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3 Commits

Author SHA1 Message Date
Martin-Molinero f8b258d329 New Fundamental Data (#7490)
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* New Fundamental Data

* Minor CIK lookup fix

* Handle live mode & delete unexisting properties

* Minor coarse fundamental adjustment

* Add fundamental history support

* Fix unit tests

* Performance improvements

* Fixes

* Minor regression algorithm fix

* Improvements. Add FundamentalUniverseSelectionModel

* Change default values

* Fix unit test

* Minor tweaks

* Fix unit test

* Minor error handling improvement

* Fix rebase
 2023-10-25 15:47:42 -03:00
Jhonathan Abreu 9fea859323 Symbol to industry-standard security identifier conversion (#6893)
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* Implement SecurityDefinitionSymbolResolver backwards conversion (symbol -> standard id)

* Peer review

* Peer review

* Peer review
 2023-02-10 13:12:13 -03:00
Gerardo Salazar 024d416ddd Adds support for getting a Lean symbol based on FIGI, CUSIP, ISIN, SEDOL (#5922) 
* Adds support for getting a Lean symbol based on FIGI, CUSIP, ISIN, SEDOL

* Address review: bug fixes for mapping, improve docs, cleanup & refactor

  * Make LocalZipMapFileProvider and LocalZipFactorFileProvider only
    initialize if they haven't been initialized yet.

* Address review: makes ISIN, SEDOL, CUSIP case-insensitive

  * Cleans up map file provider in SecurityDefinitionSymbolResolver
  * Modifies some test cases to test for case-insensitivity

* Add null check for SecurityDefinitions

* Fix unit tests

Co-authored-by: Martin-Molinero <martin@quantconnect.com>
 2021-09-10 19:16:18 -07:00