Martin-Molinero ee3cea805e FactorFiles bases live auxiliary events (#7293) ...

- Adjusting live stack to emit live auxiliary events based on factor files.
    Updating existing tests
  - Minor improvements for map & factor file provider daily refresh time.
    Adding unit tests

2023-06-08 13:27:55 -03:00

..

Auxiliary

Continuous futures (#6034)

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

Enumerators

Minor IndexOption underlying TZ fix (#7072)

2023-03-15 18:41:52 -03:00

Transport

Refactor Api (#5251)

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

AggregationManagerTests.cs

Refactor live data feed (#4636)

2020-08-18 20:21:10 -03:00

AlgorithmStub.cs

FreePortfolioValuePercentage Trailing Behavior (#7272)

2023-05-25 18:48:04 -03:00

BacktestingFutureChainProviderTests.cs

Chain Providers will filter expired (#7267)

2023-05-23 18:33:07 -03:00

BaseDataCollectionAggregatorReaderTests.cs

Add aggregator reader (#5942)

2021-09-27 17:25:23 -03:00

BaseDataExchangeTests.cs

Add missing CancellationTokenSource dispose (#6512)

2022-08-01 11:12:01 -03:00

CollectionSubscriptionDataSourceReaderTests.cs

Add TiingoNews.HistoricalCrawlOffset - Rename

2019-10-02 13:11:31 -03:00

CompositeTimeProviderTests.cs

Refactor multi IDQH frontier (#6709)

2022-10-25 11:59:21 -03:00

CustomLiveDataFeedTests.cs

Add missing CancellationTokenSource dispose (#6512)

2022-08-01 11:12:01 -03:00

CustomMockedFileBaseData.cs

…

DataManagerStub.cs

Add WarmUpResolution pass through (#6487)

2022-07-18 13:47:04 -03:00

DataManagerTests.cs

Handle price discontinuity on volatility models (#7058)

2023-03-13 13:11:30 -03:00

DataPermissionManagerTests.cs

Refactor alpha statistics phase I (#7055)

2023-03-10 13:12:23 -03:00

DataQueueHandlerManagerTests.cs

Expand Index option support (#6849)

2023-01-12 16:39:02 -03:00

DownloaderDataProviderTests.cs

Downloader Data Provider Improvements (#7159)

2023-03-31 18:29:55 -03:00

FakeDataQueueTests.cs

Minor fake data queue handler fixes (#7114)

2023-03-21 15:10:03 -03:00

FileSystemDataFeedTests.cs

Add fillForward parameter to History methods (#7180)

2023-04-17 16:42:13 -03:00

FuncDataQueueHandler.cs

Bug 4600 brokerage unsubscribe symbol granular (#4640)

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

FuncDataQueueHandlerUniverseProvider.cs

Fix IB future chain being started at reset hours (#5246)

2021-02-01 18:53:33 -03:00

IEXDataQueueHandlerTests.cs

Reduce Travis Log (#5039)

2020-12-17 12:59:13 -03:00

IndexSubscriptionDataSourceReaderTests.cs

Option selection improvements (#6144)

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

InternalSubscriptionManagerTests.cs

Live Internal Subscription Start Time (#6392)

2022-06-09 17:28:32 -03:00

IQFeedRealtimeDataFeedTests.cs

Adds Futures Options Asset Class w/ IB Support (#4928)

2020-12-02 21:49:59 -03:00

LiveCoarseUniverseTests.cs

Add missing CancellationTokenSource dispose (#6512)

2022-08-01 11:12:01 -03:00

LiveTradingDataFeedTests.cs

FactorFiles bases live auxiliary events (#7293)

2023-06-08 13:27:55 -03:00

MockDataFeed.cs

OptionChain and OptionContract improvements (#4804)

2020-10-09 10:52:50 -03:00

PendingRemovalsManagerTests.cs

Do not send internal SecurityChanges to Algorithm (#6118)

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

PrecalculatedSubscriptionDataTests.cs

Continuous futures (#6034)

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

PredicateTimeProviderTests.cs

…

RealTimeScheduleEventServiceTests.cs

Performance improvements and fixes (#6330)

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

RestApiBaseData.cs

…

SubscriptionCollectionTests.cs

Add missing CancellationTokenSource dispose (#6512)

2022-08-01 11:12:01 -03:00

SubscriptionDataReaderTests.cs

Fix daily auxiliary data points emission time (#6186)

2022-02-04 21:06:45 -03:00

SubscriptionDataTests.cs

Do not update price scale for fillforward data & IsFillForward flag fix (#4836)

2020-10-09 18:09:30 -03:00

SubscriptionSynchronizerTests.cs

Reduce Travis Log (#5039)

2020-12-17 12:59:13 -03:00

SubscriptionTests.cs

…

SubscriptionUtilsTests.cs

Continuous futures (#6034)

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

TextSubscriptionDataSourceReaderTests.cs

Option selection improvements (#6144)

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

TimeSliceTests.cs

Remove Quandl from LEAN (#6110)

2022-01-12 12:10:20 -03:00

UniverseSelectionTests.cs

Adding new DataPermissionManager

2020-06-12 12:34:10 -03:00

ZipEntryNameSubscriptionFactoryTests.cs

Option selection improvements (#6144)

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