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quantconnect--lean/Engine/DataFeeds
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Roman Yavnikov e96c08e208
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feat: downloader data provider returning null (#7812)
2024-02-23 15:45:47 -03:00
..
Enumerators
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
Queues
Consolidate Configuration.Get usages (#7796)
2024-02-20 13:37:22 -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
Consolidate Configuration.Get usages (#7796)
2024-02-20 13:37:22 -03:00
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
Warmup fixes (#6293)
2022-05-31 10:03:56 -03:00
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
…
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
…
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
Universes immediate selection (#7785)
2024-02-21 08:59:58 -04:00
DataPermissionManager.cs
…
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
feat: downloader data provider returning null (#7812)
2024-02-23 15:45:47 -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
…
IDataFeedSubscriptionManager.cs
…
IDataFeedTimeProvider.cs
…
IDataManager.cs
…
IndexSubscriptionDataSourceReader.cs
Custom data sourced from the object store (#7493)
2023-10-02 15:54:57 -03:00
InternalSubscriptionManager.cs
Live Internal Subscription Start Time (#6392)
2022-06-09 17:28:32 -03:00
InvalidSourceEventArgs.cs
…
ISubscriptionDataSourceReader.cs
…
ISubscriptionSynchronizer.cs
…
ISynchronizer.cs
…
LiveFutureChainProvider.cs
Refactor chain providers (#6394)
2022-06-10 11:24:09 -03:00
LiveOptionChainProvider.cs
Add headers to http client (#7735)
2024-01-30 13:31:08 -03:00
LiveSynchronizer.cs
Warmup fixes (#6293)
2022-05-31 10:03:56 -03:00
LiveTimeProvider.cs
Warmup fixes (#6293)
2022-05-31 10:03:56 -03:00
LiveTradingDataFeed.cs
Live delisting handled (#7774)
2024-02-16 16:56:42 -03:00
ManualTimeProvider.cs
…
NullDataFeed.cs
…
PendingRemovalsManager.cs
Delayed Settlement Cash Not Freed for Removed Assets (#7727)
2024-02-05 15:12:51 -03:00
PrecalculatedSubscriptionData.cs
…
PredicateTimeProvider.cs
Warmup fixes (#6293)
2022-05-31 10:03:56 -03:00
ReaderErrorEventArgs.cs
…
RealTimeScheduleEventService.cs
…
SingleEntryDataCacheProvider.cs
…
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
…
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
Warmup fixes (#6293)
2022-05-31 10:03:56 -03:00
TextSubscriptionDataSourceReader.cs
QuantBook Universe Selection (#7587)
2023-11-21 17:05:02 -03:00
TimeSlice.cs
…
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
…
ZipDataCacheProvider.cs
Get ZipDataCacheProvider timer from config (#7563)
2023-11-10 14:07:00 -03:00
ZipEntryNameSubscriptionDataSourceReader.cs
…