a few futures
* Adds tests for changes to Symbol Properties Database
* Removes string SPDB lookup method
* Updates tests and misc callees of previous method
* Updates all regression tests to use data of already expired contracts
* Adds Futures Options Expiry Functions tests
* Adds required futures data for 2020-01-05
* Address review (partial): Expands test coverage and fixes tests
* Set option chain tests parallelism to fixture only
* Fixes broken test for contract month delta for FuturesOptionsExpiryFunctions
* Changes delisting date logic for Futures Options
* Address review: removes duplicate code, misc code fixes
* Bug fix in MarketHoursDatabase.GetDatabaseSymbolKey() where
we would use the underlying's Symbol for lookup in the MHDB
* Adds missing license banner
* Removes Futures Options entries from MHDB
* Adds new tests
* Adds SecurityType.FutureOption
* Converts any underlying comparisons and uses SecurityType directly
instead for FOP specific behavior
* Extra code modifications to acommodate new SecurityType
* Addresses review: fixes order fee bug on exercise
* Additional bug fixes and adding of SecurityType.FutureOption
* Updates regression algorithms OrderListHash
* Fixes various bugs in IB live implementation
* Fixes bug setting the right contract expiration date for FOP
generated by LiveOptionChainProvider
* Adds new function to FuturesOptionsExpiryFunctions
* Clarifies parameter names better in some functions/methods
* Fixes bugs in IB brokerage for FOPs
* Address review - code cleanup and refactor
* Remove MappingEventProvider, SplitEventProvider, and
DividendEventProvider for Futures Options in
CorporateEventEnumeratorFactory
* Address review: Use MHDB key resolver in SPDB
* Makes regression tests pass and adds comment for expiry issue
* Fixes MHDB lookup on string symbol method
* Adds Futures Options greeks regression algorithm (C# only)
* Adds explanitory comment on MHDB FOP lookup
* Remove python from FutureOptionCallITMGreeksExpiryRegressionAlgorithm
* Update crypto entries in SPBD
- Update values for GDAX and Bitfinex, with latest values from exchanges
- Update symbols with >3 letters
- [Fix] Remove same base-quote entries
* Update unit tests
Increment in precision given smaller lot sizes in SPDB crypto entries.
* Add GDAX symbol properties downloader (unit test)
* Update GDAX symbol properties database
* Add BrokerageSymbol to symbol properties database
* Update GDAX symbol properties
* Address review
- Rename BrokerageSymbol to MarketTicker
* Add GDAX symbol mapper
* Update GDAXBrokerage to use symbol mapper
* Fix GDAX brokerage unit tests
* Replace GDAXSymbolMapper with SymbolPropertiesDatabaseSymbolMapper
* Address review
- use Symbol key in dictionaries
* Rename BrokerageSymbol to MarketTicker
* Save GDAX history in the real ticker folder
* rename tickerMapper to symbolMapper
* fix gdaxdownloader help message
* Save GDAX history in the real ticker folder
* rename tickerMapper to symbolMapper
* fix gdaxdownloader help message
* use SymbolPropertiesDatabaseSymbolMapper
* address review
Co-authored-by: JJD <jjdambrosio@gmail.com>
Co-authored-by: Stefano Raggi <stefano.raggi67@gmail.com>
Co-authored-by: Martin-Molinero <martin@quantconnect.com>
* Update crypto entries in SPBD
- Update values for GDAX and Bitfinex, with latest values from exchanges
- Update symbols with >3 letters
- [Fix] Remove same base-quote entries
* Update unit tests
Increment in precision given smaller lot sizes in SPDB crypto entries.
* Add GDAX symbol properties downloader (unit test)
* Update GDAX symbol properties database
* Add BrokerageSymbol to symbol properties database
* Update GDAX symbol properties
* Address review
- Rename BrokerageSymbol to MarketTicker
* Add GDAX symbol mapper
* Update GDAXBrokerage to use symbol mapper
* Fix GDAX brokerage unit tests
* Replace GDAXSymbolMapper with SymbolPropertiesDatabaseSymbolMapper
* Address review
- use Symbol key in dictionaries
* Rename BrokerageSymbol to MarketTicker
* Update unit test
* Add Bitfinex symbol properties downloader (unit test)
* Add Bitfinex symbol market ticker to downloader
* Update Bitfinex symbol properties database
* Update BitfinexBrokerage to use SymbolPropertiesDatabaseSymbolMapper
* Remove Bitfinex test symbols from db
* Update Binance symbol properties database
* Update BinanceBrokerage to use SymbolPropertiesDatabaseSymbolMapper
* Add missing Binance test case
* Update symbol properties database
- gdax, bitfinex, binance
* Update CoinApi symbol mapper for new SPDB
* Exclude Bitfinex BCH pre-2018-fork in CoinApiSymbolMapper
* Remove unused properties
* Add CoinApi mappings
Co-authored-by: JJD <jjdambrosio@gmail.com>
* Fixes 4815 by loading the requested assembly from different folder.
# Conflicts:
# ToolBox/Program.cs
* Upgrades System.Collections.Immutable to Version=1.2.5.0
* Creates a prototype for SSE streaming in IEXDataQueueHandler.
* Revert the changes in Tick.cs
* Implements a logic in IEXDataQueueHandler that updates the data-feed subscription after Subscribe/Unsubscribe
* Implements IEXCouldSubscribeMoreThan100Symbols - which fails and other small fixes.
* Implements DoForEach LinqExtensions
* Implements IEXEventSourceCollection that wraps all logic that is SSE-subscriptions and symbol-limits-per-connection concerned.
* Changes:
1) Fixes to address review.
2) Makes IexMarketPercent in QuoteSSE nullable as null values are assigned to in this field in data object received before the traing session start.
3) Deprecates helper Subscribe/Unsubscribe in IEXDataQueueHandler and IEXCouldSubscribe test.
* Fixes:
1) _refreshEvent.Reset() order was not correct - should be called before UpdateSubscription
2) ProcessJsonObject- leaves only the functionality to emit ticks.
3) IEXEventSourceCollection - replaces int counter with CountdownEvent to improve the logic - in particular, need a mechanism that would not allow the repeated call to continue until the first one is completed
* Refines the logic with parsing a data snapshot.
* Fixes few more bugs:
1) Logic in ProcessJsonObject
2) Logic in UpdateSubscription - need to introduce additional ManualResetEvent to implement the intended logic - otherwise the logic is not suitable for general case
* Introduce rate-gate limit in IEXEventSourceCollection:
because when subscribing to a bunch of shares (more than 200 for example)
the violation of rate gate policy may occur, which described in API docs asRequest Limits
IEX Cloud only applies request limits per IP address to ensure system stability.
We limit requests to 100 per second per IP measured in milliseconds, so no more than 1 request per 10 milliseconds.
SSE endpoints are limited to 50 symbols per connection. You can make multiple connections if you need to consume more than 50 symbols.:
* Few additional fixes done after real time testing
* Adds xml-docs in stream response object + renaming a file.
* Fixes:
1) Additional StreamResponseStocksUS parsing issues, that can happen outside of regular exchange hours.
2) Cancel clientUpdateThread by means of CancellationTokenSource
3) Replace BuildSymbolsQuery by string.Join
* Fixes:
1) Changing Log Trace -> Debug
2) Adds ConfigureAwait(false) to async method call
3) Removes direct reference to System.Net.Http
* Removes a task and manual reset event in IEXEventSourceCollection
* Additions:
1) IEXEventSourceCollectionSubscribes test
2) GetSnpStocksArray() helper method
3) Installs packages in QC.tests : HtmlAgilityPack & LaunchDarkly.EventSource
* IEX history provider fixes :
1) Tiny bug in ProcessJsonObject - use continue instead of return as execution is inside the for-each block)
2) Adds period variable for the historical data retrieved
3) Fixing from if (date.Date < start.Date || date.Date > end.Date) conditional check --> if (date < start || date > end) for more precise sorting.
* Changes:
1) Removes HtmlAgilityPack and SNP scraper
2) Uses hard coded symbols instead
* Bug fix:
- at certain hours (example: before pre-market open or on holidays) IEX may send no data on subscription - when trying to connect during those hours Message handler may not be fired - need to place the counter signal to client.Opened to be informed of successful connect.
* Implements:
1) IEXEventSourceCollectionSubscriptionThoroughTest and MockedIEXEventSourceCollection
2) Makes changes to IEXEventSourceCollection accordingly to allow the thorough testing.
* Fixes formatting issue in StreamResponseStocksUS
* Small fix for a new tests:
- Change RemovedClientSymbols to keep not clients itself, but symbols array, because clients are being disposed right further
* Enables extended logging in Toolbox.
* Fixing IEX historical data fetcher bugs:
1) Bug in IEXDataDownloader.cs - HistoryRequest not precisely correct.
2) Enables day-by-day daily bar downloading in IEXDataQueueHandler.
Motivation: Suppose we need data for some interval in the past - from-date=20170915-00:00:00 --to-date=20171103-00:00:00.
With current behavior IEX would have to download all the historical data from =20170915-00:00:00 up to this day.
3) Extends SynchronizingHistoryProvider
* Enables async fashion historical data download
* More fixes to IEXCouldGetHistory test.
* Reverts day-by-day daily bar downloading and other fixes.
* Removes needless packages & references
* Fix package reference
* To address review
* Sort out zero price ticks:
after testing on real-time algo 30 min before the market open now - IEX may send updates for many securities with zero lastPrice, lastSize - fix to sort such entries out
* Workaround for missing QuoteTicks timestamps:
Since we don't have a stamp for quote tick updates (only for trades) we calculate the average delay between trade tick's time stamp and local time, and
assuming that delay in average is the same for quote updates - just assign the local machine time adjusted for this average
* Simplifies the things.
* Changes:
1) Deprecates quote updates for IEX stocks.
2) Reduce the stream updates to reduce costs to ->
# Stock Quotes every 1 second (per symbol? )
# Can be up to 54,000 messages per symbol per day
https://iexcloud.io/docs/api/#how-messages-work
* Fixes:
1) IEXDataQueueHandler: give an error message on extended market hours or tick resolution subscription request. As they are not really well supported by IEX.
2) Few small fixes in IEXEventSourceCollection, including additional condition for when the subscription remains irrevocable.
* Add files via upload
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* Delete QuiverHouseDataDownloader.cs
* Delete QuiverSenateDataDownloader.cs
* Delete QuiverPoliticalBetaDataDownloader.cs
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* Delete QuiverHouse.cs
* Delete QuiverSenate.cs
* Delete QuiverPoliticalBeta.cs
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* Addresses self review: Cleans up code and adds new unit tests
* Adds Quiver* C# files to project
* Adds new unit test for QuiverCongress
* Adds Python algorithm example
* Address self reviews
- Adding some missing xml docs
- Removing unrequired imports.
- Minor rename from Date to ReportDate
- Live trading will throw InvalidOperationException
* Fixes for example algorithms
Co-authored-by: Gerardo Salazar <gsalaz9800@gmail.com>
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
Jasper van Merle