Jhonathan Abreu d416580456 Adjust lower-resolution fill-forwarded strict end-timed daily bars (#8412) ...

* Adjust lower-resolution fill-forwarded daily bars when strict end times is enabled

This allows to get fill-forwarded bars with unchanged time stamps

* Minor fixes

* Minor test data changes

* Fixes and comments

* Address peer review and add some fixes

* Minor fix and add regression algorithm

* Minor fix

2024-11-29 09:52:01 -04:00

..

Enumerators

Adjust lower-resolution fill-forwarded strict end-timed daily bars (#8412)

2024-11-29 09:52:01 -04:00

Queues

Fix warnings part 12 (#8182)

2024-07-09 11:08:42 -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

Rename AlgorithmSettings.DailyStrictEndTimeEnabled (#8098)

2024-06-24 14:10:11 -03:00

ApiDataProvider.cs

Refactor universe historical data source (#7837)

2024-03-12 13:41:49 -03:00

BacktestingChainProvider.cs

Fix 0DTE index options selection (#8418)

2024-11-20 09:18:11 -04:00

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

Fix CS1570 and CS1572 warnings (#8187)

2024-07-10 11:16:16 -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

File-based options universe (#8212)

2024-09-09 12:39:31 -03:00

DataPermissionManager.cs

Fix most of CA1725 warnings (#8154)

2024-07-05 16:19:56 -03:00

DataQueueHandlerManager.cs

Enable daily precise end time by default (#8254)

2024-08-14 12:49:56 -03:00

DateChangeTimeKeeper.cs

Universe data frames normalization (#8385)

2024-11-26 16:16:34 -04:00

DefaultDataProvider.cs

Improve data not found error messages. (#8295)

2024-09-20 16:56:58 -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

Minor fix for option contract universe (#8337)

2024-09-20 13:16:20 -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

Fix second half of the CA1051 warnings (#8140)

2024-07-05 13:54:03 -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

Fix minor warnings (#8190)

2024-07-10 14:17:27 -03:00

LiveSynchronizer.cs

Fix warnings part 12 (#8182)

2024-07-09 11:08:42 -03:00

LiveTimeProvider.cs

Warmup fixes (#6293)

2022-05-31 10:03:56 -03:00

LiveTradingDataFeed.cs

File-based options universe (#8212)

2024-09-09 12:39:31 -03:00

ManualTimeProvider.cs

Adding new ReferenceWrapper

2020-04-30 19:56:15 -03:00

NullDataFeed.cs

Fix most of CA1725 warnings (#8154)

2024-07-05 16:19:56 -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

ProcessedDataProvider.cs

File-based options universe (#8212)

2024-09-09 12:39:31 -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

Fix second half of the CA1051 warnings (#8140)

2024-07-05 13:54:03 -03:00

SubscriptionCollection.cs

Fix fill forward resolution adjustment on removal (#8049)

2024-05-24 10:15:26 -03:00

SubscriptionData.cs

Adjust lower-resolution fill-forwarded strict end-timed daily bars (#8412)

2024-11-29 09:52:01 -04:00

SubscriptionDataReader.cs

Index option chain backwards compatibility (#8395)

2024-11-15 17:30:44 -04:00

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

Fix second half of the CA1051 warnings (#8140)

2024-07-05 13:54:03 -03:00

TextSubscriptionDataSourceReader.cs

Feature: new sorting property in SubscriptionDataSource and SortEnumerator (#8352)

2024-10-07 18:16:33 -03:00

TimeSlice.cs

Add internal subscription manager (#4678)

2020-09-01 21:22:22 -03:00

TimeSliceFactory.cs

Let delistings through for internal subscriptions (#8398)

2024-11-25 11:41:02 -03:00

UniverseSelection.cs

Let delistings through for internal subscriptions (#8398)

2024-11-25 11:41:02 -03:00

UpdateData.cs

Fix second half of the CA1051 warnings (#8140)

2024-07-05 13:54:03 -03:00

ZipDataCacheProvider.cs

Get ZipDataCacheProvider timer from config (#7563)

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

ZipEntryNameSubscriptionDataSourceReader.cs

Fix warnings CA1574 (#8186)

2024-07-09 17:52:07 -03:00