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

FactorFiles bases live auxiliary events (#7293)

2023-06-08 13:27:55 -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

Cache folder usage improvements (#7200)

2023-04-20 11:24:19 -03:00

Market

Newtonsoft & Protobuf & RecyclableMemoryStream Updates (#7002)

2023-02-23 12:11:01 -03:00

Shortable

Implement ShortableProviderPythonWrapper.cs (#7209)

2023-04-25 19:55:44 -03:00

UniverseSelection

Fix UniverseDefinitions.ETF|Index overloads (#7006)

2023-02-24 16:35:35 -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

Downloader Data Provider Improvements (#7159)

2023-03-31 18:29:55 -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

Add contractDepthOffset parameter to History methods (#7213)

2023-04-27 14:31:42 -03:00

HistoryRequestFactory.cs

Add contractDepthOffset parameter to History methods (#7213)

2023-04-27 14:31:42 -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

Downloader Data Provider Improvements (#7159)

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

Slice.cs

Python history improvements (#7283)

2023-05-31 10:22:21 -03:00

SliceExtensions.cs

Handle price discontinuity on volatility models (#7058)

2023-03-13 13:11:30 -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

Implement UnregisterIndicator helper method (#7271)

2023-05-24 17:35:02 -03:00