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3 Commits

Author SHA1 Message Date
Jhonathan Abreu fb3409d8a2 Custom data sourced from the object store (#7493)
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* Support sourcing custom data from ObjectStore

* Add Python regression algorithm

* Wire engine to pass ObjectStore down to the stream readers

* Minor changes

* Minor unit tests fixes

* Remove unused SetupHandlerParameters.ObjectStore

* Minor changes

* Minor changes

* Support single-file zipped data to be sourced from object store

* Assert object store custom data history requests in regression algorithms

* Add custom object store data live data feed unit test

* Add multi-file object store custom data regression algorithms

* Minor fix
 2023-10-02 15:54:57 -03:00
Martin-Molinero d739873daa Add aggregator reader (#5942)
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* Add BaseDataCollectionAggregatorReader

- Add enumerable for BaseDataCollection
- Add BaseDataCollectionAggregatorReader
- Clean up CollectionSubscriptionDataSourceReader

* Address reviews

- Add new FileFormat that will be handled by the new Reader
- Adding unit tests for the new BaseDataCollectionAggregatorReader
- Some DataSourceReader duplication cleaning up

* Minor adjustment after some live trading tests
 2021-09-27 17:25:23 -03:00
Martin Molinero c9a189ae3d Add Tiingo news data 
- Add Tiingo news data
- Add `IndexSubscriptionDataSourceReader` that will handle data source
which use and index file
- Add `BaseSubscriptionDataSourceReader` to avoid code duplication
- Adjustments at `LiveCustomDataSubscriptionEnumeratorFactory` so that
custom data in a collection format does not emit old data
- Adding `TiingoNewsJsonConverter`
- Adding unit tests
 2019-10-01 00:26:36 -03:00