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quantconnect--lean/Common/Data
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Jhonathan Abreu 145ead7cec Store traded securities' subscriptions in results (#7567) 
* Store traded securities subscription data configs to disk

* Delegate traded subscriptions storage to the data monitor

* Add unit tests

* Address peer review

* Minor changes
2023-11-13 20:39:57 -03:00
..
Auxiliary
Options algorithm performance enhancement (#7555)
2023-11-02 17:20:54 -04:00
Consolidators
Implement RangeConsolidator (#7385)
2023-07-27 10:02:02 -03:00
Custom
Remove Quandl from LEAN (#6110)
2022-01-12 12:10:20 -03:00
Fundamental
Fix deadlock on python new fundamentals (#7546)
2023-10-31 10:27:19 -03:00
Market
Candlestick charts (#7425)
2023-08-08 17:52:46 -03:00
Serialization
Store traded securities' subscriptions in results (#7567)
2023-11-13 20:39:57 -03:00
Shortable
Implement ShortableProviderPythonWrapper.cs (#7209)
2023-04-25 19:55:44 -03:00
UniverseSelection
Async universe selection (#7556)
2023-11-06 18:46:20 -03:00
BaseData.cs
Options algorithm performance enhancement (#7555)
2023-11-02 17:20:54 -04:00
BaseDataRequest.cs
Rename SubscriptionRequest.TradableDates to TradableDatesInDataTimeZone for clarity (#6892)
2023-02-08 20:28:37 -03:00
Channel.cs
Modernization of syntax used in argument check exceptions (#7380)
2023-07-17 14:53:17 -03:00
DataMonitor.cs
Store traded securities' subscriptions in results (#7567)
2023-11-13 20:39:57 -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
Custom data sourced from the object store (#7493)
2023-10-02 15:54:57 -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
Dynamically Adjust Risk Free Rate of Return (#7489)
2023-10-02 13:42:28 -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
Solve bug in Tick Consolidator for Quote and Trade Tick types (#7475)
2023-09-21 11:31:16 -03:00