Ricardo Andrés Marino Rojas 6d181cc452 Fix bug with SetBenchmark() using custom data (#6304) ...

* First commit

* Solve the easy case

* Solve bugs

* Solve bugs

* Requested changes

* Requested changes

2022-04-27 13:58:10 -03:00

..

Enumerators

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

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

Queues

Continuous futures (#6034)

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

Transport

…

WorkScheduling

Minor adjustments for WorkScheduler (#5533)

2021-05-07 19:28:14 -03:00

AggregationManager.cs

…

ApiDataProvider.cs

Minor tweak for ApiDataProvider to support India (#6169)

2022-01-24 21:27:22 -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

…

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

…

CachingOptionChainProvider.cs

…

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

…

DataChannelProvider.cs

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

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

DataFeedPacket.cs

…

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

…

IDataFeedSubscriptionManager.cs

…

IDataFeedTimeProvider.cs

…

IDataManager.cs

…

IndexSubscriptionDataSourceReader.cs

Add aggregator reader (#5942)

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

InternalSubscriptionManager.cs

…

InvalidSourceEventArgs.cs

…

ISubscriptionDataSourceReader.cs

…

ISubscriptionSynchronizer.cs

…

ISynchronizer.cs

…

LiveFutureChainProvider.cs

…

LiveOptionChainProvider.cs

Fix HttpClient request timeout (#6273)

2022-03-30 17:34:02 -03:00

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

…

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

…

PredicateTimeProvider.cs

…

ReaderErrorEventArgs.cs

…

RealTimeScheduleEventService.cs

…

SingleEntryDataCacheProvider.cs

Option selection improvements (#6144)

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

Subscription.cs

…

SubscriptionCollection.cs

…

SubscriptionData.cs

Continuous futures (#6034)

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

SubscriptionDataReader.cs

Fix daily auxiliary data points emission time (#6186)

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

SubscriptionDataSourceReader.cs

Option selection improvements (#6144)

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

SubscriptionFrontierTimeProvider.cs

…

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

…

TimeSliceFactory.cs

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

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

UniverseSelection.cs

Fix bug with SetBenchmark() using custom data (#6304)

2022-04-27 13:58:10 -03:00

UpdateData.cs

…

ZipDataCacheProvider.cs

Zip data cache provider improvements (#6296)

2022-04-22 13:52:30 -03:00

ZipEntryNameSubscriptionDataSourceReader.cs

Option selection improvements (#6144)

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