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Author SHA1 Message Date
Jhonathan Abreu 55b09a1ea6 Data monitor (#6725)
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* Data monitor (FIRST TEST)

* Calculate data request frequency in data monitor

* Detecting universe data usage in data monitor

* Json data monitor report generation

* Data monitor refactor

* Log and store data monitor report

* Data monitor report tests

* Clean up

* Clean up

* Address changes request

* Address changes request

* Wire data monitor only for backtest, not for live or research

* Minor tweaks

* Some minor tweaks

Co-authored-by: Martin-Molinero <martin@quantconnect.com>
 2022-11-09 17:38:34 -03:00
Martin-Molinero 0d45bf5101 Add composite DataProvider (#5714)
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- Add new CompositeDataProvider that will wrap multiple instance. Allows
  using for example the ApiDataProvider and a DownloaderDataProvider.
- Adjusting ProductJsonConverter after recent Modules addition
 2021-06-29 12:40:31 -03:00