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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
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