Jhonathan Abreu 2a54da9e2c Custom data type history API usage in Python (#6971) ...

* Custom data type history request in python

* Potential solutions

* Minor changes

* Use Slice.Get(Type) for getting python custom data history

* Minor changes

* Add unit tests

* Add unit tests

* Udpdate regression algorithms

* Peer review

* Peer review

* Add research regression tests

* Minor changes

* Minor changes

* Minor tweaks

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Co-authored-by: Martin-Molinero <martin@quantconnect.com>

2023-02-20 16:21:37 -03:00

..

Auxiliary

Fix default future chain universe selection (#6958)

2023-02-13 15:56:48 -03:00

Consolidators

Volume Renko Consolidator & Bar (#6888)

2023-02-09 10:46:02 -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

Volume Renko Consolidator & Bar (#6888)

2023-02-09 10:46:02 -03:00

Shortable

Continuous futures (#6034)

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

UniverseSelection

Rename SubscriptionRequest.TradableDates to TradableDatesInDataTimeZone for clarity (#6892)

2023-02-08 20:28:37 -03:00

BaseData.cs

Add Price in CoarseFundamental (#6464)

2022-07-06 13:28:57 -03:00

BaseDataRequest.cs

Rename SubscriptionRequest.TradableDates to TradableDatesInDataTimeZone for clarity (#6892)

2023-02-08 20:28:37 -03:00

Channel.cs

Bug 4600 brokerage unsubscribe symbol granular (#4640)

2020-09-14 20:11:44 -03:00

DataMonitor.cs

Data monitor (#6725)

2022-11-09 17:38:34 -03:00

DataQueueHandlerSubscriptionManager.cs

Websocket improvements (#6585)

2022-08-26 10:53:28 -03:00

DiskDataCacheProvider.cs

Option selection improvements (#6144)

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

DynamicData.cs

Fixes PythonData.EndTime (#6602)

2022-09-07 14:53:05 -03:00

EventBasedDataQueueHandlerSubscriptionManager.cs

Bug 4600 brokerage unsubscribe symbol granular (#4640)

2020-09-14 20:11:44 -03:00

FileFormat.cs

Update enum values in comments (#6460)

2022-07-05 10:29:28 -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

Rename SubscriptionRequest.TradableDates to TradableDatesInDataTimeZone for clarity (#6892)

2023-02-08 20:28:37 -03:00

HistoryRequestFactory.cs

Add contractDepthOffset parameter to QCAlgorithm.History() (#6438)

2022-06-27 10:04:33 -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

InterestRateProvider.cs

Calculate Option Greeks with Implied Volatility (#6720)

2022-11-17 13:35:42 -03:00

ISubscriptionEnumeratorFactory.cs

Renamed IDataFileProvider to IDataProvider using resharper

2017-02-15 12:16:50 -05:00

LeanDataWriter.cs

Feature Perpetual Crypto Futures (#6807)

2022-12-30 13:58:11 -03:00

Slice.cs

CryptoFutures adjustments (#6836)

2023-01-05 18:07:01 -03:00

SliceExtensions.cs

Custom data type history API usage in Python (#6971)

2023-02-20 16:21:37 -03:00

SubscriptionDataConfig.cs

Memory Related Performance improvements (#6700)

2022-10-21 15:11:18 -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

Memory Related Performance improvements (#6700)

2022-10-21 15:11:18 -03:00

SubscriptionManager.cs

Feature Perpetual Crypto Futures (#6807)

2022-12-30 13:58:11 -03:00