Jhonathan Abreu 9755f8c916 Sourcing remote zipped custom data (#7976) ...

* Fix: source custom data from remote CSV zipped file

* Fix: Custom data sourcing zip entry names from remote locations

* Address peer review

* Add unit tests

* Minor fix

* Address peer review

* Minor fixes

* Return byte array in IApi.DownloadBytes

* Allow sourcing custom data from specific csv entry in a zipped remote file

* Minor change

2024-04-26 12:15:01 -04:00

..

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

Minor fundamental properties typos (#7971)

2024-04-23 11:48:20 -03:00

Market

PEP8 style algorithm API (#7909)

2024-04-12 17:29:15 -03:00

Shortable

PEP8 style algorithm API (#7909)

2024-04-12 17:29:15 -03:00

UniverseSelection

PEP8 style algorithm API (#7909)

2024-04-12 17:29:15 -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

pep8 conversion of python algorithms #3 (#7934)

2024-04-17 19:28:04 -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

Sourcing remote zipped custom data (#7976)

2024-04-26 12:15:01 -04:00

SubscriptionManager.cs

Improve consolidator scan (#7789)

2024-02-16 17:22:49 -03:00