* Dynamic spdb
* Minor changes and unit test
* Get MHDB and SPDB refresh period from config
* Add databases refresh period to algorithm settings
* Address peer review and add unit test
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* Fix fill forward resolution adjustment on removal
- Fix fill forward resolution adjustment on subscription removal. Adding
regression algorithm reproducing issue
* Minor fix for undeterminism behavior on security removals and FF res change
* Further improvements and determinism
- Improve regression algorithm add, remove and readd future, asserting
FF resolution changes
- Adjust universe selection to be deterministic and avoid unnecessary
FF resolution changes
* Daily data Time & EndTime Improvement
- Adjust daily data Time & EndTime to actually reflect the time of the
data used, for example US Equity from 9.30 to 4PM. Adding new unit and
regression tests
* Refactor solution to use enumerator
- Refactor daily strict end times solution to be through enumerator
usage, so it applies for history providers too
* Minor fixes
* Revert fill forward enumerator change
- Revert FillForward enumerator causing stats changing, enhancing unit
tests
* Some cleanup
* Improve handling of live trading FF enumerator
- Improve handling of live trading FF enumerator, by adding support for
bars to arrive with a delay so we can handle auction close/option
prices or data providers which might have some delay making the data
available. Adding new unit tests asserting the behavior
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* Round combo order prices
* Combo limit order round fix: use smallest security min price variation
* Minor unit test change
* Improvements and unit tests
* Minor change
* Cleanup
* refactor: modifier static to parse enum and ignore warning
* feat: group symbol when download cannonicial data
feat: log total time execution of download provider
test: right keeping of cannonicial data
* feat: parameter ctor in DataDownloadConfig
* test:feat: additional assertion of wrote data in file
* feat: static FilterGroupDownloadDataBySymbol
* refactor: extract downloader folder path
* try: map file false
* feat: get rid of dataCacheProvider in DownloaderDataProvider
* refactor: get rid mapFile flag
* CI test fix
---------
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
* Fix: source custom data from remote CSV zipped file
* Fix: Custom data sourcing zip entry names from remote locations
* Address peer review
* Add unit tests
* Minor fix
* Address peer review
* Minor fixes
* Return byte array in IApi.DownloadBytes
* Allow sourcing custom data from specific csv entry in a zipped remote file
* Minor change
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- Make sure calling CSharp methods, fields, properties releases the GIL,
this was not hapenning for fiels & properties, adding unit test
reproducing the issue
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* Improve python exception message for cases when derived class uses member names already defined in base C# classes
* Update pythonnet version to 2.0.33
* Update error message
* Pythonnet version bump to 2.0.34. Minor unit test fix
* Enhance pythonnet overload tests
---------
Co-authored-by: Jared <jaredbroad@gmail.com>
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
* feat: support snake-case style Python QCAlgorithm implementations
* feat: add unit tests and minor fixes
* feat: implement new BasePythonWrapper class for python wrappers.
Used to cache methods and contains invoke functionality
* feat: make python wrappers implement the new base class for pep8 style support
* feat: keep overriden methods in Algorithm Python Wrapper
* feat: add unit tests for custom models algorithms with PEP8 style
* Bump pythonnet version to 2.0.30
* fix bugs and address peer review
* Address peer review
* Minor revert
* feat: StubsIgnoreAttribute for ignoring members or classes by the stubs generator
* Minor fixes
* Minor fix
* Minor fix
* Bump pythonnet version to 2.0.31
* Added Greeks.Lambda_ alias of Lambda for python compatibility.
Remove unused method
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* Add support for auxiliary data history request
- Add support for split/dividends/margin interest history requests.
Adding regression algorithms
* Expand auxiliary history regression tests
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* Minor api improvements
- Adding Universe.Selected to hold the current set of selected symbols.
Adding regression tests
- Adjusting TimeRules and DateRules to fallback to the MHDB if the
security hasn't been added. Updating existing regression tests
* Expand regression test assertion
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* fix: download year file data only for hour and daily resolutions for options and index options
* minor fix: index options regression tests expected status
* Minor change
* minor: update regression algorithms stats
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* Adding new algorithm data handling options
- Adding new QCAlgorithm data handling method options to override.
Adding Py/C# regression tests
- Removing old OnData Type specific invoker methods
* Address reviews. Remove old OnData C# only methods
* Add Scheduled Universe Selection
- Adding `UniverseSettings.Schedule` that will allow users to
specify a custom selection schedule which is independent of the
underlying data frequency
- Adding unit and regression tests
* Add live trading schedule time shift
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* refactor: map files in lean/data folder
* feat: Indexers in MapFile
* feat: extension for mapFile and downloader param
* refactor: getAllTickers from MapFiles
* feat: addition out variable in TryParsePath
fix: tests with new variable
* refactor: DownloadDataProvider with getting all ticker with different DateTime Ranges
feat: test
* revert: "refactor: map files in lean/data folder"
This reverts commit 41fa26eb8627446028d4f2d4c536511ea82a9a48.
* revert: "feat: addition out variable in TryParsePath"
refactor: some actual changing
This reverts commit 9de482bd6490eecd1eeee83e035dfc1ece8d6415.
* revert: "feat: Indexers in MapFile"
fix: actual changes
This reverts commit 393181c6316a354a8cdcbfb093707cb545383a8a.
* remove: high performance Any validation
feat: validation on ticker start with specific sign
fix: option test
* feat: validation on mapping
refactor: when resolution less hour
test: new test cases + validation of SecurityType
* refactor: add additional day when return date range from MapFile
fix: FirstTicker instead of Permtick when generate new Equity
feat: validation of request Date in DownloaderDataProvider
refactor: by style proj DownloaderDataProvider
test:fix: starting Date in TestCases
* remove: duplicate code
* fix: check of income data.Time with requested Start/End-Date
* test:fix: download test cuz we can not get/write future data
* remove: extra Symbol Create mthd
* test:feat: validate of TryParse returns correct symbol
* remove: excess if condition
* test:remove: extra chaning
connected # 3a62adf54c42b01d28ff410e93e1ce277ee6d534
* refactor: split big method to small ones (add readability)
* fix: typo in xml description
* refactor: get the correct symbol value
* refactor: use local time instead of Utc in download Param extension
refactor: use struct instead of class
* test:fix: convert time to Utc from local time
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* Add schedule manager unit tests
* Add schedule manager unit tests
* Fix overriding security exchange hours
* Minor comments changes
* Minor change
* Add SecurityExchangeHours.Update method to set without changing the reference
* Minor change
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* Refactor universe historical data source
- Add new universe history API methods
- Refactor QuantBook UniverseHistory to use the universe selection
itself instead of a given func
- Refactor and rename fundamental types
- Refactor AddUniverse API to handle universe collection data which
holds another type internally, like fundamental
* Fix minor bug causing ApiDataProvider not to serve Bitfinex universe data
* Further improvements to add universe API
* Handle no selection function
Jhonathan Abreu