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quantconnect--lean/Engine/DataFeeds
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Jhonathan Abreu 4602a9d222 Fill-forward last warmup data point to normal data feed (#8831) 
* Fill-forward last warmup data point to normal data feed

* Minor clean up

* Minor changes and unit tests

* Address peer review

* Minor changes

* Improve unit tests
2025-06-17 12:07:58 -04:00
..
Enumerators
Fill-forward last warmup data point to normal data feed (#8831)
2025-06-17 12:07:58 -04:00
Queues
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
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
Fix for multiple market closes in date (#8509)
2025-01-09 12:56:37 -03:00
ApiDataProvider.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
BacktestingChainProvider.cs
Fill-forward previous universe files for manual chains fetching when current missing (#8691)
2025-04-11 13:57:29 -03:00
BacktestingFutureChainProvider.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
BacktestingOptionChainProvider.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
BaseDataCollectionAggregatorReader.cs
Universe data frames improvements (#8433)
2024-12-03 16:19:17 -04:00
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
ChainProviderInitializeParameters.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
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
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
DataPermissionManager.cs
Avoid empty public constructor from being removed (#8837)
2025-06-17 13:04:30 -03:00
DataQueueHandlerManager.cs
Dotnet 9 (#8459)
2024-12-19 14:01:26 -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
Feature: Universe Data Downloader (#8612)
2025-03-12 19:38:18 -03:00
FileSystemDataFeed.cs
Fill-forward last warmup data point to normal data feed (#8831)
2025-06-17 12:07:58 -04:00
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
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
LiveOptionChainProvider.cs
Futures and Future Options file-based universes (#8480)
2025-03-25 16:22:38 -04:00
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
Fill-forward last warmup data point to normal data feed (#8831)
2025-06-17 12:07:58 -04:00
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
Fix delisting time handling in SubscriptionDataReader (#8470)
2025-01-13 10:22:14 -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
Add open interest data to future chains contracts (#8805)
2025-06-06 10:35:45 -03:00
UniverseSelection.cs
Security initialization on re-addition (#8681)
2025-04-09 16:26:05 -04:00
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