Martin-Molinero b8b0d18993 Continuous futures (#6034) ...

* Continuous Future Contracts

* Mapping approach

* Tweaks WIP

* Live mapping

* Live mapping

- Add support for live mapping, refreshing mapfiles
- Fix future expiration functions
- Adding unit tests

* Update moq test package

* Continuous futures price scaling

* Refactor price factors scaling

* Factor file related renames

* Address reviews

2021-11-15 14:44:30 -03:00

..

Auxiliary

Continuous futures (#6034)

2021-11-15 14:44:30 -03:00

Enumerators

Continuous futures (#6034)

2021-11-15 14:44:30 -03:00

Transport

Refactor Api (#5251)

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

AggregationManagerTests.cs

Refactor live data feed (#4636)

2020-08-18 20:21:10 -03:00

AlgorithmStub.cs

Oanda default Forex Market (#4706)

2020-09-14 16:43:23 -03:00

BacktestingFutureChainProviderTests.cs

Refactor Api (#5251)

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

BaseDataCollectionAggregatorReaderTests.cs

Add aggregator reader (#5942)

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

BaseDataExchangeTests.cs

Refactor live data feed (#4636)

2020-08-18 20:21:10 -03:00

CollectionSubscriptionDataSourceReaderTests.cs

Add TiingoNews.HistoricalCrawlOffset - Rename

2019-10-02 13:11:31 -03:00

CustomLiveDataFeedTests.cs

Refactor Api (#5251)

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

CustomMockedFileBaseData.cs

Fix custom mocked data

2019-05-16 14:52:16 -03:00

DataManagerStub.cs

Always use AlgorithmHandler.DataProvider (#4658)

2020-08-27 16:07:56 -03:00

DataManagerTests.cs

Always use AlgorithmHandler.DataProvider (#4658)

2020-08-27 16:07:56 -03:00

DataPermissionManagerTests.cs

Rename data permissions (#5753)

2021-07-09 22:59:14 -03:00

FileSystemDataFeedTests.cs

Refactor Api (#5251)

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

FuncDataQueueHandler.cs

Bug 4600 brokerage unsubscribe symbol granular (#4640)

2020-09-14 20:11:44 -03:00

FuncDataQueueHandlerUniverseProvider.cs

Fix IB future chain being started at reset hours (#5246)

2021-02-01 18:53:33 -03:00

IEXDataQueueHandlerTests.cs

Reduce Travis Log (#5039)

2020-12-17 12:59:13 -03:00

IndexSubscriptionDataSourceReaderTests.cs

Refactor Api (#5251)

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

InternalSubscriptionManagerTests.cs

Refactor Api (#5251)

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

IQFeedRealtimeDataFeedTests.cs

Adds Futures Options Asset Class w/ IB Support (#4928)

2020-12-02 21:49:59 -03:00

LiveCoarseUniverseTests.cs

Fix live ETF universe selection (#5938)

2021-09-23 15:11:35 -03:00

LiveTradingDataFeedTests.cs

Continuous futures (#6034)

2021-11-15 14:44:30 -03:00

MockDataFeed.cs

OptionChain and OptionContract improvements (#4804)

2020-10-09 10:52:50 -03:00

PendingRemovalsManagerTests.cs

Fix delisted liquidation orders being cancelled (#5169)

2021-01-18 22:02:40 -03:00

PrecalculatedSubscriptionDataTests.cs

Continuous futures (#6034)

2021-11-15 14:44:30 -03:00

PredicateTimeProviderTests.cs

Address reviews

2019-06-17 23:40:56 -03:00

RealTimeScheduleEventServiceTests.cs

Refactor live data feed (#4636)

2020-08-18 20:21:10 -03:00

RestApiBaseData.cs

Remove compiler warnings from Tests project

2016-08-19 12:02:09 +02:00

SubscriptionCollectionTests.cs

Adds Support for ETF Constituent Universes (#5862)

2021-08-17 19:54:29 -03:00

SubscriptionDataReaderTests.cs

Continuous futures (#6034)

2021-11-15 14:44:30 -03:00

SubscriptionDataTests.cs

Do not update price scale for fillforward data & IsFillForward flag fix (#4836)

2020-10-09 18:09:30 -03:00

SubscriptionSynchronizerTests.cs

Reduce Travis Log (#5039)

2020-12-17 12:59:13 -03:00

SubscriptionTests.cs

Addressing reviews

2018-11-08 13:02:12 -03:00

SubscriptionUtilsTests.cs

Continuous futures (#6034)

2021-11-15 14:44:30 -03:00

TextSubscriptionDataSourceReaderTests.cs

Fix low resolution cache (#5080)

2020-12-28 16:27:11 -03:00

TimeSliceTests.cs

Add SecurityCacheProvider

2019-10-22 13:46:57 -03:00

UniverseSelectionTests.cs

Adding new DataPermissionManager

2020-06-12 12:34:10 -03:00

ZipEntryNameSubscriptionFactoryTests.cs

Refactor Api (#5251)

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