github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
13,179 Commits 16 Branches 4,269 Tags
17721
Commit Graph

2 Commits

Author SHA1 Message Date
Roman Yavnikov 0212acf927 Feat: support downloading single contract in DownloaderProvider (#9285)
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
* feat: improve symbol parsing for futures/options in downloader

* refactor: symbol parsing and unify ticker handling

* refactor: symbol parsing and loading in BaseDataDownloadConfig
 2026-02-13 13:45:10 -03:00
Roman Yavnikov 87a65451ea Feature: Universe Data Downloader (#8612) 
* feat: parsing of universe file path for different security types

* fix: market position in parsing of universe file
refactor: add example of universes file path in xml description method

* test:feat: parsing of universe path

* rename: return variable in ParseUniversePath

* feat: extension to create history request internally

* feat: entity  DataUniverseDownloaderGetParameters

* config: downloaderDataProvider project

* feat: create DataUniverseDownloadConfig in download project

* feat: run universe downloader in DownloaderProvider

* test:fix: missing using
test:remove: parameter ctor of DataDownloadConfig

* refactor: run Universe downloader in Main

* feat: GetUniverseFileName by processingDate

* refactor: CreateDataUniverseDownloaderGetParameters with using Start and EndDate
refactor: exception message in DataUniverseDownloadConfig

* feat: new out argument in TryParsePath's LeanData

* feat: RunUniverseDownloader in DownloadDataProvider

* feat: DerivativeUniverseData to write csv file
feat: extension to download universe data with different parameters

* remove: log warn which path when get universe file path

* refactor: DataUniverseDownloaderGetParameters
feat: run Download Universes file in DownloaderDataProvider internally

* refactor: overload TryParsePath only with 4 parameters

* remove: editconfig file in DownloaderDataProvider

* remove: validation on null parameters

* rename: typo DateType to DataType

* refactor: use endDate in ctor DataUniverseDownloaderGetParameters
refactor: use UnderlyingSymbol from base class Symbol property
remove: CreateDataUniverseDownloaderGetParameters()
refactor: put LoadSymbol in base class
clean/remove: DataUniverseDownloadConfig

* refactor: use Time.EachTradeableDay in CreateDataDownloaderGetParameters
remove: CheckMarketOpenStatus

* fix: RunUniverseDownloader with EndUtc in DownloaderDataProvider

* refactor: GetUniverseFullFilePath

* remove:  validate historyData like Any

* fix: use date from parsing path in DownloaderDataProvider

* feat: download QuoteBar for Universe file
feat: handle QuoteBar in DerivativeUniverseData
refactor: filter option in final dictionary

* revert: CreateHistoryRequest() in DownloaderExtensions

* feat: use optional parameter SecurityExchangeHours in DataUniverseDownloaderGetParameters
refactor: DataUniverseDownloaderGetParameters
refactor: use Log.Debug instead Log.Trace to prevent spamming

* fix: ordering of download universe data
revert: parameter ctor in DataDownloadConfig
revert:test: use parameter ctor instead of Config.Set

* clean: extra `usings`

* fix: Get DataType in DataDownloadConfig
feat: new ctor in BaseDataDownloadConfig
 2025-03-12 19:38:18 -03:00