quantconnect--lean

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Martin-Molinero d739873daa

Regression Tests / build (push) Has been cancelled

Build & Test Lean / build (push) Has been cancelled

Add aggregator reader (#5942 )

* Add BaseDataCollectionAggregatorReader

- Add enumerable for BaseDataCollection
- Add BaseDataCollectionAggregatorReader
- Clean up CollectionSubscriptionDataSourceReader

* Address reviews

- Add new FileFormat that will be handled by the new Reader
- Adding unit tests for the new BaseDataCollectionAggregatorReader
- Some DataSourceReader duplication cleaning up

* Minor adjustment after some live trading tests

2021-09-27 17:25:23 -03:00

Alphas

Address reviews. Update unit tests

2020-04-28 16:29:17 -03:00

BrokerageTransactionHandlerTests

BrokerageTransactionHandler - handle OrderStatus.New in order update/cancel (#5867 )

2021-08-19 12:01:38 -03:00

DataCacheProviders

Test fixes and updates

2020-04-23 09:59:31 -03:00

DataFeeds

Add aggregator reader (#5942 )