Martin Molinero 1d3d4b9bc8 Improvements - self review

2019-07-26 11:43:45 -03:00

..

Factories

Improvements - self review

2019-07-26 11:43:45 -03:00

AuxiliaryDataEnumerator.cs

Address reviews

2019-06-13 20:33:22 -03:00

BaseDataCollectionAggregatorEnumerator.cs

Updated code as per PR discussion

2017-01-06 22:46:42 +08:00

DataQueueFuturesChainUniverseDataCollectionEnumerator.cs

Remove unnecessary null check in DataQueueFuturesChainUniverseDataCollectionEnumerator.MoveNext

2018-11-08 20:41:51 +01:00

DataQueueOptionChainUniverseDataCollectionEnumerator.cs

Update live option universe enumerator stack to refresh every day

2018-11-13 11:38:47 +01:00

DelistingEventProvider.cs

Implementing composition over inheritance

2018-11-20 16:17:44 -03:00

DividendEventProvider.cs

Implementing composition over inheritance

2018-11-20 16:17:44 -03:00

EnqueueableEnumerator.cs

Replace FileSystem workers Thread for Tasks

2019-03-04 15:12:46 -03:00

FastForwardEnumerator.cs

Fix fast forward enumerator at end of enumeration

2017-10-17 12:15:58 -04:00

FillForwardEnumerator.cs

Fix time zone bug in FillForwardEnumerator and LiveFillForwardEnumerator (#3132)

2019-04-30 17:22:59 -07:00

FrontierAwareEnumerator.cs

Remove duplicate data check

2017-10-17 12:15:58 -04:00

FuturesChainUniverseDataCollectionAggregatorEnumerator.cs

Added real-time support for futures. Tested with IQFeed, IB.

2016-09-28 19:10:03 +02:00

ITradableDateEventProvider.cs

Implementing composition over inheritance

2018-11-20 16:17:44 -03:00

ITradableDatesNotifier.cs

Addressing reviews

2018-11-20 15:50:19 -03:00

LiveAuxiliaryDataEnumerator.cs

Reduce CPU usage in live equity enumerator stack

2019-03-26 21:10:28 +01:00

LiveEquityDataSynchronizingEnumerator.cs

Fix LiveEquityDataSynchronizingEnumerator for input data after the current time

2019-07-09 16:49:50 +02:00

LiveFillForwardEnumerator.cs

Fix time zone bug in FillForwardEnumerator and LiveFillForwardEnumerator (#3132)

2019-04-30 17:22:59 -07:00

MappingEventProvider.cs

Implementing composition over inheritance

2018-11-20 16:17:44 -03:00

OpenInterestEnumerator.cs

Fix live data delay

2019-06-13 17:52:29 -03:00

OptionChainUniverseDataCollectionAggregatorEnumerator.cs

Adds OptionChainUniverseDataCollectionAggregatorEnumerator

2016-04-07 14:12:44 -04:00

OptionChainUniverseDataCollectionEnumerator.cs

Updated code as per PR discussion

2017-01-06 22:46:42 +08:00

PriceScaleFactorEnumerator.cs

MapFile and FactorFile data feed resolution

2019-06-12 17:48:47 -03:00

QuoteBarBuilderEnumerator.cs

Fix live data delay

2019-06-13 17:52:29 -03:00

QuoteBarFillForwardEnumerator.cs

Add QuoteBarFillForwardEnumerator

2017-08-15 12:22:41 +02:00

RateLimitEnumerator.cs

Make RateLimitEnumerator generic

2017-10-17 12:15:58 -04:00

RefreshEnumerator.cs

Properly dispose of enumerator

2017-10-17 12:15:58 -04:00

SplitEventProvider.cs

Implementing composition over inheritance

2018-11-20 16:17:44 -03:00

SubscriptionFilterEnumerator.cs

Log full errors/stack traces

2015-12-02 12:35:33 -05:00

SynchronizingEnumerator.cs

Addressing reviews

2018-11-20 15:50:19 -03:00

TradeBarBuilderEnumerator.cs

Fix live data delay

2019-06-13 17:52:29 -03:00