JosueNina 9b89c166ff Market-hours aware intraday consolidation (#9516) ...

* Add market-hours aware intraday consolidation to MarketHourAwareConsolidator

* Minor fix

* Address review comments

* Assert consolidated bar size in regression algorithms

* Move MarketHourAwareConsolidator to Data.Consolidators namespace

* Remove accidentally committed log file

* Keep MarketHourAwareConsolidator in Data.Common namespace

2026-06-11 10:02:26 -03:00

..

RateLimit

Add mechanism for scheduled events to use 'additional time'

2019-10-19 14:52:34 -04:00

BaseExtendedDictionary.cs

Make DataDictionary ordered by key (symbol) (#9105)

2025-12-01 12:44:22 -04:00

BusyBlockingCollection.cs

Removing BacktestingTransactionHandler thread

2019-05-10 16:15:24 -03:00

BusyCollection.cs

Remove log packet aggregation (#6538)

2022-08-11 19:06:11 -03:00

CandlestickJsonConverter.cs

Add support for null chart points (#7622)

2023-12-12 20:26:58 -03:00

CashAmountUtil.cs

Allow emtpy BNFCR cash through (#9247)

2026-01-28 10:53:19 -03:00

CastingEnumerable.cs

Support indexing memoizing enumerable (#9489)

2026-05-18 18:12:45 -03:00

ChartPointJsonConverter.cs

Minor chart improvements (#7744)

2024-02-02 17:27:37 -03:00

CircularQueue.cs

Move CircularQueue to Util

2015-12-16 13:57:53 -05:00

ColorJsonConverter.cs

Update Common to respect CA1304 and CA1305

2019-09-12 14:13:24 -04:00

ComparisonOperator.cs

Fix Lean Warnings V1 (#5408)

2021-03-22 11:08:48 -07:00

ComparisonOperatorTypes.cs

Lean Optimization interface in QCAlgorithm (#4923)

2020-12-02 20:10:40 -03:00

Composer.cs

Feature net10 update (#9161)

2025-12-29 09:53:37 -03:00

ConcurrentSet.cs

Bug 4722: Prevent Repetitive Factor File Numerical Precision Warnings (#4742)

2020-09-22 21:06:59 -03:00

CurrencyPairUtil.cs

Update SPDB with Bitfinex, Kraken, Binance, BinaceUS (#8516)

2025-01-10 18:57:37 -03:00

DateTimeJsonConverter.cs

Use ISO for DateTime JsonConverter (#8919)

2025-08-13 10:27:30 -03:00

DecimalJsonConverter.cs

JsonConverter for decimal and decimal? types (#9291)

2026-02-16 11:29:19 -03:00

DisposableExtensions.cs

Bug 4815 iex web socket library (#4914)

2020-11-16 21:10:14 -03:00

DoubleUnixSecondsDateTimeJsonConverter.cs

Adding new API endpoint prices

2018-08-04 10:57:41 -03:00

EnumeratorExtensions.cs

Add enumerator extensions

2017-10-17 12:15:58 -04:00

ExpressionBuilder.cs

Add OptionStrategyMatcher (#4924)

2020-12-02 18:42:24 -03:00

FixedSizeHashQueue.cs

Remove log packet aggregation (#6538)

2022-08-11 19:06:11 -03:00

FixedSizeQueue.cs

Misc edits from code review

2015-06-18 17:19:36 -04:00

FuncTextWriter.cs

Revert "Fixed a few more warnings"

2015-04-07 13:53:33 -04:00

JsonRoundingConverter.cs

Add MaxDrawdownRecovery metric (#8865)

2025-07-17 16:32:23 -03:00

KeyStringSynchronizer.cs

Downloader Data Provider Improvements (#7159)

2023-03-31 18:29:55 -03:00

LeanData.cs

Market-hours aware intraday consolidation (#9516)

2026-06-11 10:02:26 -03:00

LeanDataPathComponents.cs

Expand Index option support (#6849)

2023-01-12 16:39:02 -03:00

LinqExtensions.cs

Add ExtendedDictionary implementations (#9096)

2025-11-28 16:03:02 -04:00

ListComparer.cs

Python history improvements (#7283)

2023-05-31 10:22:21 -03:00

MarketHoursDatabaseJsonConverter.cs

Add bank holidays for CME Futures MHDB (#8539)

2025-02-06 17:50:10 -03:00

MemoizingEnumerable.cs

Add Count property to MemoizingEnumerable (#9468)

2026-05-08 16:10:58 -04:00

NullStringValueConverter.cs

Fixes bug in NullStringValueConverter

2015-09-15 14:56:03 -04:00

ObjectActivator.cs

Fix minor warnings (#8190)

2024-07-10 14:17:27 -03:00

OptionPayoff.cs

File-based options universe (#8212)

2024-09-09 12:39:31 -03:00

PerformanceTimer.cs

Add performance tracking tool (#9063)

2025-10-27 11:31:14 -03:00

PerformanceTrackingTool.cs

Add performance tracking tool (#9063)

2025-10-27 11:31:14 -03:00

PythonUtil.cs

Avoid unnecessary Python wrapper creation for pure C# models (#9106)

2025-12-08 18:01:31 -03:00

RateGate.cs

Minor refactor to use lazy timer schedling (#9027)

2025-10-13 09:21:27 -03:00

ReaderWriterLockSlimExtensions.cs

Adds ReaderWriterLockSlimExtensions to reduce verbosity

2015-10-15 11:10:54 -04:00

ReadOnlyExtendedDictionary.cs

Add ExtendedDictionary implementations (#9096)

2025-11-28 16:03:02 -04:00

Ref.cs

Enable parallel unit testing

2020-04-27 17:45:53 -03:00

ReferenceWrapper.cs

Fix half of the CA1051 warnings (#8137)

2024-07-03 15:43:17 -03:00

SecurityExtensions.cs

Adds SecurityExtensions.IsInternalFeed

2016-04-12 19:06:45 -04:00

SecurityIdentifierJsonConverter.cs

Update SecurityIdentifier to hold string instead of base36 long

2015-11-12 13:55:43 -05:00

SeriesJsonConverter.cs

fix CandlestickSeries constructor (#8664)

2025-03-31 16:44:22 -03:00

SingleValueListConverter.cs

Address reviews

2019-06-17 16:45:53 -07:00

StreamReaderEnumerable.cs

Fixes potential memory leak in StreamReaderEnumerable

2018-08-23 12:55:25 -04:00

StreamReaderExtensions.cs

Add GetInt64 StreamReader extension method (#9177)

2025-12-31 11:58:51 -04:00

StringDecimalJsonConverter.cs

Adds Futures Options Asset Class w/ IB Support (#4928)

2020-12-02 21:49:59 -03:00

TypeChangeJsonConverter.cs

Feature 5090 add api optimization methods (#6108)

2021-12-22 13:14:56 -03:00

Validate.cs

Remove email regex timeout validation (#9399)

2026-04-14 14:03:23 -03:00

WorkerThread.cs

Minor tweak (#8731)

2025-04-29 11:04:55 -03:00

XElementExtensions.cs

Adds helper ConverTo<T> extension

2015-04-14 15:50:13 -04:00