Jhonathan Abreu
fb3409d8a2
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* Support sourcing custom data from ObjectStore * Add Python regression algorithm * Wire engine to pass ObjectStore down to the stream readers * Minor changes * Minor unit tests fixes * Remove unused SetupHandlerParameters.ObjectStore * Minor changes * Minor changes * Support single-file zipped data to be sourced from object store * Assert object store custom data history requests in regression algorithms * Add custom object store data live data feed unit test * Add multi-file object store custom data regression algorithms * Minor fix
34 lines
1.3 KiB
C#
34 lines
1.3 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System.Text;
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namespace QuantConnect.Algorithm.CSharp
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{
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/// <summary>
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/// Regression algorithm demonstrating the use of zipped custom data sourced from the object store
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/// </summary>
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public class CustomDataZippedObjectStoreRegressionAlgorithm : CustomDataObjectStoreRegressionAlgorithm
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{
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protected override string CustomDataKey => "CustomData/ExampleCustomData.zip";
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protected override void SaveDataToObjectStore()
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{
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var bytes = Encoding.UTF8.GetBytes(CustomData);
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ObjectStore.SaveBytes(CustomDataKey, Compression.ZipBytes(bytes, "data"));
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}
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}
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}
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