Jhonathan Abreu fe46e5ec3b Fill-forward previous universe files for manual chains fetching when current missing (#8691) ...

* Fill forward prev date universe file in manual chains fetch

If there is no universe file available for the current date, use the previous one and fill forward to avoid having empty chains on a day when we haven't generated the universe files

* Try a maximum of 3 days behind for manual chains fetching

* Minor change

* Minor fix

* Add comments

* Minor fix

* Minor fix for expired contracts

2025-04-11 13:57:29 -03:00

..

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

Fill-forward previous universe files for manual chains fetching when current missing (#8691)

2025-04-11 13:57:29 -03:00

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

Minor tweaks for testing (#8679)

2025-04-07 18:41:44 -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

Disable extended market hours for universe history requests (#8670)

2025-04-02 14:11:38 -03:00

HistoryRequestFactory.cs

Disable extended market hours for universe history requests (#8670)

2025-04-02 14:11:38 -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

Disable extended market hours for universe history requests (#8670)

2025-04-02 14:11:38 -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

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