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Author SHA1 Message Date
Roman Yavnikov 86fcc40c3e Feature: Generic brokerage downloader wrapper (#8235)
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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
 2024-07-31 19:02:13 -03:00
Roman Yavnikov 9fad556903 Remove: log ETA calculation (#7994)
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* remove: ETA in data download provider

* remove: log of ETA calculation

* remove: test with ETA downloader
 2024-05-03 14:25:10 -03:00
Roman Yavnikov ef23d7b6fe Add Group Symbol and Total Time Execution Logging for Downloading Canonical Data (#7984) 
* 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

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Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
 2024-05-01 13:39:34 -03:00
Roman Yavnikov 74d95f1611 Implement Download Project in Lean (#7975) 
* feat: init Download proj

* feat: update docker file to copy download proj

* feat: parsing in cmd arguments

* feat: DataDownloadConfig model
feat: add config file
refactor: logic of parsing config

* feat: overrid ToString in DataDownloaderGetParameters

* remove: not used argument command

* feat: calculate downloading % (without ETA time)

* fix: dockfile copy path for DownloaderDataProvider proj

* feat: additional Property in .csproj

* remove: DataProviderFullName prop from DataDownloadConfig

* remove: extra package (ref from Configuration proj)

* feat: ETA calculation of downloading data

* Minor tweak

* rename: namespace of downloaderDataProvider to generic style format

* test: ETA from DownloaderDataProvider

* fix: calculate ETA like real downloading process

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Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
 2024-04-25 19:53:58 -03:00