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Feature Daily/Hourly Options Support (#6017)
frostbyte_neo 发布于
2021-11-11 23:05:31 +00:00 | 2098 次提交 在此版本后已推送到 master-
Create generic writing for LeanDataWriter, + notes on todos
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Make Options Daily/Hourly data store by year
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Refactor Generic Write
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Permit hour and daily resolutions for options
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Refactor writer to merge when needed with other files
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Cleanup redundancies, run write tasks in parallel
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Make needed classes/vars available
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Update tests to reflect new naming convention for daily hourly options data
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Add Byte[] overloads for ZipData functions in compression
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Implemented Store() for ZipDataCacheProvider
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Have LeanDataWriter use a DataCacheProvider
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ZipDataCacheProvider cleanup
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ZipDataCacheProvider tweaks, doesn't support storing non-zips
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Test adjustments
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Update LeanDataWriter to use Write instead of SaveDailyHourly/SaveMinuteSecond
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Implement tests to verify DownloadAndSave behavior
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Nit cleanup on DownloadAndSave tests
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Fix for options daily/hourly underlying equity subscription read
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Add daily/hourly options data and regressions
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Add missing open interest for hourly
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Fix writing of OpenInterest Daily/Hourly data
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Update data
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Fix Date typo in regression
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Use daily algorithm to test delisting
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Revisions part 1
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Expand test for DataCacheProviders; refactor DiskDataCacheProvider
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nit - test adjustments
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ZipDataCacheProvider test setup refactor
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Adjust multithreaded read/write test; fixes for ZipDataCacheProvider
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Move DiskDataCacheProvider to its own file and add write test
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Remove _appendToZips; always overwrite entry or create zip
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Add mapping regression for daily options
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nit - add license to regression
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Fix Tick write case where more than one data point for a DateTime
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Fix data issue
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Address review
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Tweaks for tests
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Stop Store() early if no entry name is given
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