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2025-03-17 15:54:51 -04:00
2ec01d8292
Minor fix
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2025-03-17 11:40:31 -04:00
11043a0518
Minor fix
2025-03-17 10:50:23 -04:00
196b1d4ab8
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2025-03-17 10:15:04 -04:00
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2025-03-17 10:15:04 -04:00
7e49e208f0
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2025-03-17 10:15:04 -04:00
576af0f45f
Minor changes
2025-03-17 10:15:04 -04:00
4184f5bf6e
Add initialize method to chain providers classes
2025-03-17 10:15:03 -04:00
f918c2f237
Minor fix for FakeDataQueue
2025-03-17 10:15:03 -04:00
2e8e9b3f15
Update new regression algorithms data points count
2025-03-17 10:15:02 -04:00
0a435ede9b
Add history provider as constructor argument for chain providers
2025-03-17 10:15:02 -04:00
7fe4af3218
Minor fix
2025-03-17 10:15:02 -04:00
2889b5406b
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2025-03-17 10:15:01 -04:00
1fe041cbd0
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2025-03-17 10:15:01 -04:00
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2025-03-17 10:15:01 -04:00
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2025-03-17 10:15:00 -04:00
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2025-03-17 10:15:00 -04:00
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2025-03-17 10:15:00 -04:00
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2025-03-17 10:15:00 -04:00
90ba6fb843
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2025-03-17 10:14:59 -04:00
1eca7808cf
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2025-03-17 10:14:59 -04:00
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2025-03-17 10:14:59 -04:00
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2025-03-17 10:14:59 -04:00
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2025-03-17 10:14:58 -04:00
8efb4f46fc
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2025-03-17 10:14:58 -04:00
7e0c0af496
Minor unit test fix
2025-03-17 10:14:58 -04:00
5b27879fe5
Update FOPs universe file header
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Removed greeks and IV columns.
Updated FOPs universe files: removed outdated columns.
2025-03-17 10:14:57 -04:00
6ba2403b2d
Minor fix for failing unit tests
2025-03-17 10:14:57 -04:00
eb70d2b330
Improve some regression algorithms
2025-03-17 10:14:57 -04:00
dfe259655d
Minor changes
2025-03-17 10:14:56 -04:00
b746dbca5f
Throw from option universe data filters for future options
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Future options IV, Open interest and greeks are not supported for future options
2025-03-17 10:14:56 -04:00
032262920c
Sort configs by internal flag
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Internals go first
2025-03-17 10:14:56 -04:00
eaf461d2a4
Update regression algorithms stats after rebase
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Added HSI futures universe files
2025-03-17 10:14:55 -04:00
27983db922
Fix: use universe data for market data in FuturesContract
2025-03-17 10:14:55 -04:00
577c42f236
Refactor FuturesContract data handling
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Forward price data from bars and ticks stored in private fields for improved memory usage
2025-03-17 10:14:54 -04:00
e3f1c1d832
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2025-03-17 10:14:54 -04:00
1c389c1d6d
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2025-03-17 10:14:54 -04:00
68660ee5cf
Minor changes and cleanup
2025-03-17 10:14:54 -04:00
8ef2cbebdc
Remove ZipEntryName other classes and unused code
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Removed ZipEntryName class and references across various files.
Removed DataQueueFuturesChainUniverseDataCollectionEnumerator and DataQueueOptionChainUniverseDataCollectionEnumerator classes.
Removed OptionChainUniverseSubscriptionEnumeratorFactory class.
Removed unused code for handling OptionChainUniverse and FuturesChainUniverse in FileSystemDataFeed.cs and LiveTradingDataFeed.cs.
Removed several test files related to enumerator factories and universe data collection.
2025-03-17 10:14:53 -04:00
b7a9653e20
Clean chain provider classes up
2025-03-17 10:14:52 -04:00
ff02fd968d
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2025-03-17 10:14:52 -04:00
d1f8b157b2
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2025-03-17 10:14:51 -04:00
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2025-03-17 10:14:51 -04:00
7b94dd7188
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2025-03-17 10:14:51 -04:00
7b0e529cd8
Add minor fix for future options tickers parsing
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Added tests
2025-03-17 10:14:51 -04:00
1443f37d13
Add base class for options and futures contracts
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- Introduced `BaseContract` as an abstract base class for contracts, consolidating common properties and methods.
- Removed ISymbolInterface
2025-03-17 10:14:50 -04:00
351dcbf941
Refactor class and interface names for clarity
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Renamed `FileBasedUniverse` to `BaseChainUniverseData` and
`IFileBasedUniverse` to `IChainUniverseData`.
2025-03-17 10:14:50 -04:00
348151d195
Remove chain cache logic from FuturesChainUniverse
2025-03-17 10:14:49 -04:00
7b35d7df3c
Remove specific constructors and indexers from Chain classes
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Removed public indexers in `BaseChains` for getting or setting `BaseChain` instances by `ticker` or `Symbol`, which were used for Pythonnet compatibility.
2025-03-17 10:14:48 -04:00
5d24f2638c
Refactor data handling in BaseChain and TimeSliceFactory
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- Added `AddData` method to `BaseChain` for adding market data
- Refactored `TimeSliceFactory` to use `BaseChain.AddData` method
2025-03-17 10:14:48 -04:00
Jhonathan Abreu