Colton Sellers 3579fecc58 Live Consolidator Bug Fix (#5429) ...

* Set _lastEmit before emitting, otherwise _workingBar is always null

* Aggregate bars if the data endTime is past lastEmit

* Add unit test

* Address Review

* Clean up unit tests

* Refactor solution to set consistent _lastEmit behaviour

* Add another unit test

* Make fixture non-parallelizable

* Undo last change, and adjust breaking test directly

2021-04-05 17:05:53 -07:00

..

Auxiliary

Adjust delisting liquidation time (#5203)

2021-01-22 14:41:29 -03:00

Custom

Removes extra day added to CBOE Time causing data to shift one day forward (#5266)

2021-02-05 19:42:01 -03:00

Fundamental

Convert a CoarseFundamental data point into a row (#4761)

2020-09-25 20:31:46 -03:00

Market

Add primary exchage to map files (#5194)

2021-01-21 18:46:12 -03:00

Shortable

Implements Easy To Borrow Reality Modeling (WIP) (#5159)

2021-01-14 13:33:44 -08:00

UniverseSelection

Refactor live data feed (#4636)

2020-08-18 20:21:10 -03:00

BaseDataConsolidatorTests.cs

Replace nunit's IS operation

2020-04-22 18:19:08 -03:00

BaseDataTests.cs

Add BaseData.IsSparseData

2019-09-27 14:24:08 -04:00

CalendarConsolidatorsTests.cs

Feature 2456 custom Python consolidator support (#4637)

2020-08-25 17:26:55 -03:00

ChannelTests.cs

Bug 4600 brokerage unsubscribe symbol granular (#4640)

2020-09-14 20:11:44 -03:00

DataQueueHandlerSubscriptionManagerTests.cs

Bug 4600 brokerage unsubscribe symbol granular (#4640)

2020-09-14 20:11:44 -03:00

DynamicDataConsolidatorTests.cs

More EndTime tests, fix for TickQuoteBarConsolidator

2018-02-14 17:02:15 +09:00

DynamicDataTests.cs

Extract GetSetPropertyDynamicMetaObject from DynamicData

2019-09-30 13:31:55 -04:00

FakeDataQueuehandlerSubscriptionManager.cs

Bug 4600 brokerage unsubscribe symbol granular (#4640)

2020-09-14 20:11:44 -03:00

IdentityDataConsolidatorTests.cs

Update the Expected Exception

2020-04-22 18:19:08 -03:00

MockSubscriptionDataConfigProvider.cs

SPY default security benchmark

2019-08-06 21:15:33 -03:00

PeriodCountConsolidatorTests.cs

Live Consolidator Bug Fix (#5429)

2021-04-05 17:05:53 -07:00

QuoteBarConsolidatorTests.cs

Fix QuoteBarConsolidator

2020-06-23 14:42:56 -03:00

RenkoConsolidatorTests.cs

4553 - Refactor RenkoConsolidator (#5052)

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

SequentialConsolidatorTests.cs

Use IBaseData in type constraints

2016-11-09 09:20:16 -05:00

SliceTests.cs

Oanda default Forex Market (#4706)

2020-09-14 16:43:23 -03:00

SubscriptionDataSourceTests.cs

OBSOLETES:: BaseData.Reader and BaseData.GetSource

2015-06-11 17:34:53 -04:00

SubscriptionManagerTests.cs

Fix Warnings V2 (#5436)

2021-04-02 11:20:01 -07:00

TickConsolidatorTests.cs

Replace nunit's IS operation

2020-04-22 18:19:08 -03:00

TickQuoteBarConsolidatorTests.cs

Fix QuoteBarConsolidator

2020-06-23 14:42:56 -03:00

TradeBarConsolidatorTests.cs

Replace nunit's IS operation

2020-04-22 18:19:08 -03:00

WickedRenkoConsolidatorTests.cs

4553 - Refactor RenkoConsolidator (#5052)

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