Martin-Molinero a8e104f696 Allow LeanDataWriter to merge existing ticks if desired (#6284) ...

* Allow DataWriter to merge existing ticks if desired

- Optionally allow lean data writer to merge new ticks with existing
- Adjust ZipStreamWriter
- Fix bug in compression lib that was leaving files open. Reproduced by
  added tests.

* Address reviews

- Define new WritePolicy to configure the behavior of the LeanDataWriter
  regarding how it should handle writing to a file: merge, overwrite,
  append

2022-04-08 18:20:23 -03:00

..

Auxiliary

Fixes for continuous futures history requests (#6067)

2021-11-19 20:52:15 -03:00

Consolidators

Move WickedRenkoConsolidator to RenkoConsolidator as Default (#5931)

2021-09-17 16:32:01 -03:00

Custom

Remove Quandl from LEAN (#6110)

2022-01-12 12:10:20 -03:00

Fundamental

Fix Lean Warnings V1 (#5408)

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

Market

Update Tick.cs Time parsing (#6280)

2022-04-04 17:36:57 -03:00

Shortable

Continuous futures (#6034)

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

UniverseSelection

Fix daily auxiliary data points emission time (#6186)

2022-02-04 21:06:45 -03:00

BaseData.cs

Feature Index Option Low Resolution Support (#6075)

2021-11-26 13:11:35 -03:00

BaseDataRequest.cs

Fix daily auxiliary data points emission time (#6186)

2022-02-04 21:06:45 -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

DiskDataCacheProvider.cs

Option selection improvements (#6144)

2022-01-10 11:18:28 -03:00

DynamicData.cs

Extract GetSetPropertyDynamicMetaObject from DynamicData

2019-09-30 13:31:55 -04:00

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

Fix daily auxiliary data points emission time (#6186)

2022-02-04 21:06:45 -03:00

HistoryRequestFactory.cs

Fix for Tick subscription history requests (#6156)

2022-01-18 17:36:27 -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

Add Tiingo news data

2019-10-01 00:26:36 -03:00

ISubscriptionEnumeratorFactory.cs

Renamed IDataFileProvider to IDataProvider using resharper

2017-02-15 12:16:50 -05:00

LeanDataWriter.cs

Allow LeanDataWriter to merge existing ticks if desired (#6284)

2022-04-08 18:20:23 -03:00

Slice.cs

Fixes HistoryProviderManager slice merging by using algortime for all slices (#6226)

2022-02-18 20:43:33 -03:00

SliceExtensions.cs

Alpha Streams improvements (#5876)

2021-08-27 13:50:45 -03:00

SubscriptionDataConfig.cs

CompositeDataQueueHandler handles duplicate configs (#6101)

2021-12-09 14:53:04 -03:00

SubscriptionDataConfigExtensions.cs

Add support for live price scaling (#6104)

2022-01-24 18:02:24 -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

Update Common to respect CA1304 and CA1305

2019-09-12 14:13:24 -04:00

SubscriptionManager.cs

Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)

2021-03-12 20:46:23 -03:00