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quantconnect--lean/Engine/DataFeeds
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Martin Molinero 1d3d4b9bc8 Improvements - self review
2019-07-26 11:43:45 -03:00
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Enumerators
Improvements - self review
2019-07-26 11:43:45 -03:00
Queues
remove missing files
2018-03-15 17:41:24 -07:00
Transport
Address reviews
2019-05-31 18:26:18 -03:00
ApiDataProvider.cs
Download RemoteFile once for backtests
2019-05-29 18:38:07 -03:00
BacktestingFutureChainProvider.cs
Adds IFutureChainProvider interface with base implementations
2017-12-04 14:16:59 +00:00
BacktestingOptionChainProvider.cs
Refactor option chain providers
2017-08-02 22:43:15 +02:00
BaseDataExchange.cs
Removing DF thread - LTDF bridge
2018-10-09 14:04:41 -03:00
CachingFutureChainProvider.cs
Changes FutureChainCacheEntry and OptionChainCacheEntry accessibility levels
2017-12-04 14:16:59 +00:00
CachingOptionChainProvider.cs
Changes FutureChainCacheEntry and OptionChainCacheEntry accessibility levels
2017-12-04 14:16:59 +00:00
CollectionSubscriptionDataSourceReader.cs
Address reviews
2019-05-31 18:26:18 -03:00
CreateStreamReaderErrorEventArgs.cs
Renames ISubscriptionFactory to ISubscriptionDataSourceReader
2016-06-04 18:15:59 -04:00
CurrencySubscriptionDataConfigManager.cs
Address reviews
2019-06-07 16:02:53 -03:00
DataFeedPacket.cs
Address reviews
2019-06-04 17:16:52 -03:00
DataManager.cs
Remove usage of DateTime.UtcNow in DataManager
2019-06-14 18:54:52 +02:00
DefaultDataProvider.cs
Improve FineFundamental backtesting performance
2019-07-25 22:35:28 -03:00
FileSystemDataFeed.cs
Address reviews
2019-05-31 18:26:18 -03:00
IDataFeed.cs
Move DataManager in front of DataFeed
2018-10-29 16:13:27 -03:00
IDataFeedSubscriptionManager.cs
Reduce CPU usage in live synchronizer
2019-04-29 15:16:21 +02:00
IDataFeedTimeProvider.cs
Creating new Synchronizer - TimeSlice streamer
2018-10-19 15:36:08 -03:00
IDataManager.cs
Creating new Synchronizer - TimeSlice streamer
2018-10-19 15:36:08 -03:00
InvalidSourceEventArgs.cs
Renames ISubscriptionFactory to ISubscriptionDataSourceReader
2016-06-04 18:15:59 -04:00
ISubscriptionDataSourceReader.cs
File renames
2016-06-04 18:17:32 -04:00
ISubscriptionSynchronizer.cs
Add ISubscriptionSynchronizer interface
2018-02-06 19:52:31 -05:00
ISynchronizer.cs
Creating new Synchronizer - TimeSlice streamer
2018-10-19 15:36:08 -03:00
ITimeProvider.cs
Rewrites the LiveTradingDataFeed to be enumerator centric
2015-10-15 11:10:54 -04:00
LiveFutureChainProvider.cs
Fixes LiveFutureChainProvider.GetFutureContractList
2017-12-04 14:16:59 +00:00
LiveOptionChainProvider.cs
Address review
2019-07-04 01:09:58 +02:00
LiveSynchronizer.cs
Add a virtual property get in LiveSynchronizer
2019-06-14 18:35:45 +02:00
LiveTradingDataFeed.cs
Address reviews
2019-06-17 23:40:56 -03:00
ManualTimeProvider.cs
SubscriptionSynchronizer will depend on a Time Provider for determining next frontier.
2018-09-06 15:48:07 -03:00
NullDataFeed.cs
Move DataManager in front of DataFeed
2018-10-29 16:13:27 -03:00
PendingRemovalsManager.cs
Addressing reviews
2018-11-08 13:02:12 -03:00
PredicateTimeProvider.cs
Address reviews
2019-06-17 23:40:56 -03:00
ReaderErrorEventArgs.cs
Renames ISubscriptionFactory to ISubscriptionDataSourceReader
2016-06-04 18:15:59 -04:00
RealTimeProvider.cs
Rewrites the LiveTradingDataFeed to be enumerator centric
2015-10-15 11:10:54 -04:00
RealTimeScheduleEventService.cs
Fix live data delay
2019-06-13 17:52:29 -03:00
SingleEntryDataCacheProvider.cs
Address reviews
2019-05-31 18:26:18 -03:00
Subscription.cs
Overall performance improvements v2
2019-06-05 17:06:59 -03:00
SubscriptionCollection.cs
Improve subscription sorting mechanism to improve performance
2018-07-17 09:59:31 -03:00
SubscriptionData.cs
Check for null when creating SubscriptionData
2018-02-13 17:24:19 -05:00
SubscriptionDataReader.cs
MapFile and FactorFile data feed resolution
2019-06-12 17:48:47 -03:00
SubscriptionDataReaderEvents.cs
Implementing composition over inheritance
2018-11-20 16:17:44 -03:00
SubscriptionDataSourceReader.cs
Remove unused IDataCacheProvider from ZipEntryNameSubscriptionDataSourceReader
2018-02-13 14:48:35 +01:00
SubscriptionFrontierTimeProvider.cs
SubscriptionSynchronizer will depend on a Time Provider for determining next frontier.
2018-09-06 15:48:07 -03:00
SubscriptionSynchronizer.cs
Address reviews
2019-06-04 17:16:52 -03:00
Synchronizer.cs
Add new LiveSynchronizer + update live unit tests
2019-04-29 15:16:22 +02:00
TextSubscriptionDataSourceReader.cs
Overall performance improvements v2
2019-06-05 17:06:59 -03:00
TimeSlice.cs
Remove Security from Subscription
2018-11-14 18:28:18 -03:00
TimeSliceFactory.cs
Overall performance improvements
2019-06-03 15:09:02 -03:00
UniverseSelection.cs
MapFile and FactorFile data feed resolution
2019-06-12 17:48:47 -03:00
UpdateData.cs
Adds UpdataData<T> to clean up key value pairs in TimeSlice
2016-04-12 19:06:56 -04:00
ZipDataCacheProvider.cs
Fix dispose race condition at ZipDataCacheProvider
2019-07-04 13:30:42 -03:00
ZipEntryNameSubscriptionDataSourceReader.cs
Perform ZipFile dispose before enumeration loop
2018-02-13 15:52:01 +01:00