5 Commits

Author SHA1 Message Date
Ricardo Andrés Marino Rojas 934a8e0a61 Handle Windows reserved filenames (#7784)
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* Add ToValidPathMethod

* Nit change

* Add more unit tests

* Improve implementation

* Enhance implementation

* Add more unit tests

* Enhance implementation

* Improve unit tests

* Improve implementation

* Nit changes

* Adjust reading/writing methods

* Fix bugs

* Add Windows OS flag

* Fix unit tests

* Fix unit tests

* Fix unit tests

* Change FileStream() to SafeFileStream()

* Fix bugs

* Fix bugs

* Nit changes

* Nit changes

* Add improvements

* Missing file

* Address requested changes

* Address requested changes

* Add missing test
2024-03-13 19:05:57 -03:00
Martin-Molinero 645e1ca88c Downloader Data Provider Improvements (#7159)
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* Downloader data provider fixes

- Fix stored data time zone, which is expected in data time zone
- Minor logging improvements
- LeanData Parse handles etf universes path. Adding unit test
- LeanDataWrite will only map if there's something to map to

* Fix download data provider synchronization

* Synchronization improvements after more testing

- KeyStringSynchronizer will handle reentrancy. Adding unit tests
- Define a unique Synchronizare for downloading data, since not related
  to disk reading & writting
2023-03-31 18:29:55 -03:00
Martin-Molinero 4b94f50754 Option selection improvements (#6144)
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- 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)
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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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* 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