quantconnect--lean

Files

T

Aaron Janeiro Stone 7aefe07274 4553 - Refactor RenkoConsolidator (#5052 )

* Separated Update calls and other non-common RenkoConsolidator.cs artifacts.

* Added type safe init for wicked

* Refactor; moved wicked-specific fields to WickedRenkoConsolidator.cs

* Addresses requested changes (and compacts constructors)

* Separated Update calls and other non-common RenkoConsolidator.cs artifacts.

* Added type safe init for wicked

* Refactor; moved wicked-specific fields to WickedRenkoConsolidator.cs

* Addresses requested changes (and compacts constructors)

* Removes base class for brevity

* Delete BaseRenkoConsolidator.cs

* Fixes naming for classic Renko consolidator

* Addresses review concerns

* Fixes missing null checks and missing typesafe constructor

* Adds warning

* WickedRenkoConsolidator -> RenkoConsolidator calls

* Separated Update calls and other non-common RenkoConsolidator.cs artifacts.

* Added type safe init for wicked

* Refactor; moved wicked-specific fields to WickedRenkoConsolidator.cs

* Addresses requested changes (and compacts constructors)

* Removes base class for brevity

* Fixes naming for classic Renko consolidator

* Separated Update calls and other non-common RenkoConsolidator.cs artifacts.

* Added type safe init for wicked

* Refactor; moved wicked-specific fields to WickedRenkoConsolidator.cs

* Addresses requested changes (and compacts constructors)

* Delete BaseRenkoConsolidator.cs

* Addresses review concerns

* Fixes missing null checks and missing typesafe constructor

* Adds warning

* WickedRenkoConsolidator -> RenkoConsolidator calls

* Addresses review

* unneeded tag removed

* Minor tweaks address reviews

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>

2021-01-18 15:54:15 -03:00

Auxiliary

DividedEventProvider distribution computation (#4828 )

2020-11-11 15:47:51 -03:00

Consolidators

4553 - Refactor RenkoConsolidator (#5052 )

2021-01-18 15:54:15 -03:00

Custom

Fixes issue parsing SI data w/ unknown enum value (#4961 )

2020-12-01 20:17:25 -03:00

Fundamental

Load fine fundamental from data cache folder (#4995 )