JosueNina 7821b02980 Market hours aware intraday consolidation (#9530) ...

* 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

* Move MarketHourAwareConsolidator to Data.Consolidators namespace

2026-06-17 11:09:55 -03:00

..

Auxiliary

Configurable Map Zip Provider Lookup Date

2026-04-16 19:02:13 +01:00

Consolidators

Market hours aware intraday consolidation (#9530)

2026-06-17 11:09:55 -03:00

Custom

Fix minor warnings (#8190)

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

Fundamental

Add deterministic counter to universe symbol ticker for stable sort order (#9487)

2026-05-14 09:35:01 -03:00

Market

Minor quotebar constructor tweak (#9515)

2026-06-08 13:57:16 -03:00

Shortable

Fix CS1570 and CS1572 warnings (#8187)

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

UniverseSelection

Fix ScheduledUniverse emitting triggers past end time (#9490)

2026-05-19 13:12:35 -05:00

BaseData.cs

Use StubsIgnore attribute in some methods (#8708)

2025-04-21 16:27:37 -04:00

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

Ensure AdvanceTime() runs only after full algorithm initialization (#9284)

2026-02-20 16:12:03 -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

Object store dispose hang (#8925)

2025-08-13 18:18:48 -03:00

DataQueueHandlerSubscriptionManager.cs

feat: make virtual Subscribe() in DataQueueHandlerSubscriptionManager

2025-08-29 18:36:11 +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

Support new Pythonnet delegates auto conversion (#8913)

2025-08-07 09:40:06 -04:00

GetSetPropertyDynamicMetaObject.cs

…

HistoryExtensions.cs

Fix warnings part 12 (#8182)

2024-07-09 11:08:42 -03:00

HistoryProviderBase.cs

…

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

Minor fix for period history api (#9001)

2025-09-30 09:51:40 -04:00

IBaseData.cs

Add StubsAvoidImplicitsAttribute to avoid generating implicit types in stubs (#8718)

2025-04-23 14:22:14 -03:00

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

…

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

…

ISymbolProvider.cs

QCAlgorithm's OptionChain() api refactor (#8334)

2024-10-04 12:26:15 -04:00

LeanDataWriter.cs

Minor fix for lean data writer merge policy (#8952)

2025-09-03 12:25:18 -03:00

Slice.cs

Minor slice.AllData api change (#9130)

2025-12-15 10:25:00 -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

Refactor user define universe handling (#9088)

2025-11-18 12:29:05 -03:00

SubscriptionDataConfigList.cs

…

SubscriptionDataSource.cs

Add Python dict headers overload to SubscriptionDataSource (#9363)

2026-04-08 16:45:09 -03:00

SubscriptionManager.cs

Ensure AdvanceTime() runs only after full algorithm initialization (#9284)

2026-02-20 16:12:03 -03:00