quantconnect--lean

Files

T

Gerardo Salazar 024d416ddd Adds support for getting a Lean symbol based on FIGI, CUSIP, ISIN, SEDOL (#5922 )

* Adds support for getting a Lean symbol based on FIGI, CUSIP, ISIN, SEDOL

* Address review: bug fixes for mapping, improve docs, cleanup & refactor

  * Make LocalZipMapFileProvider and LocalZipFactorFileProvider only
    initialize if they haven't been initialized yet.

* Address review: makes ISIN, SEDOL, CUSIP case-insensitive

  * Cleans up map file provider in SecurityDefinitionSymbolResolver
  * Modifies some test cases to test for case-insensitivity

* Add null check for SecurityDefinitions

* Fix unit tests

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

2021-09-10 19:16:18 -07:00

FactorFile.cs

Refactor Api (#5251 )

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

FactorFileRow.cs

Refactor Api (#5251 )

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

FactorFileZipHelper.cs

Refactor Api (#5251 )

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

LocalDiskFactorFileProvider.cs

Alpha Streams improvements (#5887 )