github-featured / quantconnect--lean

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    Market-hours aware intraday consolidation (#9516)

    frostbyte_neo 发布于 2026-06-11 13:02:26 +00:00 | 84 次提交 在此版本后已推送到 master

    • Add market-hours aware intraday consolidation to MarketHourAwareConsolidator

    • Minor fix

    • Address review comments

    • Assert consolidated bar size in regression algorithms

    • Move MarketHourAwareConsolidator to Data.Consolidators namespace

    • Remove accidentally committed log file

    • Keep MarketHourAwareConsolidator in Data.Common namespace

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