Martin-Molinero 7498d2e6e2 QuantBook Universe Selection (#7587) ...

* QuantBook Universe Selection

- QuantBook universe selection helper method. Adding new unit tests.
- Universe selection data sets improvements

* QuantBook API renames

2023-11-21 17:05:02 -03:00

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Enumerators

Cleanup

2023-11-06 18:57:05 -03:00

Queues

Minor fake data queue handler fixes (#7114)

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

Transport

Custom data sourced from the object store (#7493)

2023-10-02 15:54:57 -03:00

WorkScheduling

Enable debugging worker threads (#6647)

2022-09-21 16:29:37 -03:00

AggregationManager.cs

Modify AggregationManager implementation to improve reutilization (#7514)

2023-10-12 11:44:49 -03:00

ApiDataProvider.cs

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BacktestingChainProvider.cs

Chain Providers will filter expired (#7267)

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

BacktestingFutureChainProvider.cs

Refactor chain providers (#6394)

2022-06-10 11:24:09 -03:00

BacktestingOptionChainProvider.cs

Expand Index option support (#6849)

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

BaseDataCollectionAggregatorReader.cs

QuantBook Universe Selection (#7587)

2023-11-21 17:05:02 -03:00

BaseDataExchange.cs

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BaseDownloaderDataProvider.cs

Downloader Data Provider Improvements (#7159)

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

BaseSubscriptionDataSourceReader.cs

Custom data sourced from the object store (#7493)

2023-10-02 15:54:57 -03:00

CachingFutureChainProvider.cs

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CachingOptionChainProvider.cs

Expand Index option support (#6849)

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

CollectionSubscriptionDataSourceReader.cs

Custom data sourced from the object store (#7493)

2023-10-02 15:54:57 -03:00

CompositeDataProvider.cs

Data monitor (#6725)

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

CompositeTimeProvider.cs

Refactor multi IDQH frontier (#6709)

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

CreateStreamReaderErrorEventArgs.cs

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CurrencySubscriptionDataConfigManager.cs

Portfolio.UnsettledCashBook update when quote currency is not the account currency (#6871)

2023-02-09 12:53:52 -03:00

DataChannelProvider.cs

New Fundamental Data (#7490)

2023-10-25 15:47:42 -03:00

DataFeedPacket.cs

Memory Related Performance improvements (#6700)

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

DataManager.cs

Deprecates IAlgorithmSettings.DataSubscriptionLimit (#7457)

2023-09-08 19:41:52 -03:00

DataPermissionManager.cs

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DataQueueHandlerManager.cs

Fix unsupported configuration warnings filter (#7386)

2023-07-19 12:10:10 -03:00

DefaultDataProvider.cs

Data monitor (#6725)

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

DownloaderDataProvider.cs

New Fundamental Data (#7490)

2023-10-25 15:47:42 -03:00

FileSystemDataFeed.cs

New Fundamental Data (#7490)

2023-10-25 15:47:42 -03:00

FillForwardResolutionChangedEvent.cs

Fill forward runtime adjustment (#7065)

2023-03-14 18:00:22 -03:00

IDataFeed.cs

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IDataFeedSubscriptionManager.cs

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IDataFeedTimeProvider.cs

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IDataManager.cs

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IndexSubscriptionDataSourceReader.cs

Custom data sourced from the object store (#7493)

2023-10-02 15:54:57 -03:00

InternalSubscriptionManager.cs

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InvalidSourceEventArgs.cs

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ISubscriptionDataSourceReader.cs

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ISubscriptionSynchronizer.cs

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ISynchronizer.cs

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LiveFutureChainProvider.cs

Refactor chain providers (#6394)

2022-06-10 11:24:09 -03:00

LiveOptionChainProvider.cs

Live Option Chain Source Fix (#7369)

2023-07-11 20:43:11 -03:00

LiveSynchronizer.cs

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LiveTimeProvider.cs

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LiveTradingDataFeed.cs

New Fundamental Data (#7490)

2023-10-25 15:47:42 -03:00

ManualTimeProvider.cs

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NullDataFeed.cs

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PendingRemovalsManager.cs

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PrecalculatedSubscriptionData.cs

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PredicateTimeProvider.cs

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ReaderErrorEventArgs.cs

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RealTimeScheduleEventService.cs

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SingleEntryDataCacheProvider.cs

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Subscription.cs

Fill forward runtime adjustment (#7065)

2023-03-14 18:00:22 -03:00

SubscriptionCollection.cs

Fill forward runtime adjustment (#7065)

2023-03-14 18:00:22 -03:00

SubscriptionData.cs

Warmup resolution respected (#6467)

2022-07-15 13:05:06 -03:00

SubscriptionDataReader.cs

Custom data sourced from the object store (#7493)

2023-10-02 15:54:57 -03:00

SubscriptionDataSourceReader.cs

Custom data sourced from the object store (#7493)

2023-10-02 15:54:57 -03:00

SubscriptionFrontierTimeProvider.cs

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SubscriptionSynchronizer.cs

Remove securities from algorithm collection (#7573)

2023-11-15 17:09:43 -03:00

SubscriptionUtils.cs

Fill forward runtime adjustment (#7065)

2023-03-14 18:00:22 -03:00

Synchronizer.cs

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TextSubscriptionDataSourceReader.cs

QuantBook Universe Selection (#7587)

2023-11-21 17:05:02 -03:00

TimeSlice.cs

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TimeSliceFactory.cs

Remove internal subscriptions from future chain (#7169)

2023-04-05 18:23:04 -03:00

UniverseSelection.cs

Remove securities from algorithm collection (#7573)

2023-11-15 17:09:43 -03:00

UpdateData.cs

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ZipDataCacheProvider.cs

Get ZipDataCacheProvider timer from config (#7563)

2023-11-10 14:07:00 -03:00

ZipEntryNameSubscriptionDataSourceReader.cs

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