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Allow LeanDataWriter to create zip files for futures data (#4569)
frostbyte_neo 发布于
2020-08-18 20:44:02 +00:00 | 2846 次提交 在此版本后已推送到 master-
Allow LeanDataWriter to append to zip data files
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Use the data directory provided to the writer instead of the global value
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Disregard the time-portion of an input date
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Overwrite zip entries when creating futures data files
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Minor tweak and adding unit test
Co-authored-by: Martin Molinero martin.molinero1@gmail.com
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