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Martin-Molinero 4c3afa6ff1
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Add OpenInterestAnnual (#6436) 
- Adding OpenInterestAnnual where the contract maps when any of the back month
  contracts of the next year have a higher volume that the current front month.
- Add support for backwards compatible data mapping mode additions
- Updating ES map and factor files. Adding a little daily data too
2022-06-23 19:22:24 -03:00
..
Auxiliary
Add OpenInterestAnnual (#6436)
2022-06-23 19:22:24 -03:00
Consolidators
Period timespan consolidation improvements (#6408)
2022-06-20 15:14:44 -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
Live T-1 selection warmup (#6395)
2022-06-10 17:25:20 -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
Add data normalization mode parameter to QCAlgorithm.History() (#6435)
2022-06-23 17:02:50 -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