github-featured / quantconnect--lean

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  • 12518 650ce2e2b5
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    Removes References To Built-in Custom Data Implementations (#5793)

    frostbyte_neo 发布于 2021-08-02 22:24:45 +00:00 | 2231 次提交 在此版本后已推送到 master

    • WIP removal of custom data references & tests updates

    • Regression algos updated and python algorithms moved to DataSource repos

    • Fixes failing unit tests

    • Add "LiveDataTypes" field to LiveNodePacket

    • Adds Initialize() to IDataChannelProvider

      • Adds new extension method to convert
        HistoryRequest -> SubscriptionDataConfig

    • Address review: Add protobuf definitions for Iconic data types

    • Address review: re-adds DynamicSecurityDataAlgorithm as regression algo

      • Small adjustments to variable naming and documentation

    • Move test files to respective DataSource repos

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