Files
michael-sena a128f8bb2e Allow LeanDataWriter to create zip files for futures data (#4569)
* Allow LeanDataWriter to append to zip data files

* Use the data directory provided to the writer instead of the global value

* Disregard the time-portion of an input date

* Overwrite zip entries when creating futures data files

* Minor tweak and adding unit test

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
2020-08-18 17:44:02 -03:00
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