quantconnect--lean

Factories

Refactor user define universe handling (#9088 )

2025-11-18 12:29:05 -03:00

AuxiliaryDataEnumerator.cs

Continuous futures (#6034 )

2021-11-15 14:44:30 -03:00

BaseDataCollectionAggregatorEnumerator.cs

File-based options universe (#8212 )

2024-09-09 12:39:31 -03:00

ConcatEnumerator.cs

Live T-1 selection warmup (#6395 )

2022-06-10 17:25:20 -03:00

DelistingEventProvider.cs

Live delisting handled (#7774 )

2024-02-16 16:56:42 -03:00

DividendEventProvider.cs

FactorFiles bases live auxiliary events (#7293 )

2023-06-08 13:27:55 -03:00

EnqueueableEnumerator.cs

Enqueable Enumerator Performance Improvement (#7049 )

2023-03-06 15:40:55 -03:00

FastForwardEnumerator.cs

Fix fast forward enumerator at end of enumeration

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

FillForwardEnumerator.cs

Avoid FF enumerator error warning (#9122 )

2025-12-10 18:18:08 -03:00

FilterEnumerator.cs

Fix warnings part 12 (#8182 )

2024-07-09 11:08:42 -03:00

FrontierAwareEnumerator.cs

Value types thread safety changes

2020-05-01 16:58:29 -03:00

ITradableDateEventProvider.cs

Continuous futures (#6034 )

2021-11-15 14:44:30 -03:00

ITradableDatesNotifier.cs

Addressing reviews

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

LastPointTracker.cs

Fill-forward last warmup data point to normal data feed (#8831 )

2025-06-17 12:07:58 -04:00

LiveAuxiliaryDataEnumerator.cs

Fix warnings part 12 (#8182 )

2024-07-09 11:08:42 -03:00

LiveAuxiliaryDataSynchronizingEnumerator.cs

Continuous Futures Refactor. Live Mappings (#6076 )

2021-11-30 21:38:50 -03:00

LiveDelistingEventProvider.cs

Reduce unrequired live logs for derivatives chains (#8458 )

2024-12-12 15:49:38 -04:00

LiveDividendEventProvider.cs

Reduce unrequired live logs for derivatives chains (#8458 )

2024-12-12 15:49:38 -04:00

LiveFillForwardEnumerator.cs

Fill-forward last warmup data point to normal data feed (#8831 )

2025-06-17 12:07:58 -04:00

LiveMappingEventProvider.cs

Reduce unrequired live logs for derivatives chains (#8458 )

2024-12-12 15:49:38 -04:00

LiveSplitEventProvider.cs

Reduce unrequired live logs for derivatives chains (#8458 )

2024-12-12 15:49:38 -04:00

LiveSubscriptionEnumerator.cs

Dotnet 9 (#8459 )

2024-12-19 14:01:26 -03:00

MappingEventProvider.cs

Fix for continuous contract mapping (#7445 )

2023-08-25 14:19:51 -03:00

NewDataAvailableEventArgs.cs

Refactor multi IDQH frontier (#6709 )

2022-10-25 11:59:21 -03:00

PriceScaleFactorEnumerator.cs

Handle price discontinuity on volatility models (#7058 )

2023-03-13 13:11:30 -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

Dotnet 9 (#8459 )

2024-12-19 14:01:26 -03:00

ScannableEnumerator.cs

Refactor multi IDQH frontier (#6709 )

2022-10-25 11:59:21 -03:00

ScheduledEnumerator.cs

Add Scheduled Universe Selection (#7895 )

2024-04-04 12:21:51 -03:00

SortEnumerator.cs

Feature: new sorting property in SubscriptionDataSource and SortEnumerator (#8352 )

2024-10-07 18:16:33 -03:00

SplitEventProvider.cs

FactorFiles bases live auxiliary events (#7293 )

2023-06-08 13:27:55 -03:00

StrictDailyEndTimesEnumerator.cs

Enable daily precise end time by default (#8254 )

2024-08-14 12:49:56 -03:00

SubscriptionDataEnumerator.cs

Daily data time adjustment (#8001 )

2024-05-20 17:28:03 -03:00

SubscriptionFilterEnumerator.cs

OpenInterest Bug Fixes (#5207 )

2021-02-18 19:04:29 -03:00

SynchronizingBaseDataEnumerator.cs

Fixes HistoryProviderManager slice merging by using algortime for all slices (#6226 )

2022-02-18 20:43:33 -03:00

SynchronizingEnumerator.cs

Fix warnings CA1574 (#8186 )

2024-07-09 17:52:07 -03:00

SynchronizingSliceEnumerator.cs

Fixes HistoryProviderManager slice merging by using algortime for all slices (#6226 )

2022-02-18 20:43:33 -03:00