-
Track OHLCV for Current Trading Day (#8922)
frostbyte_neo 发布于
2025-09-19 17:25:24 +00:00 | 357 次提交 在此版本后已推送到 master-
Implement Session class
-
Use MarketHourAwareConsolidator inside Session
-
Delete SecurityCacheSessionConfig
-
Refactor session class
-
Solve review comments
-
Fix regression algorithms
-
Add null check to AvailableDataTypes
-
Update session class
-
Solve new review comments
-
Add new test for futures and update regression test to PEP8
-
Add new regression algorithm for Session with futures
-
Resolve review comments
-
Add local time keeper to SecurityCache
-
Scan on consolidator updates and time updates
-
Add new regression algorithms and unit tests
-
Add unit tests and improve comments
-
Fix syntax test
-
Solve review comments
-
Add regression algorithms
-
Resolve review comments
-
Make SessionConsolidator implement IDataConsolidator
-
Add caching to avoid recreating SessionBar instances on every access
-
Solve review comments
-
Make SessionConsolidator inherit from MarketHourAwareConsolidator
-
Add unit test to verify Session preserves previous day values
-
Update regression algorithms
-
Solve review comments
-
Resolve review comments
-
Solve new review comments
-
Add unit test for Session class
-
Refactor SessionBar properties and Update method
-
Use WorkingDataInstance reference instead of _workingData.Clone()
-
Use a delegate to get the workingBar instance
-
Fix bug in MarketHourAwareConsolidator
-
Solve review comments
-
Handle OI values
-
Add regression algorithms for future contracts and options
-
Solve review comments
-
Refactor SessionConsolidator to inherit PeriodCountConsolidatorBase
-
Prevent overlapping higher resolution data
-
Update tests
-
Solve review comments
-
Minor tweaks
下载附件
-