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597 Commits

Author SHA1 Message Date
Stefano Raggi bc41b4461e Add logging for missing IEX api key 2020-07-31 08:49:03 +02:00
Stefano Raggi 036d8684c0 IEX DataQueueHandler updates 
- Add parameterless constructor (for usage in LEAN config)
- Added config setting for IEX Cloud api key (required for history requests)
 2020-07-30 17:32:00 +02:00
Stefano Raggi 38ce10c723 Remove unused references to WebSocketSharpFork 2020-07-30 14:06:22 +02:00
JJD d7bb8a2018 CoinAPI converter will only process SPOT files. 2020-06-24 12:17:43 -03:00
Stefano Raggi 0a046699fc Consolidate SharpZipLib library usage 2020-05-28 11:18:44 +02:00
Stefano Raggi cfb3329f33 Update System.Net.Http to latest version 
- also removed unused references
 2020-05-22 22:55:18 +02:00
Martin-Molinero 34f5e6d427 Merge pull request #4439 from QuantConnect/bug-smartinsider-history-dropped-points 
Updates Smart Insider transactions and intentions to use different time index
 2020-05-22 11:12:07 -03:00
Martin-Molinero 1d0d4f4d7b Add assembly descriptions (#4442) 
Add assembly descriptions
 2020-05-21 09:35:12 -07:00
Gerardo Salazar f610b3a4fb Updates Smart Insider transactions and intentions to use different time index 
* We now use the time at which Smart Insider added a given event to
   their database. Because time indexes for Smart Insider are now
   non-duplicated per symbol, the History request will properly work.
 2020-05-20 14:55:28 -07:00
Martin Molinero 891cf4d69b Update to .Net 4.6.2 2020-05-15 17:32:46 -03:00
Martin-Molinero 7bcd648f86 Merge pull request #4409 from QuantConnect/bug-3936-tiingonews-data-points-drop-v2 
Fix TiingoNews Time
 2020-05-15 10:13:49 -03:00
Gerardo Salazar 9ad876ff31 Fixes data destination issue in BenzingaNewsDataConverter 2020-05-14 13:01:29 -07:00
Stefano Raggi bef8011327 Address review 2020-05-14 01:14:19 +02:00
Stefano Raggi 541421f290 Fix extended market hours flag 2020-05-13 11:38:53 +02:00
Stefano Raggi d7ca05c541 Save future/option daily/hourly data in LeanDataWriter 2020-05-13 11:38:53 +02:00
Stefano Raggi 880afae4b7 Add futures download and save to IBDataDownloader 2020-05-13 11:38:53 +02:00
Stefano Raggi 0831f2052d Add future/option support to LeanDataWriter 2020-05-13 11:38:53 +02:00
Stefano Raggi b3cf6315de Add IncludeExpired flag to IDataQueueUniverseProvider.Lookup 
This flag was added to enable history requests for expired futures and options contracts.
 2020-05-13 11:38:53 +02:00
Martin Molinero 6009e3ffeb Fix TiingoNews Time 
- Fix TiingoNews time for backtesting, converter will store and organize
  data based on the 'QC time' which is crawldate or publish data plus an
  offset
 2020-05-12 16:15:26 -03:00
Martin-Molinero 8511235bcd Merge pull request #4401 from gsalaz98/bug-estimize-estimates-reader-crashing 
Fix Estimize processing issues that prevented two downloaders from completing
 2020-05-11 20:18:07 -03:00
Gerardo Salazar 7036a3e99c Address review - add missing continue statement and extends unit tests 2020-05-11 15:14:43 -07:00
Martin Molinero 269b8ba204 Remove PsychSignal data 
- Remove PsychSignal data since it's no longer available
 2020-05-11 18:48:13 -03:00
Gerardo Salazar 4a923e3e43 Address review - add tests and reduce code duplication 
* Refactors the delimiter detection method to make adding new
    values quick and easy.
 2020-05-11 13:46:08 -07:00
Gerardo Salazar 5d6c5c6235 Fix processing issue that stopped Estimize from completing successfully 
* We made an assumption that all tickers marked as "defunct" from
    Estimize would have a dash '-' separating the defunct indicator
    from the ticker. However, there was a ticker where the defunct
    separator was actually an underscore '_'. There are now
    additional checks in place to ensure that we do not pass the
    Substring method an invalid 'length' value.
 2020-05-11 12:22:06 -07:00
Martin Molinero c226914322 Value types thread safety changes 
- Refactor ZipDataCacheProvider to avoid value types thread issues, it
  will now use a timer. Add missing dispose calls.
- Synchronizer won't share the `SubscriptionFrontierTimeProvider`
  instance since it's not thread safe and shouldn't be called
- Fix BacktestingResultHandler `_daysProcessed` thread safety
- Fixing `RealTimeScheduleEventService` thread safety
 2020-05-01 16:58:29 -03:00
Jared c939c68f21 Merge pull request #4350 from QuantConnect/feature-4348-extend-idqh 
Add Dispose and IsConnected to IDataQueueHandler
 2020-04-30 11:24:50 -07:00
JJD 13f54e7ffe Remove exchange from tick files 2020-04-28 16:29:17 -03:00
JJD eff06b86eb Look for exchange on SPDB instead of the raw filename 2020-04-28 16:29:17 -03:00
Martin Molinero 07f36ad3e9 Update IQFeedDataQueueHandler future market check 2020-04-28 16:29:16 -03:00
JJD 9ecc6b008b Fix issue in AlgoSeekFuturesReader 2020-04-28 16:29:16 -03:00
JJD cbcc20a22b Remove all references to Market.USA in AlgoSeek futures converter 2020-04-28 16:29:15 -03:00
Juan José D'Ambrosio 41955297f0 Parse the exchange from raw data filename 2020-04-28 16:29:14 -03:00
Martin Molinero cd2ef13d38 Update FuturesExpiryFunctions 
- Update FuturesExpiryFunctions to be keyed by symbol. Updating unit
  tests
 2020-04-28 16:29:14 -03:00
Martin Molinero 88d4719327 Fixes for future market users 
- Update consumers using Market.USA for future symbols
- Fix for SymbolPropertiesDatabase changes
 2020-04-28 16:29:14 -03:00
JJD d2e42409d3 Update Futures converter for new exchanges 2020-04-28 16:29:14 -03:00
Stefano Raggi 7554babad8 Add Dispose and IsConnected to IDataQueueHandler 2020-04-28 17:39:13 +02:00
Michael Sena fce5d9d2e6 Remove references to IKVM.Reflection in Brokerages and ToolBox 2020-04-22 01:31:53 +10:00
ScalpTrader f0147e38ff Ignore symbols with the new continuous contract symbol 2020-04-14 16:25:09 -10:00
Mathieu Paquette beb4db60ff fix(ToolBox\IQFeed): new unsupported continuous symbol pattern 
Fixes #4280
 2020-04-04 11:17:33 -04:00
AlexCatarino 72f0f44f60 Updates Pythonnet Version 
From 1.0.5.29 to 1.0.5.30
Ref.: https://github.com/QuantConnect/pythonnet/pull/42
 2020-04-01 16:15:05 +01:00
Martin Molinero bed8817482 Fix toolbox building always 2020-03-26 15:04:18 -03:00
Martin-Molinero 0badbeba52 Merge pull request #4204 from QuantConnect/bug-4203-benzinga-json-serialization 
Fix serialization of BenzingaNews Time and EndTime properties
 2020-03-20 14:56:28 -03:00
Gerardo Salazar ad3236e0e8 Skips serialization of null values in BenzingaNewsJsonConverter 
* Adds new unit tests for BenzingaNewsJsonConverter

* Fixes issue in BenzingaNewsDataConverter where we would
  write data in local time, resulting in non-UTC times from
  the deserialization in BenzingaNews.Reader(...). Unit tests
  were added for this issue as well
 2020-03-19 17:56:34 -07:00
Martin-Molinero d347655a28 Merge pull request #4179 from QuantConnect/refactor-corase-generator 
Refactor corase generator
 2020-03-19 11:21:54 -03:00
Martin-Molinero 1d9d10c2e9 Merge pull request #4219 from gsalaz98/bug-fix-estimize-converter-share-class-tickers-skipped 
Fixes bug where share class tickers (e.g. BRK.B) would not be processed for Estimize
 2020-03-18 19:48:31 -03:00
Gerardo Salazar cba9ae2e9e Fixes bug where share class tickers (BRK.B) would not be downloaded and converted 
* Removes try/catch around RateGate, since it was fixed in issue #3499
 2020-03-18 15:07:30 -07:00
Stefano Raggi 70f90afce0 Fix Estimize time zone bug in timestamp deserialization 2020-03-14 00:30:10 +01:00
Juan José D'Ambrosio ba2e64f9f4 Add blacklisted ticker list 
set file as content
 2020-03-11 14:45:29 +00:00
Juan José D'Ambrosio 0ee16cbd55 Add blacklisted ticker list 
Also, remove obsolete files
 2020-03-11 14:25:32 +00:00
Juan José D'Ambrosio 92a154be2a Fix issue with listing 2020-03-10 20:43:17 +00:00