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

AlphaStreams

Alpha holdings state (#5770 )

2021-08-19 13:56:18 -03:00

IconicTypes

Removes References To Built-in Custom Data Implementations (#5793 )

2021-08-02 19:24:45 -03:00

Intrinio

Fix Lean Warnings V1 (#5408 )

2021-03-22 11:08:48 -07:00

Tiingo

Add aggregator reader (#5942 )