snugs
6bd38ece77
Time sync: * Data feeds are required to time sync in UTC time * TimeSlice.Time is now in UTC IAlgorithm * Time is now exclusively the algorithm's local time zone * Added UtcTime * SetDateTime( DateTime ) accepts a UTC time and is internally converted SubscriptionDataConfig * Adds market and time zone as required ctor parameters SecurityExchange * Now passes most calls directly through to SecurityExchangeHours class SecurityExchangeHours * Holds market hours for each day of week (LocalMarketHours) * Talks in terms of local times in the SecurityExchangeHours.TimeZone time zone Data/market-hours/ * New data folder to hold market hour information * Includes market-hours-database.csv to hold market hours per market/symbol/security (see doc in file) * Includes holidays-usa.csv to hold holidays for 'usa' market + The holiday files follow the pattern 'holidays-*.csv' where * is the market TimeKeeper * Receives updates in UTC time * Passes that to LocalTimeKeeper's who lazily evaluate the time in their respective time zones * Eventually this can grow to be the sole source of time in the algorithm's scope MISC: * Fixes exception thrown when exiting LiveTradingDataFeed * Fixes exception thrown when exiting FileSystemDataFeed * Fixes exception thrown when exiting StatusPing * Simplify FillForwardEnumerator logic with GetNextMarketOpen * Adds many time zones, see TimeZones.cs
6 lines
261 B
XML
6 lines
261 B
XML
<?xml version="1.0" encoding="utf-8"?>
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<packages>
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<package id="IKVM-WithExes" version="7.3.4830.1" />
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<package id="Newtonsoft.Json" version="7.0.1" targetFramework="net45" />
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<package id="NodaTime" version="1.3.1" targetFramework="net45" />
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</packages> |