6 Commits

Author SHA1 Message Date
Martin-Molinero 4e71203b4c Brokerage downloader daily/hour skips extended market hours (#8906)
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- Adjust brokerage data downloader daily and hour resolution requests to
  skip requesting extended market hours
- Add missing dispose of brokerage
2025-07-31 20:08:26 -03:00
Roman Yavnikov 87a65451ea Feature: Universe Data Downloader (#8612)
* feat: parsing of universe file path for different security types

* fix: market position in parsing of universe file
refactor: add example of universes file path in xml description method

* test:feat: parsing of universe path

* rename: return variable in ParseUniversePath

* feat: extension to create history request internally

* feat: entity  DataUniverseDownloaderGetParameters

* config: downloaderDataProvider project

* feat: create DataUniverseDownloadConfig in download project

* feat: run universe downloader in DownloaderProvider

* test:fix: missing using
test:remove: parameter ctor of DataDownloadConfig

* refactor: run Universe downloader in Main

* feat: GetUniverseFileName by processingDate

* refactor: CreateDataUniverseDownloaderGetParameters with using Start and EndDate
refactor: exception message in DataUniverseDownloadConfig

* feat: new out argument in TryParsePath's LeanData

* feat: RunUniverseDownloader in DownloadDataProvider

* feat: DerivativeUniverseData to write csv file
feat: extension to download universe data with different parameters

* remove: log warn which path when get universe file path

* refactor: DataUniverseDownloaderGetParameters
feat: run Download Universes file in DownloaderDataProvider internally

* refactor: overload TryParsePath only with 4 parameters

* remove: editconfig file in DownloaderDataProvider

* remove: validation on null parameters

* rename: typo DateType to DataType

* refactor: use endDate in ctor DataUniverseDownloaderGetParameters
refactor: use UnderlyingSymbol from base class Symbol property
remove: CreateDataUniverseDownloaderGetParameters()
refactor: put LoadSymbol in base class
clean/remove: DataUniverseDownloadConfig

* refactor: use Time.EachTradeableDay in CreateDataDownloaderGetParameters
remove: CheckMarketOpenStatus

* fix: RunUniverseDownloader with EndUtc in DownloaderDataProvider

* refactor: GetUniverseFullFilePath

* remove:  validate historyData like Any

* fix: use date from parsing path in DownloaderDataProvider

* feat: download QuoteBar for Universe file
feat: handle QuoteBar in DerivativeUniverseData
refactor: filter option in final dictionary

* revert: CreateHistoryRequest() in DownloaderExtensions

* feat: use optional parameter SecurityExchangeHours in DataUniverseDownloaderGetParameters
refactor: DataUniverseDownloaderGetParameters
refactor: use Log.Debug instead Log.Trace to prevent spamming

* fix: ordering of download universe data
revert: parameter ctor in DataDownloadConfig
revert:test: use parameter ctor instead of Config.Set

* clean: extra `usings`

* fix: Get DataType in DataDownloadConfig
feat: new ctor in BaseDataDownloadConfig
2025-03-12 19:38:18 -03:00
JosueNina 5596295774 Set DeploymentTarget to LocalPlatform (#8588)
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2025-02-14 17:27:19 -03:00
Roman Yavnikov eca4f5b7f2 feat: init Config in BrokerageDataDownloader (#8482)
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2024-12-26 12:57:27 -03:00
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 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

---------

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