Martin-Molinero 15e399c96b Live T-1 selection warmup (#6395) ...

* Live T-1 selection warmup

- Only use BaseDataCollection class
- Reuse collection enumerator
- Remove FuturesChainUniverseSubscriptionEnumeratorFactory
- Universe selection will use Cache providers
- Add null reference check
- Add more tests
- Fixes for warmup fill forwarding. Add more tests

* Address reviews. Add missing comments

2022-06-10 17:25:20 -03:00

..

Alphas

Address reviews. Update unit tests

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

BrokerageTransactionHandlerTests

Warmup fixes (#6293)

2022-05-31 10:03:56 -03:00

DataCacheProviders

Zip data cache provider improvements (#6296)

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

DataFeeds

Live T-1 selection warmup (#6395)

2022-06-10 17:25:20 -03:00

DataProviders

ApiDataProvider Support Future map & factor files (#6132)

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

HistoricalData

Warmup fixes (#6293)

2022-05-31 10:03:56 -03:00

RealTime

Warmup fixes (#6293)

2022-05-31 10:03:56 -03:00

Results

Do not send internal SecurityChanges to Algorithm (#6118)

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

Setup

Refactor chain providers (#6394)

2022-06-10 11:24:09 -03:00

AlgorithmLogTests.cs

Fix Engine not running algorithm when calling Error() from Initialize() (#6379)

2022-06-06 19:33:27 -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