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quantconnect--lean/Engine/DataFeeds
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Martin-Molinero ca787d0a25
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Add support for live price scaling (#6104) 
* Add support for live price scaling

- Add support for live trading price scaling for continuous futures.
  Adding unit tests

* Move live price scale application. Updating unit tests

- Live trading application of price scaling will happen before fill
  forwarding and updating securities real time price. Updating unit
  tests to reproduce issue
2022-01-24 18:02:24 -03:00
..
Enumerators
Add support for live price scaling (#6104)
2022-01-24 18:02:24 -03:00
Queues
Continuous futures (#6034)
2021-11-15 14:44:30 -03:00
Transport
Add StreamReader BaseData.Reader
2019-11-18 17:03:27 -03:00
WorkScheduling
Minor adjustments for WorkScheduler (#5533)
2021-05-07 19:28:14 -03:00
AggregationManager.cs
Add internal subscriptions always (#4690)
2020-09-03 18:15:21 -07:00
ApiDataProvider.cs
ApiDataProvider Support Future map & factor files (#6132)
2021-12-27 21:52:51 -03:00
BacktestingFutureChainProvider.cs
Refactor Api (#5251)
2021-06-07 11:37:44 -03:00
BacktestingOptionChainProvider.cs
Continuous futures (#6034)
2021-11-15 14:44:30 -03:00
BaseDataCollectionAggregatorReader.cs
Bug fix python history requests enumerable data (#6066)
2021-11-19 14:58:48 -03:00
BaseDataExchange.cs
Removing DF thread - LTDF bridge
2018-10-09 14:04:41 -03:00
BaseDownloaderDataProvider.cs
Add new DownloaderDataProvider (#5709)
2021-06-28 15:56:10 -03:00
BaseSubscriptionDataSourceReader.cs
Add aggregator reader (#5942)
2021-09-27 17:25:23 -03:00
CachingFutureChainProvider.cs
Changes FutureChainCacheEntry and OptionChainCacheEntry accessibility levels
2017-12-04 14:16:59 +00:00
CachingOptionChainProvider.cs
Changes FutureChainCacheEntry and OptionChainCacheEntry accessibility levels
2017-12-04 14:16:59 +00:00
CollectionSubscriptionDataSourceReader.cs
Add aggregator reader (#5942)
2021-09-27 17:25:23 -03:00
CompositeDataProvider.cs
Add composite DataProvider (#5714)
2021-06-29 12:40:31 -03:00
CreateStreamReaderErrorEventArgs.cs
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
CurrencySubscriptionDataConfigManager.cs
DataPermissionManager is used by history provider
2020-06-12 12:51:14 -03:00
DataChannelProvider.cs
Removes References To Built-in Custom Data Implementations (#5793)
2021-08-02 19:24:45 -03:00
DataFeedPacket.cs
Address reviews
2019-06-04 17:16:52 -03:00
DataManager.cs
Continuous futures (#6034)
2021-11-15 14:44:30 -03:00
DataPermissionManager.cs
Removes References To Built-in Custom Data Implementations (#5793)
2021-08-02 19:24:45 -03:00
DataQueueHandlerManager.cs
CompositeDataQueueHandler handles duplicate configs (#6101)
2021-12-09 14:53:04 -03:00
DefaultDataProvider.cs
Refactor Api (#5251)
2021-06-07 11:37:44 -03:00
DownloaderDataProvider.cs
Add tick type to data downloader get (price data) call in order for a… (#6057)
2021-11-22 12:00:16 -03:00
FileSystemDataFeed.cs
Option selection improvements (#6144)
2022-01-10 11:18:28 -03:00
IDataFeed.cs
Adding new DataPermissionManager
2020-06-12 12:34:10 -03:00
IDataFeedSubscriptionManager.cs
Reduce CPU usage in live synchronizer
2019-04-29 15:16:21 +02:00
IDataFeedTimeProvider.cs
Creating new Synchronizer - TimeSlice streamer
2018-10-19 15:36:08 -03:00
IDataManager.cs
Creating new Synchronizer - TimeSlice streamer
2018-10-19 15:36:08 -03:00
IndexSubscriptionDataSourceReader.cs
Add aggregator reader (#5942)
2021-09-27 17:25:23 -03:00
InternalSubscriptionManager.cs
Add internal subscriptions always (#4690)
2020-09-03 18:15:21 -07:00
InvalidSourceEventArgs.cs
…
ISubscriptionDataSourceReader.cs
…
ISubscriptionSynchronizer.cs
Adding new TimeSlice TimePulse
2019-08-07 14:45:39 -03:00
ISynchronizer.cs
Creating new Synchronizer - TimeSlice streamer
2018-10-19 15:36:08 -03:00
LiveFutureChainProvider.cs
Value types thread safety changes
2020-05-01 16:58:29 -03:00
LiveOptionChainProvider.cs
Fixes LiveOptionChainProvider.FindOptionContracts (#5434)
2021-03-29 13:39:41 -07:00
LiveSynchronizer.cs
Improve python exception parsing (#5831)
2021-08-06 20:11:54 -03:00
LiveTradingDataFeed.cs
Add support for live price scaling (#6104)
2022-01-24 18:02:24 -03:00
ManualTimeProvider.cs
Adding new ReferenceWrapper
2020-04-30 19:56:15 -03:00
NullDataFeed.cs
Continuous futures (#6034)
2021-11-15 14:44:30 -03:00
PendingRemovalsManager.cs
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
PrecalculatedSubscriptionData.cs
Bug 4031 Change data depending on configuration (#4650)
2020-09-09 18:40:19 -03:00
PredicateTimeProvider.cs
Refactor live data feed (#4636)
2020-08-18 20:21:10 -03:00
ReaderErrorEventArgs.cs
…
RealTimeScheduleEventService.cs
Refactor live data feed (#4636)
2020-08-18 20:21:10 -03:00
SingleEntryDataCacheProvider.cs
Option selection improvements (#6144)
2022-01-10 11:18:28 -03:00
Subscription.cs
Overall performance improvements v2
2019-06-05 17:06:59 -03:00
SubscriptionCollection.cs
Enable parallel unit testing
2020-04-27 17:45:53 -03:00
SubscriptionData.cs
Continuous futures (#6034)
2021-11-15 14:44:30 -03:00
SubscriptionDataReader.cs
Remove Quandl from LEAN (#6110)
2022-01-12 12:10:20 -03:00
SubscriptionDataSourceReader.cs
Option selection improvements (#6144)
2022-01-10 11:18:28 -03:00
SubscriptionFrontierTimeProvider.cs
Value types thread safety changes
2020-05-01 16:58:29 -03:00
SubscriptionSynchronizer.cs
Bug fix python history requests enumerable data (#6066)
2021-11-19 14:58:48 -03:00
SubscriptionUtils.cs
Continuous Futures Refactor. Live Mappings (#6076)
2021-11-30 21:38:50 -03:00
Synchronizer.cs
Improve python exception parsing (#5831)
2021-08-06 20:11:54 -03:00
TextSubscriptionDataSourceReader.cs
Minor improvements for data reading and caching (#6113)
2021-12-16 19:58:37 -03:00
TimeSlice.cs
Add internal subscription manager (#4678)
2020-09-01 21:22:22 -03:00
TimeSliceFactory.cs
Feature 2839 black scholes data generator (#6135)
2022-01-10 17:21:03 -03:00
UniverseSelection.cs
Do not send internal SecurityChanges to Algorithm (#6118)
2021-12-21 20:24:32 -03:00
UpdateData.cs
Performance improvements
2019-10-17 10:26:37 -03:00
ZipDataCacheProvider.cs
Option selection improvements (#6144)
2022-01-10 11:18:28 -03:00
ZipEntryNameSubscriptionDataSourceReader.cs
Option selection improvements (#6144)
2022-01-10 11:18:28 -03:00