Martin-Molinero 284b26a9bd Performance improvements and fixes (#6330) ...

* Reuse GUID

* Reduce Lean task usage

* Reduce CPU usage

* Address reviews

2022-05-13 15:04:09 -03:00

..

Alphas

Address reviews. Update unit tests

2020-04-28 16:29:17 -03:00

BrokerageTransactionHandlerTests

Extract IB brokerage files and dependencies (#6283)

2022-04-07 14:48:10 -03:00

DataCacheProviders

Zip data cache provider improvements (#6296)

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

DataFeeds

Performance improvements and fixes (#6330)

2022-05-13 15:04:09 -03:00

DataProviders

ApiDataProvider Support Future map & factor files (#6132)

2021-12-27 21:52:51 -03:00

HistoricalData

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

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

RealTime

Do not send internal SecurityChanges to Algorithm (#6118)

2021-12-21 20:24:32 -03:00

Results

Do not send internal SecurityChanges to Algorithm (#6118)

2021-12-21 20:24:32 -03:00

Setup

Refactor changes required for brokerages extraction (#6279)

2022-04-04 17:01:36 -03:00

AlgorithmManagerTests.cs

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

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

AlgorithmTimeLimitManagerTests.cs

Fix thread race conditions reading and writing

2020-05-01 11:47:19 -03:00

BasicOptionAssignmentSimulationTests.cs

Enable parallel unit testing

2020-04-27 17:45:53 -03:00

DefaultBrokerageMessageHandler.cs

Refactor Api (#5251)

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

PartialFillModel.cs

Modify partially filled (#5500)

2021-04-27 20:36:32 -03:00

PerformanceBenchmarkAlgorithms.cs

Move DataManager in front of DataFeed

2018-10-29 16:13:27 -03:00

TestResultHandler.cs

Add IResultHandler.BrokerageMessage (#5681)

2021-06-21 12:23:46 -03:00