github-featured / quantconnect--lean

发布

0 发布 4,269 Git 标签

RSS 订阅源
  • 12977 d739873daa
    比较

    Add aggregator reader (#5942)

    frostbyte_neo 发布于 2021-09-27 20:25:23 +00:00 | 2153 次提交 在此版本后已推送到 master

    • 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
    下载附件