github-featured / quantconnect--lean

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  • 11894 d23ac25b67
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    Polygon IO limited aggregate bars per request. Fix. (#5363)

    frostbyte_neo 发布于 2021-06-09 13:43:34 +00:00 | 2332 次提交 在此版本后已推送到 master

    • Applies a fix

    • Fixing the tests to cover downloader func. Fixing the queue handler

    • this has to be removed

    • -- Fixes -- [WIP]

    • Implements the way to upload historical bars in async fashion. [ WIP ]

    • Finishes GetEquityTradeTicks() impl.

    • Do not break iteration if result is null

    • Uses DisposeSafely and fixes a typo

    • To use IEnumerable for return type in GetHistoryAsync

    • Fixes GetEquityQuoteTicks()

    • Removes GetHistoryAsync() and reverts the associated with it changes

    • SubscriptionManager -> revert the changes

    • PolygonDataQueueHandler -> use SIP timestamp as it keeps the order

    • PolygonDataQueueHandler -> use Log.Trace for the no data {date} message

    • Fixes GetForexQuoteTicks()

    • Introduce ResponseSizeLimitAggregateData

    • Fixes up GetCryptoTradeTicks()

    • Small fixes for tick processing methods

    • Removes launchSettings.json

    • Refactor download data logic

    • Replace WebClient for HttpClient
    • Remove duplicated download logic and parsing for a single static
      method
    • Update PolygonDataQueueHandler.cs

    Remove commented code

    Co-authored-by: Martin-Molinero martin@quantconnect.com

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