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quantconnect--lean/Engine/DataFeeds
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Martin-Molinero 8c0b60cd2f
Build & Test Lean / build (push) Has been cancelled
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Refactor work queue scheduling (#6465) 
- Remove thread in charge of sorting and updating the queues weight.
  This will be handled by each worker thread instead. Avoid cases where
  the work count is so high that the sorting thread in master would not
  be able to update all the weights, causing data to be enqueued beyond
  the max prefetch limit. Adding benchmark algorithm reproducing issue
2022-07-06 12:13:32 -03:00
..
Enumerators
Live T-1 selection warmup (#6395)
2022-06-10 17:25:20 -03:00
Queues
Refactor chain providers (#6394)
2022-06-10 11:24:09 -03:00
Transport
Add StreamReader BaseData.Reader
2019-11-18 17:03:27 -03:00
WorkScheduling
Refactor work queue scheduling (#6465)
2022-07-06 12:13:32 -03:00
AggregationManager.cs
Add internal subscriptions always (#4690)
2020-09-03 18:15:21 -07:00
ApiDataProvider.cs
Minor tweak for ApiDataProvider to support India (#6169)
2022-01-24 21:27:22 -03:00
BacktestingChainProvider.cs
Refactor chain providers (#6394)
2022-06-10 11:24:09 -03:00
BacktestingFutureChainProvider.cs
Refactor chain providers (#6394)
2022-06-10 11:24:09 -03:00
BacktestingOptionChainProvider.cs
Refactor chain providers (#6394)
2022-06-10 11:24:09 -03:00
BaseDataCollectionAggregatorReader.cs
Bug fix python history requests enumerable data (#6066)
2021-11-19 14:58:48 -03:00
BaseDataExchange.cs
Warmup fixes (#6293)
2022-05-31 10:03:56 -03:00
BaseDownloaderDataProvider.cs
Fix for ApiDataProvider (#6461)
2022-07-05 18:43:58 -03:00
BaseSubscriptionDataSourceReader.cs
Add aggregator reader (#5942)
2021-09-27 17:25:23 -03:00
CachingFutureChainProvider.cs
Changes FutureChainCacheEntry and OptionChainCacheEntry accessibility levels
2017-12-04 14:16:59 +00:00
CachingOptionChainProvider.cs
Changes FutureChainCacheEntry and OptionChainCacheEntry accessibility levels
2017-12-04 14:16:59 +00:00
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
DataPermissionManager is used by history provider
2020-06-12 12:51:14 -03:00
DataChannelProvider.cs
Removes References To Built-in Custom Data Implementations (#5793)
2021-08-02 19:24:45 -03:00
DataFeedPacket.cs
Address reviews
2019-06-04 17:16:52 -03:00
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
Live T-1 selection warmup (#6395)
2022-06-10 17:25:20 -03:00
IDataFeed.cs
Adding new DataPermissionManager
2020-06-12 12:34:10 -03:00
IDataFeedSubscriptionManager.cs
Reduce CPU usage in live synchronizer
2019-04-29 15:16:21 +02:00
IDataFeedTimeProvider.cs
Creating new Synchronizer - TimeSlice streamer
2018-10-19 15:36:08 -03:00
IDataManager.cs
Creating new Synchronizer - TimeSlice streamer
2018-10-19 15:36:08 -03:00
IndexSubscriptionDataSourceReader.cs
Add aggregator reader (#5942)
2021-09-27 17:25:23 -03:00
InternalSubscriptionManager.cs
Live Internal Subscription Start Time (#6392)
2022-06-09 17:28:32 -03:00
InvalidSourceEventArgs.cs
Renames ISubscriptionFactory to ISubscriptionDataSourceReader
2016-06-04 18:15:59 -04:00
ISubscriptionDataSourceReader.cs
File renames
2016-06-04 18:17:32 -04:00
ISubscriptionSynchronizer.cs
Adding new TimeSlice TimePulse
2019-08-07 14:45:39 -03:00
ISynchronizer.cs
Creating new Synchronizer - TimeSlice streamer
2018-10-19 15:36:08 -03:00
LiveFutureChainProvider.cs
Refactor chain providers (#6394)
2022-06-10 11:24:09 -03:00
LiveOptionChainProvider.cs
Refactor chain providers (#6394)
2022-06-10 11:24:09 -03:00
LiveSynchronizer.cs
Warmup fixes (#6293)
2022-05-31 10:03:56 -03:00
LiveTimeProvider.cs
Warmup fixes (#6293)
2022-05-31 10:03:56 -03:00
LiveTradingDataFeed.cs
Smaller live warmup history requests (#6455)
2022-07-05 13:15:23 -03:00
ManualTimeProvider.cs
Adding new ReferenceWrapper
2020-04-30 19:56:15 -03:00
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
Bug 4031 Change data depending on configuration (#4650)
2020-09-09 18:40:19 -03:00
PredicateTimeProvider.cs
Warmup fixes (#6293)
2022-05-31 10:03:56 -03:00
ReaderErrorEventArgs.cs
Renames ISubscriptionFactory to ISubscriptionDataSourceReader
2016-06-04 18:15:59 -04:00
RealTimeScheduleEventService.cs
Performance improvements and fixes (#6330)
2022-05-13 15:04:09 -03:00
SingleEntryDataCacheProvider.cs
Option selection improvements (#6144)
2022-01-10 11:18:28 -03:00
Subscription.cs
Overall performance improvements v2
2019-06-05 17:06:59 -03:00
SubscriptionCollection.cs
Enable parallel unit testing
2020-04-27 17:45:53 -03:00
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
Value types thread safety changes
2020-05-01 16:58:29 -03:00
SubscriptionSynchronizer.cs
Live T-1 selection warmup (#6395)
2022-06-10 17:25:20 -03:00
SubscriptionUtils.cs
Refactor work queue scheduling (#6465)
2022-07-06 12:13:32 -03:00
Synchronizer.cs
Warmup fixes (#6293)
2022-05-31 10:03:56 -03:00
TextSubscriptionDataSourceReader.cs
Minor improvements for data reading and caching (#6113)
2021-12-16 19:58:37 -03:00
TimeSlice.cs
Add internal subscription manager (#4678)
2020-09-01 21:22:22 -03:00
TimeSliceFactory.cs
Live T-1 selection warmup (#6395)
2022-06-10 17:25:20 -03:00
UniverseSelection.cs
Fix bug with SetBenchmark() using custom data (#6304)
2022-04-27 13:58:10 -03:00
UpdateData.cs
Performance improvements
2019-10-17 10:26:37 -03:00
ZipDataCacheProvider.cs
Expand GetSecondUnevenWait usages (#6340)
2022-05-16 20:12:22 -03:00
ZipEntryNameSubscriptionDataSourceReader.cs
Option selection improvements (#6144)
2022-01-10 11:18:28 -03:00