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quantconnect--lean/Common
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Alexandre Catarino a14f8f1f47 Refactors SecurityCache to Support Access to Tick of Different Type (#4621) 
* Refactors SecurityCache to Support Access to Tick of Different Type

Adds two read-only lists of BaseData to save the last list of Tick of TickType.Trade and TickType.Quote. Changes methods accordingly to get and set these lists.

* Addresses Peer Review

The assignment of `_lastData` is moved to keep the current behavior of not beeing set with fill forward data.
`Reset` and `ShareTypeCacheInstance` implements the new class objects.

Adds unit tests for `Reset` and `ShareTypeCacheInstance`.

* Only Cache Non Fill-Forward Data

Undo changes that made AddData cache non fill-forward data.
2020-08-24 10:37:50 -03:00
..
Algorithm/Framework
Normalize and improve Zero security price message
2020-05-13 21:19:37 -03:00
API
Address review
2020-07-27 14:11:40 -07:00
Benchmarks
Use proper exception types
2019-08-16 18:07:30 -03:00
Brokerages
Improve error messages in AlpacaBrokerageModel
2020-05-13 16:04:31 +02:00
Data
Refactor live data feed (#4636)
2020-08-18 20:21:10 -03:00
Exceptions
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
Indicators
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
Interfaces
Refactor live data feed (#4636)
2020-08-18 20:21:10 -03:00
Notifications
Address reviews
2019-07-10 18:44:28 -03:00
Orders
Minor log message fixes
2020-07-01 15:35:56 +02:00
Packets
Refactor live data feed (#4636)
2020-08-18 20:21:10 -03:00
Parameters
Refactor live data feed (#4636)
2020-08-18 20:21:10 -03:00
Properties
Add assembly descriptions (#4442)
2020-05-21 09:35:12 -07:00
Python
Adds Support to List of Symbol and String (Ticker)
2020-07-04 00:11:19 +01:00
Scheduling
Refactor IsolatorLimitResultProvider
2020-03-02 18:23:20 -03:00
Securities
Refactors SecurityCache to Support Access to Tick of Different Type (#4621)
2020-08-24 10:37:50 -03:00
Statistics
Update Unit Tests and Portfolio Statistics
2020-03-27 10:41:52 -07:00
Storage
Convert ObjectStore ext class to implement IObjectStore for API
2019-12-31 15:55:16 -05:00
Util
Refactor live data feed (#4636)
2020-08-18 20:21:10 -03:00
AlgorithmSettings.cs
Address reviews
2020-02-13 16:10:52 -03:00
AlphaRuntimeStatistics.cs
Reduce Result packet number and size
2020-04-20 10:03:59 -03:00
Chart.cs
Use proper exception types
2019-08-16 18:07:30 -03:00
ChartPoint.cs
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
Currencies.cs
Add missing GDAX currency pairs
2019-06-24 21:32:42 +02:00
DataProviderEvents.cs
Fix data emitted before first date
2019-10-25 14:09:02 -03:00
decimal.py
Adds is_finite to decimal.Decimal
2019-02-06 21:10:28 +00:00
Expiry.cs
Fixes Expiry.EndOfMonth and Expiry.EndOfYear Methods
2020-04-02 02:35:47 +01:00
ExtendedDictionary.cs
Addresses Peer-Review
2020-04-01 16:15:05 +01:00
Extensions.cs
Refactor live data feed (#4636)
2020-08-18 20:21:10 -03:00
Field.cs
Allow field selectors to be used with QuoteBars
2017-04-12 12:46:22 +02:00
Global.cs
fix date parsing: TwelveCharacter dateformat can't be parsed properly;
2020-07-31 17:53:55 +03:00
Globals.cs
Added ability to specify cache data folder
2017-09-14 16:31:43 -04:00
IIsolatorLimitResultProvider.cs
Properly handle events raised in ScheduledEvents
2019-10-19 14:52:34 -04:00
Isolator.cs
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
IsolatorLimitResult.cs
Refactors scheduled events to execute on main thread
2019-10-19 14:52:34 -04:00
IsolatorLimitResultProvider.cs
Refactor IsolatorLimitResultProvider
2020-03-02 18:23:20 -03:00
ITimeProvider.cs
Move ITimeProvider and RealTimeProvider to Common
2019-10-19 01:52:07 -04:00
LocalTimeKeeper.cs
Remove usage of Lazy<DateTime> in LocalTimeKeeper
2017-12-29 01:12:58 +01:00
Market.cs
Add future contracts for NK, IN, TW and HSI
2020-06-29 17:35:40 +01:00
OS.cs
Fix Mono reporting double CPU usage
2020-07-16 11:40:32 -03:00
packages.config
Refactor live data feed (#4636)
2020-08-18 20:21:10 -03:00
Parse.cs
Address review: Make CBOE implementation more consistent with BaseData
2019-10-14 09:36:14 -07:00
QuantConnect.csproj
Refactor live data feed (#4636)
2020-08-18 20:21:10 -03:00
QuantConnect.nuspec
Remove depreceted projects
2020-06-01 21:27:45 -03:00
RealTimeProvider.cs
Defines ITokenBucket and a LeakyBucket implementation
2019-10-19 01:52:07 -04:00
RealTimeSynchronizedTimer.cs
Update all LEAN threads to be Background threads
2017-06-28 21:02:59 +02:00
Result.cs
Add server statistics for backtesting
2020-04-24 20:33:19 -03:00
SecurityIdentifier.cs
Refactor live data feed (#4636)
2020-08-18 20:21:10 -03:00
Series.cs
Alpha charting fixes
2019-04-26 18:11:48 +01:00
SeriesSampler.cs
Move StatisticsResults into ResultHandler
2019-08-23 19:38:00 -03:00
StringExtensions.cs
fix date parsing: TwelveCharacter dateformat can't be parsed properly;
2020-07-31 17:53:55 +03:00
Symbol.cs
Refactor live data feed (#4636)
2020-08-18 20:21:10 -03:00
SymbolCache.cs
Append type to custom data symbol
2019-09-24 10:34:35 -03:00
SymbolJsonConverter.cs
Address reviews
2019-04-30 11:45:07 -03:00
SymbolRepresentation.cs
Performance improvements for Options
2020-05-05 21:14:12 -03:00
SymbolValueJsonConverter.cs
Change Holding.Symbol to be of type Symbol
2015-11-18 12:55:40 -05:00
Time.cs
fix date parsing: TwelveCharacter dateformat can't be parsed properly;
2020-07-31 17:53:55 +03:00
TimeKeeper.cs
Overall performance improvements
2019-06-03 15:09:02 -03:00
TimeUpdatedEventArgs.cs
Adds TimeUpdated event on LocalTimeKeeper
2015-07-13 15:12:49 -04:00
TimeZoneOffsetProvider.cs
Address reviews - Use TimeZoneOffsetProvider
2019-10-14 14:39:26 -03:00
TimeZones.cs
Fix typo Chicao->Chicago at TimeZones.cs
2017-11-06 10:09:58 -03:00
TradingCalendar.cs
Add missing license banner
2019-08-16 18:07:30 -03:00
TradingDay.cs
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00