Files
IlshatGaripov d23ac25b67
Build & Test Lean / build (push) Has been cancelled
Polygon IO limited aggregate bars per request. Fix. (#5363)
* Applies a fix

* Fixing the tests to cover downloader func. Fixing the queue handler

* this has to be removed

* -- Fixes -- [WIP]

* Implements the way to upload historical bars in async fashion. [ WIP ]

* Finishes GetEquityTradeTicks() impl.

* Do not break iteration if result is null

* Uses DisposeSafely and fixes a typo

* To use IEnumerable for return type in GetHistoryAsync

* Fixes GetEquityQuoteTicks()

* Removes GetHistoryAsync() and reverts the associated with it changes

* SubscriptionManager -> revert the changes

* PolygonDataQueueHandler -> use SIP timestamp as it keeps the order

* PolygonDataQueueHandler -> use Log.Trace for the no data {date} message

* Fixes GetForexQuoteTicks()

* Introduce ResponseSizeLimitAggregateData

* Fixes up GetCryptoTradeTicks()

* Small fixes for tick processing methods

* Removes launchSettings.json

* Refactor download data logic

- Replace WebClient for HttpClient
- Remove duplicated download logic and parsing for a single static
  method

* Update PolygonDataQueueHandler.cs

Remove commented code

Co-authored-by: Martin-Molinero <martin@quantconnect.com>
2021-06-09 10:43:34 -03:00
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