github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
Files
13132
quantconnect--lean/Common/Data
T
History
Martin-Molinero 340d44d90d
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Live mapping 
- Add support for live mapping, refreshing mapfiles
- Fix future expiration functions
- Adding unit tests
2021-10-28 19:47:57 -03:00
..
Auxiliary
Live mapping
2021-10-28 19:47:57 -03:00
Consolidators
Move WickedRenkoConsolidator to RenkoConsolidator as Default (#5931)
2021-09-17 16:32:01 -03:00
Custom
Add aggregator reader (#5942)
2021-09-27 17:25:23 -03:00
Fundamental
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
Market
Tweaks WIP
2021-10-27 21:14:09 -03:00
Shortable
Tweaks WIP
2021-10-27 21:14:09 -03:00
UniverseSelection
Live mapping
2021-10-28 19:47:57 -03:00
BaseData.cs
Tweaks WIP
2021-10-27 21:14:09 -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
…
EventBasedDataQueueHandlerSubscriptionManager.cs
Bug 4600 brokerage unsubscribe symbol granular (#4640)
2020-09-14 20:11:44 -03:00
FileFormat.cs
Add aggregator reader (#5942)
2021-09-27 17:25:23 -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
…
ISubscriptionEnumeratorFactory.cs
…
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
Live mapping
2021-10-28 19:47:57 -03:00
SubscriptionDataConfigExtensions.cs
Live mapping
2021-10-28 19:47:57 -03:00
SubscriptionDataConfigList.cs
Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -03:00
SubscriptionDataSource.cs
…
SubscriptionManager.cs
Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -03:00