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Author SHA1 Message Date
Martin-Molinero fa9f10bebf Add support for auxiliary data history request (#7906)
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* Add support for auxiliary data history request

- Add support for split/dividends/margin interest history requests.
  Adding regression algorithms

* Expand auxiliary history regression tests
 2024-04-10 12:59:32 -03:00
Martin-Molinero f12e8fc08e CryptoFutures adjustments (#6836)
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* CryptoFutures adjustments

- Address reviews of CryptoFutures:
- Add new Slice MarginInterestRates collection
- Add new regression tests asserting funding rate application behaves
  the same no matter the resolution
- Add auxiliary data by type into the security cache
- Revert BuyingPowerModel changes

* Make interest rate application time deterministic
 2023-01-05 18:07:01 -03:00
Martin-Molinero ee683933a3 Feature Perpetual Crypto Futures (#6807)
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* WIP

* Add base currency cash

* Symbol properties and data processing

* Add basic template algorithm

* Add hourly crypto future algorithm

* Minor fixes after live trading testing

* CoinApiDataQueueHandler CryptoFuture support

* Address reviews

* Fix regression algorithms after update
 2022-12-30 13:58:11 -03:00