7 Commits

Author SHA1 Message Date
Jhonathan Abreu f2100adb46 Fix price shifts around futures rollover date (#8371)
* Test

* Fix price shift on continuous future rollover

* Keep track of both data and exchange time in subscription data reader

* Fix for daily and hourly resolutions.

Add daily and hour algorithms

* Fixes for emitting new exchange dates at the beginning and end when data is not available

* Cleanup

* Minor fix

* Minor fix: detect mapping in data reader after advancing time keeper

* Minor fix

* More fixes

* More fixes

* Fixes for universe files

* More fixes for daily resolution data

* Separate DateChangeTimeKeeper to its own file

* Add DateChangeTimeKeeper unit tests

* Minor fix

* Add more DateChangeTimeKeeper unit tests

* Address peer review

* Address peer review

* Address peer review

* Detect mappings using the config NewSymbol event

* DateChangeTimeKeeper performance improvement for time zone conversions

* Clean up date change time keeper

* Cleanup

* Minor regression algo update

* Cleanup

* Cleanup

* Fix perform universe selection on sundays for continuous futures with extended market hours

* Cleanup

* Address peer review

* More cleanup

* More cleanup
2024-10-21 09:38:00 -03:00
Martin-Molinero 9232427663 Remove all nuspec files (#5311) 2021-02-18 17:13:11 -03:00
Martin-Molinero df6e133833 Fixes for assembly information (#5306)
- Update version to 2.5
- Normalize version and assembly information
- Remove commented and unrequired code
2021-02-17 16:42:23 -03:00
Martin-Molinero 1d0d4f4d7b Add assembly descriptions (#4442)
Add assembly descriptions
2020-05-21 09:35:12 -07:00
snugs e1938baafe Clean up using directives 2015-09-01 22:17:35 -04:00
snugs 6fdca883ed Adds SharedAssemblyInfo to common
This allows all projects to use the same version number which is used to see if jobs are the same version as the node to process them
2015-04-27 20:30:37 -04:00
Jared Broad b3de520915 Initial commit 2015-01-12 12:03:33 -03:00