Files
Colton Sellers dd4da7ba95
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Feature Daily/Hourly Options Support (#6017)
* Create generic writing for LeanDataWriter, + notes on todos

* Make Options Daily/Hourly data store by year

* Refactor Generic Write

* Permit hour and daily resolutions for options

* Refactor writer to merge when needed with other files

* Cleanup redundancies, run write tasks in parallel

* Make needed classes/vars available

* Update tests to reflect new naming convention for daily hourly options data

* Add Byte[] overloads for ZipData functions in compression

* Implemented Store() for ZipDataCacheProvider

* Have LeanDataWriter use a DataCacheProvider

* ZipDataCacheProvider cleanup

* ZipDataCacheProvider tweaks, doesn't support storing non-zips

* Test adjustments

* Update LeanDataWriter to use Write instead of SaveDailyHourly/SaveMinuteSecond

* Implement tests to verify DownloadAndSave behavior

* Nit cleanup on DownloadAndSave tests

* Fix for options daily/hourly underlying equity subscription read

* Add daily/hourly options data and regressions

* Add missing open interest for hourly

* Fix writing of OpenInterest Daily/Hourly data

* Update data

* Fix Date typo in regression

* Use daily algorithm to test delisting

* Revisions part 1

* Expand test for DataCacheProviders; refactor DiskDataCacheProvider

* nit - test adjustments

* ZipDataCacheProvider test setup refactor

* Adjust multithreaded read/write test; fixes for ZipDataCacheProvider

* Move DiskDataCacheProvider to its own file and add write test

* Remove _appendToZips; always overwrite entry or create zip

* Add mapping regression for daily options

* nit - add license to regression

* Fix Tick write case where more than one data point for a DateTime

* Fix data issue

* Address review

* Tweaks for tests

* Stop Store() early if no entry name is given
2021-11-11 20:05:31 -03:00
..
2021-08-19 13:56:18 -03:00
2021-06-07 11:37:44 -03:00
2020-04-23 09:59:31 -03:00
2021-05-20 12:00:42 -03:00
2021-09-03 20:18:44 -03:00
2020-06-22 18:00:27 -07:00
2021-06-07 11:37:44 -03:00

QuantConnect Testing

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