Jhonathan Abreu 73684e8e70 Keep time of day on open interest consolidator (#8667) ...

* Avoid time round down for open interest hour and daily consolidation

* Consolidate OI data on date and hour change

* Cleanup

* Add more test cases

2025-03-31 17:57:12 -04:00

..

Auxiliary

Futures and Future Options file-based universes (#8480)

2025-03-25 16:22:38 -04:00

Consolidators

Keep time of day on open interest consolidator (#8667)

2025-03-31 17:57:12 -04:00

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

Futures and Future Options file-based universes (#8480)

2025-03-25 16:22:38 -04:00

Shortable

Fix CS1570 and CS1572 warnings (#8187)

2024-07-10 11:16:16 -03:00

UniverseSelection

Futures and Future Options file-based universes (#8480)

2025-03-25 16:22:38 -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