3 Commits

Author SHA1 Message Date
Martin Molinero 40b5629674 Fix infinite loop at ExchangeRoundDownInTimeZone 2018-08-09 14:26:04 -03:00
snugs 46f9fbf32f Fixes tz bug in file system data feed
Updates affected regression test as well.

It's very important for the data feed to stop on tz disconintuities to ensure we're using the correct utc offset
2015-08-24 22:02:49 -04:00
snugs 6bd38ece77 Adds international/timezone support
Time sync:
	* Data feeds are required to time sync in UTC time
	* TimeSlice.Time is now in UTC

IAlgorithm
	* Time is now exclusively the algorithm's local time zone
	* Added UtcTime
	* SetDateTime( DateTime ) accepts a UTC time and is internally converted

SubscriptionDataConfig
	* Adds market and time zone as required ctor parameters

SecurityExchange
	* Now passes most calls directly through to SecurityExchangeHours class

SecurityExchangeHours
	* Holds market hours for each day of week (LocalMarketHours)
	* Talks in terms of local times in the SecurityExchangeHours.TimeZone time zone

Data/market-hours/
	* New data folder to hold market hour information
	* Includes market-hours-database.csv to hold market hours per market/symbol/security (see doc in file)
	* Includes holidays-usa.csv to hold holidays for 'usa' market
		+ The holiday files follow the pattern 'holidays-*.csv' where * is the market

TimeKeeper
	* Receives updates in UTC time
	* Passes that to LocalTimeKeeper's who lazily evaluate the time in their respective time zones
	* Eventually this can grow to be the sole source of time in the algorithm's scope

MISC:
	* Fixes exception thrown when exiting LiveTradingDataFeed
	* Fixes exception thrown when exiting FileSystemDataFeed
	* Fixes exception thrown when exiting StatusPing
	* Simplify FillForwardEnumerator logic with GetNextMarketOpen
	* Adds many time zones, see TimeZones.cs
2015-07-08 18:45:34 -04:00