github-featured / quantconnect--lean

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    Feature: Generic brokerage downloader wrapper (#8235)

    frostbyte_neo 发布于 2024-07-31 22:02:13 +00:00 | 765 次提交 在此版本后已推送到 master

    • feat: new constructor of AlgorithmNodePacket

    • refactor: extract JobQueue configuration

    • remove: not used using in IDataDownloader

    • feat: create BrokerageDataDownloader

    • Revert "refactor: extract JobQueue configuration"

    This reverts commit 5778936b712befd6e367bee3decc4a3565ca69af.

    • Revert "feat: new constructor of AlgorithmNodePacket"

    This reverts commit d7a565ff761243ae1391bd45fd10c93221f0329e.

    • feat: new config data-download-brokerage in DataDownloadProvider

    • refactor: initialize in BrokerageDataDownloader

    • remove: not used using in Program's DataDownloadProvider

    • remove: not used ref on QuantConnect.Queue proj

    • refactor: use default market based on SecurityType

    • refactor: MarketName in DataDownloadConfig struct
      test:feat: validate MarketName

    • feat: support Canonical Symbols in BrokerageDataDownloader

    • remove: not used command arguments

    • feat: init CacheProvider of IOptionChainProvider in Downloader

    • feat: add brokerage message event in BrokerageDataDownloader

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