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quantconnect--lean/Common/Data
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Jhonathan Abreu 143d8db049 Update FOPs universe file header 
Removed greeks and IV columns.
Updated FOPs universe files: removed outdated columns.
2025-02-03 10:21:27 -04:00
..
Auxiliary
Remove ZipEntryName other classes and unused code
2025-02-03 10:21:24 -04:00
Consolidators
Update IdentityDataConsolidator to track last processed time (#8510)
2025-01-09 09:52:52 -03:00
Custom
Fix minor warnings (#8190)
2024-07-10 14:17:27 -03:00
Fundamental
Universe data frames normalization (#8385)
2024-11-26 16:16:34 -04:00
Market
Fix: use universe data for market data in FuturesContract
2025-02-03 10:21:25 -04:00
Shortable
Fix CS1570 and CS1572 warnings (#8187)
2024-07-10 11:16:16 -03:00
UniverseSelection
Update FOPs universe file header
2025-02-03 10:21:27 -04:00
BaseData.cs
Remove index resolution limitations (#8519)
2025-01-10 14:59:19 -03:00
BaseDataRequest.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
Channel.cs
Modernization of syntax used in argument check exceptions (#7380)
2023-07-17 14:53:17 -03:00
ConsolidatorWrapper.cs
Improve performance of ConsolidatorScanPriority comparison (#8452)
2024-12-11 19:59:33 -03:00
ConstantDividendYieldModel.cs
Dividend yield calculation fix (#8264)
2024-08-19 09:30:05 -04:00
ConstantRiskFreeRateInterestRateModel.cs
Risk-Free Interest Rate Model (#7594)
2023-11-22 16:17:34 -04:00
DataAggregatorInitializeParameters.cs
Daily data time adjustment (#8001)
2024-05-20 17:28:03 -03:00
DataHistory.cs
Fix warnings part 12 (#8182)
2024-07-09 11:08:42 -03:00
DataMonitor.cs
Improve data not found error messages. (#8295)
2024-09-20 16:56:58 -03:00
DataQueueHandlerSubscriptionManager.cs
Feature: new Tick constructor for TickType.OpenInterest (#8323)
2024-09-17 12:52:24 -03:00
DiskDataCacheProvider.cs
Handle Windows reserved filenames (#7784)
2024-03-13 19:05:57 -03:00
DividendYieldProvider.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -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
Add indicator helper methods for base Algorithm (#8076)
2024-07-01 13:27:47 -03:00
EventBasedDataQueueHandlerSubscriptionManager.cs
Fix half of the CA1051 warnings (#8137)
2024-07-03 15:43:17 -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
Fix warnings part 12 (#8182)
2024-07-09 11:08:42 -03:00
HistoryProviderBase.cs
Fix data emitted before first date
2019-10-25 14:09:02 -03:00
HistoryProviderInitializeParameters.cs
Daily data time adjustment (#8001)
2024-05-20 17:28:03 -03:00
HistoryRequest.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
HistoryRequestFactory.cs
Enable daily precise end time by default (#8254)
2024-08-14 12:49:56 -03:00
IBaseData.cs
QCAlgorithm's OptionChain() api refactor (#8334)
2024-10-04 12:26:15 -04:00
IDataAggregator.cs
Daily data time adjustment (#8001)
2024-05-20 17:28:03 -03:00
IDividendYieldModel.cs
Dividend yield calculation fix (#8264)
2024-08-19 09:30:05 -04:00
IndexedBasedData.cs
Add Tiingo news data
2019-10-01 00:26:36 -03:00
IndicatorHistory.cs
Add indicator helper methods for base Algorithm (#8076)
2024-07-01 13:27:47 -03:00
InterestRateProvider.cs
Minor thread safety interest rate provider fix (#8119)
2024-07-02 13:19:04 -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
ISymbolProvider.cs
QCAlgorithm's OptionChain() api refactor (#8334)
2024-10-04 12:26:15 -04:00
LeanDataWriter.cs
Add Group Symbol and Total Time Execution Logging for Downloading Canonical Data (#7984)
2024-05-01 13:39:34 -03:00
Slice.cs
File-based options universe (#8212)
2024-09-09 12:39:31 -03:00
SliceExtensions.cs
Add more options to Field class (#8228)
2024-08-07 19:08:34 -03:00
SubscriptionDataConfig.cs
Reduce unrequired live logs for derivatives chains (#8458)
2024-12-12 15:49:38 -04:00
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
Feature: new sorting property in SubscriptionDataSource and SortEnumerator (#8352)
2024-10-07 18:16:33 -03:00
SubscriptionManager.cs
Improve performance of ConsolidatorScanPriority comparison (#8452)
2024-12-11 19:59:33 -03:00