Build & Test Lean / build (push) Has been cancelled
* Adds processed data directory to read price data from
* Make coarse universe generator look at data directory before failing to find daily data
* Set coarse generator output of missing daily file to debug log
* Add CoarseUniverseGenerator logs
* Fixes 100 nanosecond increment lookahead bias when parsing large numbers
* Whenever we parse a number that is has precision greater than
DateTime ticks (sub-100 nanoseconds), if we have nanoseconds
between [0, 1000), excluding numbers divisible by 100,
we will have leftover nanoseconds between [0, 100) nanoseconds, but
they won't be factored in to the DateTime calculation, since casting
to `long` only takes the integer component of the number, so we lose
the extra nanoseconds that came with the decimal, and time is set to
the "floored" value without those nanoseconds.
Since .NET `DateTime` type has a limitation of only being able
to represent time in increments of 100 nanoseconds, by not
considering the sub-100 nanoseconds, we introduce a look-ahead
bias of at most 100 nanoseconds/1 tick
* Misc adjustment to make method use `decimal` instead of `double`
for increased precision when parsing large numbers
* Changes CoinAPI data converter to support processing raw files in original directory structure and file name
* Removes Market requirement from CoinAPI data converter
* Remove timeout on decompression of raw AlgoSeek futures data
* Updates SEC downloader to use HttpClient where requests were failing
* For some unknown reason, valid requests to a valid URL were
failing when using WebClient. Changing our requester to
HttpClient fixes the issue, and enables us to leverage
async capabilities where applicable.
* Added fault tolerance to index file downloads, including a
rate limit in case we've been rate limited
* Further refactoring; catches 429 errors, adds missing rategate calls
* Replace all usage of WebClient, force retry for all failures
* Adds optional config value for Benzinga News API key in downloader
* Modifies Estimize Downloader api config name and fixes directory not found bug
* Refactor Estimize to speed up processing time
* Adds ticker limits if desired
* Misc. bug fixes, performance improvements, code cleanup
* Remove debug log statements leftover from previous commit
* Add support for non-tick Index resolutions in LeanDataWriter
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* Lower requests/second for SEC downloader, add missing rategate call
Co-authored-by: Martin-Molinero <martin@quantconnect.com>
* We made an assumption that all tickers marked as "defunct" from
Estimize would have a dash '-' separating the defunct indicator
from the ticker. However, there was a ticker where the defunct
separator was actually an underscore '_'. There are now
additional checks in place to ensure that we do not pass the
Substring method an invalid 'length' value.
Fix issue in Consensus downloader where attempt to select non-duplicates would cause a chunk
of data to be dropped and never processed
Update output path to be CSV files instead of JSON, non-zipped
Fix documentation
Fix bug where we would not properly output files
- Release: Financial releases for the specified company
- Estimate: Financial estimates for the specified company
- Consensus: Consensus of the specified release
For each equity endpoint, we create a `BaseData`, a Downloader and add unit tests.
Gerardo Salazar