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Martin-Molinero 4e6e0c85c6
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Lean exchange improvements (#5932) 
* Lean exchanges improvements

- Adding new Exchange class to avoid exchange code clash.
  Adding and updating unit test

* Add Market for MapFile API

* Self review
2021-09-20 13:50:15 -03:00
..
Auxiliary
Lean exchange improvements (#5932)
2021-09-20 13:50:15 -03:00
Consolidators
Move WickedRenkoConsolidator to RenkoConsolidator as Default (#5931)
2021-09-17 16:32:01 -03:00
Custom
Alpha holdings state (#5770)
2021-08-19 13:56:18 -03:00
Fundamental
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
Market
Lean exchange improvements (#5932)
2021-09-20 13:50:15 -03:00
Shortable
DataProvider Updates & Refactoring (#5641)
2021-06-08 22:11:21 -03:00
UniverseSelection
Fix multiple coarse selection algorithms (#5927)
2021-09-14 20:27:09 -03:00
BaseData.cs
Alpha holdings state (#5770)
2021-08-19 13:56:18 -03:00
BaseDataRequest.cs
OpenInterest Bug Fixes (#5207)
2021-02-18 19:04:29 -03:00
Channel.cs
Bug 4600 brokerage unsubscribe symbol granular (#4640)
2020-09-14 20:11:44 -03:00
DataQueueHandlerSubscriptionManager.cs
Bug 4600 brokerage unsubscribe symbol granular (#4640)
2020-09-14 20:11:44 -03:00
DynamicData.cs
Extract GetSetPropertyDynamicMetaObject from DynamicData
2019-09-30 13:31:55 -04:00
EventBasedDataQueueHandlerSubscriptionManager.cs
Bug 4600 brokerage unsubscribe symbol granular (#4640)
2020-09-14 20:11:44 -03:00
FileFormat.cs
Add Tiingo news data
2019-10-01 00:26:36 -03:00
GetSetPropertyDynamicMetaObject.cs
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
HistoryProviderBase.cs
Fix data emitted before first date
2019-10-25 14:09:02 -03:00
HistoryProviderInitializeParameters.cs
DataPermissionManager is used by history provider
2020-06-12 12:51:14 -03:00
HistoryRequest.cs
OpenInterest Bug Fixes (#5207)
2021-02-18 19:04:29 -03:00
HistoryRequestFactory.cs
HistoryRequestFactory Hour ExtendedMarketHours (#4786)
2020-09-29 18:16:27 -03:00
IBaseData.cs
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
IDataAggregator.cs
Refactor live data feed (#4636)
2020-08-18 20:21:10 -03:00
IndexedBasedData.cs
Add Tiingo news data
2019-10-01 00:26:36 -03:00
ISubscriptionEnumeratorFactory.cs
Renamed IDataFileProvider to IDataProvider using resharper
2017-02-15 12:16:50 -05:00
LeanDataWriter.cs
Add new DownloaderDataProvider (#5709)
2021-06-28 15:56:10 -03:00
Slice.cs
Fixes for OpenInterest storing (#4712)
2020-09-11 15:28:27 -07:00
SliceExtensions.cs
Alpha Streams improvements (#5876)
2021-08-27 13:50:45 -03:00
SubscriptionDataConfig.cs
Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -03:00
SubscriptionDataConfigExtensions.cs
Add SubscriptionDataConfig GetBaseDataInstance extension method
2019-09-27 14:27:08 -04:00
SubscriptionDataConfigList.cs
Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -03:00
SubscriptionDataSource.cs
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
SubscriptionManager.cs
Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -03:00