4 Commits

Author SHA1 Message Date
Martin-Molinero b8b0d18993 Continuous futures (#6034)
* Continuous Future Contracts

* Mapping approach

* Tweaks WIP

* Live mapping

* Live mapping

- Add support for live mapping, refreshing mapfiles
- Fix future expiration functions
- Adding unit tests

* Update moq test package

* Continuous futures price scaling

* Refactor price factors scaling

* Factor file related renames

* Address reviews
2021-11-15 14:44:30 -03:00
Colton Sellers ab6027723f Refactor Api (#5251)
Build & Test Lean / build (push) Has been cancelled
* Use lean data key as param for request

* key -> filePath rename and some cleanup

* Refactor

* Add Organizations Endpoints

* Add some organization api wrapper objects

* Address namespace issue

* Reorganize Api Test into seperate files using one ApiTestBase

* Add Organization tests

* Use capitalized "API" test namespace to reduce amount of file changes

* Add License to test base

* Update /data endpoint functions and response objects

* Update ApiDataProvider Logic

* Handle deserialization of organization products

* Simplify converter

* Only throw for equity requests when not subscribed to map/factor files

* Add missing header

* Make arguement exception

* Api adjustments

* Add Zip factor and map file providers

- Common project will now reference Compression project and not the other way
  round.
- Adding Zip FactorFile and MapFile providers

* Refactor FactorFileProvider to use DataProvider to fetch files

* Use resulting MinimumDate in construction of FactorFile

* Nit FactorFile comments and arrangement

* Refactor MapFileProviders to use DataProvider for fetching files

* Refactor ZipFileProvider

* Clean up

* Refactor Backtesting Future/Option chain providers to use dataprovider

* Fixes for data/ endpoints and test adjustments

* Response objects adjustments/cleanups

* ApiDateProvider fixes and testing

* Add LocalZipFactorFileTests

* Update ApiDataProvider download test to verify stream is not null

* Implement posting of agreement summary and signed time

* Mark all Api related tests as explicit and document details on running

* Clarify default token on ApiTestBase

* Adjust summary

* Update Api responses for QCC, except org products which are sold in USD

* Implement cache expiration for zip MapFile and FactorFiles. Adding unit tests

* Fix multiple markets for ZipFactorFile provider

* Use Symbol as cache key

* Api.cs review

* Dispose of factorFileStream after reading

* Use zip.EntryFileNames

* Address a few reviews

* Few more fixes

* Address Api Review

* Add Job Org id to config

* Minor tweaks

* Compare with invariant culture

* Fixes Option Universe selection

* ZipEntryNameSubscriptionDataSourceReader will use IDataProvider

* Fix research

* Fix null reference exception

* Make duplicate log debug

Co-authored-by: Martin-Molinero <martin@quantconnect.com>
2021-06-07 11:37:44 -03:00
snugs a7a6ec8185 Adds IFactorFileProvider and LocalDiskFactorFileProvider 2015-12-16 17:09:42 -05:00
snugs bb241899fb Implements IMapFileProvider
An IMapFileProvider instance is used to cache/retrieve
MapFileResolver instances for equity symbol resolution
2015-11-16 12:06:15 -05:00