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Alpha Streams improvements (#5876)
frostbyte_neo 发布于
2021-08-27 16:50:45 +00:00 | 2190 次提交 在此版本后已推送到 master- Alpha Streams improvements
- Warmup added securities so we can trigger an order right away
- Fix bug where AddSecurity returned a security which was not the one
being used - Fix bug where EWAS PCM would remove from a dictionary while iterating
over it
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Fix unit tests
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Add QCAlgorithm.GetLastKnownPrices API
- Add new GetLastKnownPrices that will return the last known data point
for all subscribed data types. - Fix for MHDB GetDataTimeZone which was using an invalid entry key
format for custom data. - Fix for using GetLastKnownPrice/s to seed a security during creation,
when it's not added in the Algorithm.Securities collection
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Adding more unit tests for GetLastKnownPrice
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Address reviews
- Refactor GetLastKnownPrice/s to perform a single history request for
all data types
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