3 Commits

Author	SHA1	Message	Date
Jhonathan Abreu	fb3409d8a2	Custom data sourced from the object store (#7493) ... * Support sourcing custom data from ObjectStore * Add Python regression algorithm * Wire engine to pass ObjectStore down to the stream readers * Minor changes * Minor unit tests fixes * Remove unused SetupHandlerParameters.ObjectStore * Minor changes * Minor changes * Support single-file zipped data to be sourced from object store * Assert object store custom data history requests in regression algorithms * Add custom object store data live data feed unit test * Add multi-file object store custom data regression algorithms * Minor fix	2023-10-02 15:54:57 -03:00
Martin-Molinero	d739873daa	Add aggregator reader (#5942) ... * Add BaseDataCollectionAggregatorReader - Add enumerable for BaseDataCollection - Add BaseDataCollectionAggregatorReader - Clean up CollectionSubscriptionDataSourceReader * Address reviews - Add new FileFormat that will be handled by the new Reader - Adding unit tests for the new BaseDataCollectionAggregatorReader - Some DataSourceReader duplication cleaning up * Minor adjustment after some live trading tests	2021-09-27 17:25:23 -03:00
Martin Molinero	c9a189ae3d	Add Tiingo news data ... - Add Tiingo news data - Add `IndexSubscriptionDataSourceReader` that will handle data source which use and index file - Add `BaseSubscriptionDataSourceReader` to avoid code duplication - Adjustments at `LiveCustomDataSubscriptionEnumeratorFactory` so that custom data in a collection format does not emit old data - Adding `TiingoNewsJsonConverter` - Adding unit tests	2019-10-01 00:26:36 -03:00