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Martin-Molinero 3a99e0b47c
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Fix fill forward resolution adjustment on removal (#8049) 
* Fix fill forward resolution adjustment on removal

- Fix fill forward resolution adjustment on subscription removal. Adding
  regression algorithm reproducing issue

* Minor fix for undeterminism behavior on security removals and FF res change

* Further improvements and determinism

- Improve regression algorithm add, remove and readd future, asserting
  FF resolution changes
- Adjust universe selection to be deterministic and avoid unnecessary
  FF resolution changes
2024-05-24 10:15:26 -03:00
..
Enumerators
Fix fill forward resolution adjustment on removal (#8049)
2024-05-24 10:15:26 -03:00
Queues
Daily data time adjustment (#8001)
2024-05-20 17:28:03 -03:00
Transport
Sourcing remote zipped custom data (#7976)
2024-04-26 12:15:01 -04:00
WorkScheduling
Enable debugging worker threads (#6647)
2022-09-21 16:29:37 -03:00
AggregationManager.cs
Daily data time adjustment (#8001)
2024-05-20 17:28:03 -03:00
ApiDataProvider.cs
Refactor universe historical data source (#7837)
2024-03-12 13:41:49 -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
Refactor universe historical data source (#7837)
2024-03-12 13:41:49 -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
Changes FutureChainCacheEntry and OptionChainCacheEntry accessibility levels
2017-12-04 14:16:59 +00:00
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
Fix Lean Warnings V1 (#5408)
2021-03-22 11:08:48 -07:00
CurrencySubscriptionDataConfigManager.cs
Portfolio.UnsettledCashBook update when quote currency is not the account currency (#6871)
2023-02-09 12:53:52 -03:00
DataChannelProvider.cs
Add support for auxiliary data history request (#7906)
2024-04-10 12:59:32 -03:00
DataFeedPacket.cs
Memory Related Performance improvements (#6700)
2022-10-21 15:11:18 -03:00
DataManager.cs
Fix fill forward resolution adjustment on removal (#8049)
2024-05-24 10:15:26 -03:00
DataPermissionManager.cs
Removes References To Built-in Custom Data Implementations (#5793)
2021-08-02 19:24:45 -03:00
DataQueueHandlerManager.cs
Daily data time adjustment (#8001)
2024-05-20 17:28:03 -03:00
DefaultDataProvider.cs
Handle Windows reserved filenames (#7784)
2024-03-13 19:05:57 -03:00
DownloaderDataProvider.cs
Add Group Symbol and Total Time Execution Logging for Downloading Canonical Data (#7984)
2024-05-01 13:39:34 -03:00
FileSystemDataFeed.cs
Daily data time adjustment (#8001)
2024-05-20 17:28:03 -03:00
FillForwardResolutionChangedEvent.cs
Fill forward runtime adjustment (#7065)
2023-03-14 18:00:22 -03:00
IDataFeed.cs
Adding new DataPermissionManager
2020-06-12 12:34:10 -03:00
IDataFeedSubscriptionManager.cs
Reduce CPU usage in live synchronizer
2019-04-29 15:16:21 +02:00
IDataFeedTimeProvider.cs
Creating new Synchronizer - TimeSlice streamer
2018-10-19 15:36:08 -03:00
IDataManager.cs
Creating new Synchronizer - TimeSlice streamer
2018-10-19 15:36:08 -03:00
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
Renames ISubscriptionFactory to ISubscriptionDataSourceReader
2016-06-04 18:15:59 -04:00
ISubscriptionDataSourceReader.cs
File renames
2016-06-04 18:17:32 -04:00
ISubscriptionSynchronizer.cs
Adding new TimeSlice TimePulse
2019-08-07 14:45:39 -03:00
ISynchronizer.cs
Creating new Synchronizer - TimeSlice streamer
2018-10-19 15:36:08 -03:00
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
Minor tweak for Live Synchronizer (#7912)
2024-04-11 10:43:41 -03:00
LiveTimeProvider.cs
Warmup fixes (#6293)
2022-05-31 10:03:56 -03:00
LiveTradingDataFeed.cs
Daily data time adjustment (#8001)
2024-05-20 17:28:03 -03:00
ManualTimeProvider.cs
Adding new ReferenceWrapper
2020-04-30 19:56:15 -03:00
NullDataFeed.cs
Continuous futures (#6034)
2021-11-15 14:44:30 -03:00
PendingRemovalsManager.cs
Delayed Settlement Cash Not Freed for Removed Assets (#7727)
2024-02-05 15:12:51 -03:00
PrecalculatedSubscriptionData.cs
Bug 4031 Change data depending on configuration (#4650)
2020-09-09 18:40:19 -03:00
PredicateTimeProvider.cs
Warmup fixes (#6293)
2022-05-31 10:03:56 -03:00
ReaderErrorEventArgs.cs
Renames ISubscriptionFactory to ISubscriptionDataSourceReader
2016-06-04 18:15:59 -04:00
RealTimeScheduleEventService.cs
Performance improvements and fixes (#6330)
2022-05-13 15:04:09 -03:00
SingleEntryDataCacheProvider.cs
Option selection improvements (#6144)
2022-01-10 11:18:28 -03:00
Subscription.cs
Fill forward runtime adjustment (#7065)
2023-03-14 18:00:22 -03:00
SubscriptionCollection.cs
Fix fill forward resolution adjustment on removal (#8049)
2024-05-24 10:15:26 -03:00
SubscriptionData.cs
Daily data time adjustment (#8001)
2024-05-20 17:28:03 -03:00
SubscriptionDataReader.cs
Add support for auxiliary data history request (#7906)
2024-04-10 12:59:32 -03:00
SubscriptionDataSourceReader.cs
Custom data sourced from the object store (#7493)
2023-10-02 15:54:57 -03:00
SubscriptionFrontierTimeProvider.cs
Value types thread safety changes
2020-05-01 16:58:29 -03:00
SubscriptionSynchronizer.cs
Fix fill forward resolution adjustment on removal (#8049)
2024-05-24 10:15:26 -03:00
SubscriptionUtils.cs
Daily data time adjustment (#8001)
2024-05-20 17:28:03 -03:00
Synchronizer.cs
Warmup fixes (#6293)
2022-05-31 10:03:56 -03:00
TextSubscriptionDataSourceReader.cs
Minor fix for universe history (#7852)
2024-03-14 16:20:28 -03:00
TimeSlice.cs
Add internal subscription manager (#4678)
2020-09-01 21:22:22 -03:00
TimeSliceFactory.cs
Remove internal subscriptions from future chain (#7169)
2023-04-05 18:23:04 -03:00
UniverseSelection.cs
Fix fill forward resolution adjustment on removal (#8049)
2024-05-24 10:15:26 -03:00
UpdateData.cs
Performance improvements
2019-10-17 10:26:37 -03:00
ZipDataCacheProvider.cs
Get ZipDataCacheProvider timer from config (#7563)
2023-11-10 14:07:00 -03:00
ZipEntryNameSubscriptionDataSourceReader.cs
Sourcing remote zipped custom data (#7976)
2024-04-26 12:15:01 -04:00