9 Commits

Author SHA1 Message Date
Ricardo Andrés Marino Rojas 0a0c012ae9 Fix second half of the CA1051 warnings (#8140)
* Fix second half of the CA1051 warnings

* Address requested changes
2024-07-05 13:54:03 -03:00
Ricardo Andrés Marino Rojas 56d36b97d5 Fix warnings part 5 (#8105)
* Add algorithm unit tests

* Add Brokerage unit tests

* Add Common unit tests

* Fix unit test bugs

* Add remaining unit tests

* Address requested changes

* Address requested changes

* Fix failing unit test

* Address requested changes
2024-06-26 10:11:36 -03:00
Martin-Molinero b3c2303111 Zip data cache provider improvements (#6296)
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- Throw on failure to store. Add unit test
- Fix handle leak
2022-04-22 13:52:30 -03:00
Martin-Molinero b2517cbbb4 Fix DiskDataCacheProvider. Expanding unit test (#6058)
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2021-11-15 15:57:09 -03:00
Colton Sellers dd4da7ba95 Feature Daily/Hourly Options Support (#6017)
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Regression Tests / build (push) Has been cancelled
* Create generic writing for LeanDataWriter, + notes on todos

* Make Options Daily/Hourly data store by year

* Refactor Generic Write

* Permit hour and daily resolutions for options

* Refactor writer to merge when needed with other files

* Cleanup redundancies, run write tasks in parallel

* Make needed classes/vars available

* Update tests to reflect new naming convention for daily hourly options data

* Add Byte[] overloads for ZipData functions in compression

* Implemented Store() for ZipDataCacheProvider

* Have LeanDataWriter use a DataCacheProvider

* ZipDataCacheProvider cleanup

* ZipDataCacheProvider tweaks, doesn't support storing non-zips

* Test adjustments

* Update LeanDataWriter to use Write instead of SaveDailyHourly/SaveMinuteSecond

* Implement tests to verify DownloadAndSave behavior

* Nit cleanup on DownloadAndSave tests

* Fix for options daily/hourly underlying equity subscription read

* Add daily/hourly options data and regressions

* Add missing open interest for hourly

* Fix writing of OpenInterest Daily/Hourly data

* Update data

* Fix Date typo in regression

* Use daily algorithm to test delisting

* Revisions part 1

* Expand test for DataCacheProviders; refactor DiskDataCacheProvider

* nit - test adjustments

* ZipDataCacheProvider test setup refactor

* Adjust multithreaded read/write test; fixes for ZipDataCacheProvider

* Move DiskDataCacheProvider to its own file and add write test

* Remove _appendToZips; always overwrite entry or create zip

* Add mapping regression for daily options

* nit - add license to regression

* Fix Tick write case where more than one data point for a DateTime

* Fix data issue

* Address review

* Tweaks for tests

* Stop Store() early if no entry name is given
2021-11-11 20:05:31 -03:00
Martin Molinero 886e5e6445 Test fixes and updates 2020-04-23 09:59:31 -03:00
Leonardo-Ferreira 951c973d5b Adjusted the OneTimeSetup attribute usage 2020-04-22 18:19:08 -03:00
Leonardo-Ferreira 37b1906022 Updated to OneTimeSetUp 2020-04-22 18:16:58 -03:00
Andrew 240653bbad Added SingleEntryDataCacheProviderTests 2017-02-15 12:16:50 -05:00