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* Minor indicator history fix
- Take into account warmup period when used, the last bar of the warmup
period is counted as a data point.
- Fix bug where in some cases the last data point could of been missed
and the indicator not updated with it
* Minor tweak
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* Fix dividend yield calculation
* Get security price as input for dividend yield provider
* Account for splits in dividend yield provider
* Fix split adjustment for dividend yield calculation
* Use right dividend yield in options indicators
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* Default daily precise end times
- Enable by default daily precise end times. Updating stats
- Minor fix for algorithm manager consolidator updates, adding new regression test
asserting behavior and updating others
- Minor fix for SubscriptionData creator avoid round down on warmup if
not appropiate
- Adjust consolidators to emit on daily strict end times if requested
daily resolution and setting enabled
- Updating regression algorithms
* Skip daily data on extended market hours
* Some cleanup and self review
* Revert unrequired change
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* First draft of the solution
* Reduce duplication and add more properties
* Add regression tests
* Add xml docs
* Add unit tests
* Improve regression and unit tests
* Address requested changes
* Address request and improve unit tests
* Add unit test and fix bug
* Improve unit tests and implementation
* Nit change
* Address reviews
* Improve regression tests
* Address requests
* Fix bug
* Address requests
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* feat: new constructor of AlgorithmNodePacket
* refactor: extract JobQueue configuration
* remove: not used `using` in IDataDownloader
* feat: create BrokerageDataDownloader
* Revert "refactor: extract JobQueue configuration"
This reverts commit 5778936b712befd6e367bee3decc4a3565ca69af.
* Revert "feat: new constructor of AlgorithmNodePacket"
This reverts commit d7a565ff761243ae1391bd45fd10c93221f0329e.
* feat: new config `data-download-brokerage` in DataDownloadProvider
* refactor: initialize in BrokerageDataDownloader
* remove: not used `using` in Program's DataDownloadProvider
* remove: not used ref on QuantConnect.Queue proj
* refactor: use default market based on SecurityType
* refactor: MarketName in DataDownloadConfig struct
test:feat: validate MarketName
* feat: support Canonical Symbols in BrokerageDataDownloader
* remove: not used command arguments
* feat: init CacheProvider of IOptionChainProvider in Downloader
* feat: add brokerage message event in BrokerageDataDownloader
* Set best recommended model based on option style.
The best option model will be used in options indicators based on option style if not specified
* Reduced Greeks/IV numerical models steps to 100
* Minor fixes
* Minor changes and improvements
* Changed default pricing model for IV
* Minor performance improvements
* Minor performance improvements and fixes
* Minor change
* Minor regression algorithm fix
* Update greek indicators internal IV indicator only when not user provided
* Revert unnecessary changes
* Minor changes
* Cleanup
* Made changes in the ParseOptionTickerOSI function. Now it can handle both with and without space
* added new function GenerateOptionTickerOSICompact and added the test cases for it, expanded test cases for ParseOptionTickerOSI
* added assertions for strikePrice and date, corrected the indentation
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* First draft of the solution
* First draft of the tests
* Nit changes
* Nit change
* Add improvements
* Improve unit tests
* Regression algos
* Nit change
* Nit changes
* Improve unit tests
* Improve unit test
* Nit change
* Address reviews
Jhonathan Abreu