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Author SHA1 Message Date
Jhonathan Abreu f4f7c1c18c Add logs to ProcessedDataProvider
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17015 		2025-03-20 09:45:19 -04:00
Jhonathan Abreu 8ddf4cb390 Trigger Build 2025-03-20 09:45:18 -04:00
Jhonathan Abreu 759d7207ac Trigger Build 2025-03-20 09:45:18 -04:00
Jhonathan Abreu aa559ce5cb Trigger Build 2025-03-20 09:45:17 -04:00
Jhonathan Abreu c1c4501377 Trigger Build 2025-03-20 09:45:17 -04:00
Jhonathan Abreu e6ae78ad26 Minor fix 2025-03-20 09:45:16 -04:00
Jhonathan Abreu af5d1458d8 Minor fix 2025-03-20 09:45:16 -04:00
Jhonathan Abreu 0217ed8453 Trigger Build 2025-03-20 09:45:16 -04:00
Jhonathan Abreu 96fa97fa5c Trigger Build 2025-03-20 09:45:15 -04:00
Jhonathan Abreu 3ab160cb37 Trigger Build 2025-03-20 09:45:15 -04:00
Jhonathan Abreu c4399d3226 Minor changes 2025-03-20 09:45:14 -04:00
Jhonathan Abreu f399485970 Add initialize method to chain providers classes 2025-03-20 09:45:14 -04:00
Jhonathan Abreu 3f7d1bc36f Minor fix for FakeDataQueue 2025-03-20 09:45:13 -04:00
Jhonathan Abreu c2af7028e8 Update new regression algorithms data points count 2025-03-20 09:45:13 -04:00
Jhonathan Abreu 686e93165e Add history provider as constructor argument for chain providers 2025-03-20 09:45:12 -04:00
Jhonathan Abreu 04f8bc01d9 Minor fix 2025-03-20 09:45:11 -04:00
Jhonathan Abreu 043f4c42bd Trigger Build 2025-03-20 09:45:11 -04:00
Jhonathan Abreu 82379fce2a Trigger Build 2025-03-20 09:45:10 -04:00
Jhonathan Abreu f7529bdde2 Trigger Build 2025-03-20 09:45:10 -04:00
Jhonathan Abreu c84fc2534e Trigger Build 2025-03-20 09:45:10 -04:00
Jhonathan Abreu a950ef9286 Trigger Build 2025-03-20 09:45:09 -04:00
Jhonathan Abreu f878a46408 Trigger Build 2025-03-20 09:45:09 -04:00
Jhonathan Abreu 92c0d94d51 Trigger Build 2025-03-20 09:45:08 -04:00
Jhonathan Abreu ca09f80ec1 Trigger Build 2025-03-20 09:45:08 -04:00
Jhonathan Abreu 9808d8bb46 Trigger Build 2025-03-20 09:45:08 -04:00
Jhonathan Abreu dacea571bb Trigger Build 2025-03-20 09:45:07 -04:00
Jhonathan Abreu def8c78ac4 Trigger Build 2025-03-20 09:45:06 -04:00
Jhonathan Abreu 1e57102261 Trigger Build 2025-03-20 09:45:06 -04:00
Jhonathan Abreu 40ca555dbc Trigger Build 2025-03-20 09:45:05 -04:00
Jhonathan Abreu 975434a950 Minor unit test fix 2025-03-20 09:45:05 -04:00
Jhonathan Abreu 7a98c6501a Update FOPs universe file header 
Removed greeks and IV columns.
Updated FOPs universe files: removed outdated columns.
 2025-03-20 09:45:04 -04:00
Jhonathan Abreu 01daed7075 Minor fix for failing unit tests 2025-03-20 09:45:04 -04:00
Jhonathan Abreu b14e287959 Improve some regression algorithms 2025-03-20 09:45:04 -04:00
Jhonathan Abreu 476ffb6742 Minor changes 2025-03-20 09:45:03 -04:00
Jhonathan Abreu 6c05df56af Throw from option universe data filters for future options 
Future options IV, Open interest and greeks are not supported for future options
 2025-03-20 09:45:03 -04:00
Jhonathan Abreu 83bedf703a Sort configs by internal flag 
Internals go first
 2025-03-20 09:45:02 -04:00
Jhonathan Abreu 341073f5f3 Update regression algorithms stats after rebase 
Added HSI futures universe files
 2025-03-20 09:45:02 -04:00
Jhonathan Abreu 65b5d52909 Fix: use universe data for market data in FuturesContract 2025-03-20 09:45:01 -04:00
Jhonathan Abreu bc2cba13bb Refactor FuturesContract data handling 
Forward price data from bars and ticks stored in private fields for improved memory usage
 2025-03-20 09:45:01 -04:00
Jhonathan Abreu c5fa27220c Trigger Build 2025-03-20 09:45:00 -04:00
Jhonathan Abreu 1956ff64e6 Trigger Build 2025-03-20 09:45:00 -04:00
Jhonathan Abreu 7c81de0ef7 Minor changes and cleanup 2025-03-20 09:44:59 -04:00
Jhonathan Abreu 74158721eb Remove ZipEntryName other classes and unused code 
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.
 2025-03-20 09:44:59 -04:00
Jhonathan Abreu b4b03ddee8 Clean chain provider classes up 2025-03-20 09:44:57 -04:00
Jhonathan Abreu 935746ac62 Trigger Build 2025-03-20 09:44:56 -04:00
Jhonathan Abreu 3246695c95 Trigger Build 2025-03-20 09:44:56 -04:00
Jhonathan Abreu c00e0f2104 Trigger Build 2025-03-20 09:44:55 -04:00
Jhonathan Abreu 3d555ab510 Trigger Build 2025-03-20 09:44:55 -04:00
Jhonathan Abreu b1f4b8a78c Add minor fix for future options tickers parsing 
Added tests
 2025-03-20 09:44:54 -04:00
Jhonathan Abreu 3c850d6d79 Add base class for options and futures contracts 
- Introduced `BaseContract` as an abstract base class for contracts, consolidating common properties and methods.
- Removed ISymbolInterface
 2025-03-20 09:44:54 -04:00