github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
Files
16339
quantconnect--lean/Common/Data
T
History
Martin-Molinero 7f7011edc0
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
Minor TZ fix for Scheduled Universe (#7903) 
- By default Time rules yield times in UTC TZ, already correctly handled
  by 'ScheduledUniverseSelectionModel' but this wasn't fixed in ScheduledUniverse
2024-04-08 19:03:55 -03:00
..
Auxiliary
Feature: find different Ticker data download parameters (#7845)
2024-03-18 14:43:11 -03:00
Consolidators
Implement RangeConsolidator (#7385)
2023-07-27 10:02:02 -03:00
Custom
Portfolio margin chart (#7719)
2024-02-01 12:43:08 -03:00
Fundamental
Add Scheduled Universe Selection (#7895)
2024-04-04 12:21:51 -03:00
Market
Fix bug for NQX index options (#7824)
2024-03-13 11:42:55 -03:00
Shortable
Adds Rebate and Fee Rates to Shortable Provider (#7840)
2024-03-13 16:04:33 -03:00
UniverseSelection
Minor TZ fix for Scheduled Universe (#7903)
2024-04-08 19:03:55 -03:00
BaseData.cs
Portfolio margin chart (#7719)
2024-02-01 12:43:08 -03:00
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
ConsolidatorWrapper.cs
Improve consolidator scan (#7789)
2024-02-16 17:22:49 -03:00
ConstantDividendYieldModel.cs
Implement dividend yield model (#7758)
2024-02-27 12:39:46 -03:00
ConstantRiskFreeRateInterestRateModel.cs
Risk-Free Interest Rate Model (#7594)
2023-11-22 16:17:34 -04:00
DataMonitor.cs
Consolidate Configuration.Get usages (#7796)
2024-02-20 13:37:22 -03:00
DataQueueHandlerSubscriptionManager.cs
Websocket improvements (#6585)
2022-08-26 10:53:28 -03:00
DiskDataCacheProvider.cs
Handle Windows reserved filenames (#7784)
2024-03-13 19:05:57 -03:00
DividendYieldProvider.cs
Implement dividend yield model (#7758)
2024-02-27 12:39:46 -03:00
DownloaderExtensions.cs
Options/Index Options hour/daily resolution required data only download (#7898)
2024-04-04 18:18:33 -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
FuncRiskFreeRateInterestRateModel.cs
Add PyObject Constructor Overload for FuncRiskFreeRateInterestRateModel (#7625)
2023-12-14 11:04:42 -03:00
GetSetPropertyDynamicMetaObject.cs
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
HistoryExtensions.cs
Helper: Method for Retrieving Historical Ticker Symbols (#7826)
2024-03-11 11:53:40 -03:00
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
Helper: Method for Retrieving Historical Ticker Symbols (#7826)
2024-03-11 11:53:40 -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
IDividendYieldModel.cs
Implement dividend yield model (#7758)
2024-02-27 12:39:46 -03:00
IndexedBasedData.cs
Add Tiingo news data
2019-10-01 00:26:36 -03:00
InterestRateProvider.cs
Consolidate Configuration.Get usages (#7796)
2024-02-20 13:37:22 -03:00
IRiskFreeInterestRateModel.cs
Risk-Free Interest Rate Model (#7594)
2023-11-22 16:17:34 -04:00
ISubscriptionEnumeratorFactory.cs
Renamed IDataFileProvider to IDataProvider using resharper
2017-02-15 12:16:50 -05:00
LeanDataWriter.cs
Handle Windows reserved filenames (#7784)
2024-03-13 19:05:57 -03:00
Slice.cs
Normalize ETF constituents universe (#7858)
2024-03-19 11:28:17 -03:00
SliceExtensions.cs
Refactor universe historical data source (#7837)
2024-03-12 13:41:49 -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
Refactor universe historical data source (#7837)
2024-03-12 13:41:49 -03:00
SubscriptionManager.cs
Improve consolidator scan (#7789)
2024-02-16 17:22:49 -03:00