JosueNina
f7ce35ae82
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* Implement Session class * Use MarketHourAwareConsolidator inside Session * Delete SecurityCacheSessionConfig * Refactor session class * Solve review comments * Fix regression algorithms * Add null check to AvailableDataTypes * Update session class * Solve new review comments * Add new test for futures and update regression test to PEP8 * Add new regression algorithm for Session with futures * Resolve review comments * Add local time keeper to SecurityCache * Scan on consolidator updates and time updates * Add new regression algorithms and unit tests * Add unit tests and improve comments * Fix syntax test * Solve review comments * Add regression algorithms * Resolve review comments * Make SessionConsolidator implement IDataConsolidator * Add caching to avoid recreating SessionBar instances on every access * Solve review comments * Make SessionConsolidator inherit from MarketHourAwareConsolidator * Add unit test to verify Session preserves previous day values * Update regression algorithms * Solve review comments * Resolve review comments * Solve new review comments * Add unit test for Session class * Refactor SessionBar properties and Update method * Use WorkingDataInstance reference instead of _workingData.Clone() * Use a delegate to get the workingBar instance * Fix bug in MarketHourAwareConsolidator * Solve review comments * Handle OI values * Add regression algorithms for future contracts and options * Solve review comments * Refactor SessionConsolidator to inherit PeriodCountConsolidatorBase * Prevent overlapping higher resolution data * Update tests * Solve review comments * Minor tweaks