Martin-Molinero 66552b49bd Add new DownloaderDataProvider (#5709) ...

* Add new DownloaderDataProvider

- Moving LeanDataWrite and IDataDownloader to common project
- Add new BaseDataDownloaderDataProvider with concurrency helper method
- Add new DownloaderDataProvider which will use a IDataDownloader or
  IBrokerage implementation as data source

* Add support for downloading symbol chains data

2021-06-28 15:56:10 -03:00

..

Enumerators

Refactor Api (#5251)

2021-06-07 11:37:44 -03:00

Queues

Bug 4600 brokerage unsubscribe symbol granular (#4640)

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

Transport

Add StreamReader BaseData.Reader

2019-11-18 17:03:27 -03:00

WorkScheduling

Minor adjustments for WorkScheduler (#5533)

2021-05-07 19:28:14 -03:00

AggregationManager.cs

Add internal subscriptions always (#4690)

2020-09-03 18:15:21 -07:00

ApiDataProvider.cs

Add new DownloaderDataProvider (#5709)

2021-06-28 15:56:10 -03:00

BacktestingFutureChainProvider.cs

Refactor Api (#5251)

2021-06-07 11:37:44 -03:00

BacktestingOptionChainProvider.cs

Option Chain Provider Symbol Map Resolve (#5664)

2021-06-16 19:42:38 -03:00

BaseDataExchange.cs

Removing DF thread - LTDF bridge

2018-10-09 14:04:41 -03:00

BaseDownloaderDataProvider.cs

Add new DownloaderDataProvider (#5709)

2021-06-28 15:56:10 -03:00

BaseSubscriptionDataSourceReader.cs

Add Tiingo news data

2019-10-01 00:26:36 -03:00

CachingFutureChainProvider.cs

Changes FutureChainCacheEntry and OptionChainCacheEntry accessibility levels

2017-12-04 14:16:59 +00:00

CachingOptionChainProvider.cs

Changes FutureChainCacheEntry and OptionChainCacheEntry accessibility levels

2017-12-04 14:16:59 +00:00

CollectionSubscriptionDataSourceReader.cs

Raise InvalidSource when reader is empty

2019-09-27 15:26:36 -04:00

CreateStreamReaderErrorEventArgs.cs

Fix Lean Warnings V1 (#5408)

2021-03-22 11:08:48 -07:00

CurrencySubscriptionDataConfigManager.cs

DataPermissionManager is used by history provider

2020-06-12 12:51:14 -03:00

DataChannelProvider.cs

Refactor live data feed (#4636)

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

DataFeedPacket.cs

Address reviews

2019-06-04 17:16:52 -03:00

DataManager.cs

Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)

2021-03-12 20:46:23 -03:00

DataPermissionManager.cs

DataPermissionManager is used by history provider

2020-06-12 12:51:14 -03:00

DefaultDataProvider.cs

Refactor Api (#5251)

2021-06-07 11:37:44 -03:00

DownloaderDataProvider.cs

Add new DownloaderDataProvider (#5709)

2021-06-28 15:56:10 -03:00

FileSystemDataFeed.cs

Refactor of Auxiliary Data Filtering (#5485)

2021-04-19 11:10:47 -03:00

IDataFeed.cs

Adding new DataPermissionManager

2020-06-12 12:34:10 -03:00

IDataFeedSubscriptionManager.cs

Reduce CPU usage in live synchronizer

2019-04-29 15:16:21 +02:00

IDataFeedTimeProvider.cs

Creating new Synchronizer - TimeSlice streamer

2018-10-19 15:36:08 -03:00

IDataManager.cs

Creating new Synchronizer - TimeSlice streamer

2018-10-19 15:36:08 -03:00

IndexSubscriptionDataSourceReader.cs

Refactor Api (#5251)

2021-06-07 11:37:44 -03:00

InternalSubscriptionManager.cs

Add internal subscriptions always (#4690)

2020-09-03 18:15:21 -07:00

InvalidSourceEventArgs.cs

Renames ISubscriptionFactory to ISubscriptionDataSourceReader

2016-06-04 18:15:59 -04:00

ISubscriptionDataSourceReader.cs

File renames

2016-06-04 18:17:32 -04:00

ISubscriptionSynchronizer.cs

Adding new TimeSlice TimePulse

2019-08-07 14:45:39 -03:00

ISynchronizer.cs

Creating new Synchronizer - TimeSlice streamer

2018-10-19 15:36:08 -03:00

LiveFutureChainProvider.cs

Value types thread safety changes

2020-05-01 16:58:29 -03:00

LiveOptionChainProvider.cs

Fixes LiveOptionChainProvider.FindOptionContracts (#5434)

2021-03-29 13:39:41 -07:00

LiveSynchronizer.cs

Fix Lean Warnings V1 (#5408)

2021-03-22 11:08:48 -07:00

LiveTradingDataFeed.cs

Refactor of Auxiliary Data Filtering (#5485)

2021-04-19 11:10:47 -03:00

ManualTimeProvider.cs

Adding new ReferenceWrapper

2020-04-30 19:56:15 -03:00

NullDataFeed.cs

Adding new DataPermissionManager

2020-06-12 12:34:10 -03:00

PendingRemovalsManager.cs

Fix Lean Warnings V1 (#5408)

2021-03-22 11:08:48 -07:00

PrecalculatedSubscriptionData.cs

Bug 4031 Change data depending on configuration (#4650)

2020-09-09 18:40:19 -03:00

PredicateTimeProvider.cs

Refactor live data feed (#4636)

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

ReaderErrorEventArgs.cs

Renames ISubscriptionFactory to ISubscriptionDataSourceReader

2016-06-04 18:15:59 -04:00

RealTimeScheduleEventService.cs

Refactor live data feed (#4636)

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

SingleEntryDataCacheProvider.cs

Address reviews

2019-05-31 18:26:18 -03:00

Subscription.cs

Overall performance improvements v2

2019-06-05 17:06:59 -03:00

SubscriptionCollection.cs

Enable parallel unit testing

2020-04-27 17:45:53 -03:00

SubscriptionData.cs

Adjust Volume for Splits (#5525)

2021-05-17 16:47:44 -03:00

SubscriptionDataReader.cs

Refactor Api (#5251)

2021-06-07 11:37:44 -03:00

SubscriptionDataSourceReader.cs

Refactor Api (#5251)

2021-06-07 11:37:44 -03:00

SubscriptionFrontierTimeProvider.cs

Value types thread safety changes

2020-05-01 16:58:29 -03:00

SubscriptionSynchronizer.cs

Universe dispose and removal (#5134)

2021-01-07 12:03:17 -03:00

SubscriptionUtils.cs

DataNormalizationMode Applies to AddSecurity (#5528)

2021-05-10 20:58:50 -03:00

Synchronizer.cs

Refactor live data feed (#4636)

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

TextSubscriptionDataSourceReader.cs

Fix low resolution cache (#5080)

2020-12-28 16:27:11 -03:00

TimeSlice.cs

Add internal subscription manager (#4678)

2020-09-01 21:22:22 -03:00

TimeSliceFactory.cs

Fix Warnings V2 (#5436)

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

UniverseSelection.cs

Fix FutureOptionMarginModel Margin Requirements (#5570)

2021-05-18 14:04:30 -03:00

UpdateData.cs

Performance improvements

2019-10-17 10:26:37 -03:00

ZipDataCacheProvider.cs

Fix unhandled exception in ZipDataCacheProvider

2020-05-08 17:11:53 +02:00

ZipEntryNameSubscriptionDataSourceReader.cs

Refactor Api (#5251)

2021-06-07 11:37:44 -03:00