8 Commits

Author SHA1 Message Date
Martin-Molinero 4b94f50754 Option selection improvements (#6144)
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
- Zip entries will be sourced from cache provider
- Option underlying will use SubscriptionDataSource to fetch it's data.
  Fixing bug where it would let through an old data point, or miss
  sending data through.
2022-01-10 11:18:28 -03:00
Martin-Molinero b2517cbbb4 Fix DiskDataCacheProvider. Expanding unit test (#6058)
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
2021-11-15 15:57:09 -03:00
Martin Molinero d360ec36ac Address reviews 2019-05-31 18:26:18 -03:00
Martin-Molinero 2a69b3279a Add IDataCacheProvider.IsDataEphemeral (#3160)
* Add IDataCacheProvider.IsDataEphemeral
2019-05-01 19:33:35 -07:00
Stefano Raggi 8f115795c5 Fix FineFundamental universe selection resource leak
The FineFundamentalSubscriptionEnumeratorFactory used in combination with SingleEntryDataCacheProvider and DefaultDataProvider was never disposing of the underlying file stream, leaving files open.
2018-02-08 16:04:04 +01:00
Stefano Raggi 46bf66705c Handle corrupt zip files in data cache providers
Instead of leaving zip exceptions to the data feed enumerator stack, we now log file names of corrupt zip files, return null and continue.

The file system data feed should now handle corrupt files like missing files.
2017-04-26 01:27:30 +02:00
Andrew 672e134939 Removed ApiDataProvider
Refactored IHistoryProvider interface order of parameters
2017-02-16 15:47:06 -05:00
Andrew b6171cc9d5 Renamed IDataFileProvider to IDataProvider using resharper
Refactored IDataProvider interface to return stream. The IDataProvider
Fetch method now only takes a key.  The IDataProvider
has been reshuffled to be at the bottom of the LeanDataStack.  It provides
data to the rest of the Lean stack. The default implementation of IDataProvider reads
data from disc.

All IDataCacheProviders now have constructors which take IDataProviders
and use them to find data on disc.

Renamed DataCacheProvider to ZipDataCacheProvider

Added comments to IDataProvider and it's implementations

Added comments to IDataCacheProvider and it's implementations
2017-02-15 12:16:50 -05:00