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quantconnect--lean/Common/Data
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Martin-Molinero 4a0fb30df5 Fixes for OpenInterest storing (#4712) 
- Fix Slice.Get OpenInterest type. Adding unit test
- Fix for SecurityCache that wasn't storing OpenInterest types
- Updateing regression tests to covere these usages
2020-09-11 15:28:27 -07:00
..
Auxiliary
Fix factor files missing file dir check
2020-07-31 10:44:57 -03:00
Consolidators
Inline some methods for performance (#4696)
2020-09-04 18:13:46 -03:00
Custom
Refactor live data feed (#4636)
2020-08-18 20:21:10 -03:00
Fundamental
Update to MarketCap
2020-01-13 17:50:43 -08:00
Market
Inline some methods for performance (#4696)
2020-09-04 18:13:46 -03:00
UniverseSelection
Coarse tiingo new universe selection algorithm
2020-06-15 20:05:08 -03:00
BaseData.cs
Refactor live data feed (#4636)
2020-08-18 20:21:10 -03:00
DynamicData.cs
Extract GetSetPropertyDynamicMetaObject from DynamicData
2019-09-30 13:31:55 -04:00
FileFormat.cs
Add Tiingo news data
2019-10-01 00:26:36 -03:00
GetSetPropertyDynamicMetaObject.cs
Extract GetSetPropertyDynamicMetaObject from DynamicData
2019-09-30 13:31:55 -04:00
HistoryProviderBase.cs
Fix data emitted before first date
2019-10-25 14:09:02 -03:00
HistoryProviderInitializeParameters.cs
DataPermissionManager is used by history provider
2020-06-12 12:51:14 -03:00
HistoryRequest.cs
Add check to avoid FillForward for Resolution.Tick
2018-10-04 17:10:10 -03:00
HistoryRequestFactory.cs
Cleans always false conditions checking ?
2019-08-14 14:01:13 +03:00
IBaseData.cs
Add StreamReader BaseData.Reader
2019-11-18 17:03:27 -03:00
IDataAggregator.cs
Refactor live data feed (#4636)
2020-08-18 20:21:10 -03:00
IndexedBasedData.cs
Add Tiingo news data
2019-10-01 00:26:36 -03:00
ISubscriptionEnumeratorFactory.cs
Renamed IDataFileProvider to IDataProvider using resharper
2017-02-15 12:16:50 -05:00
Slice.cs
Fixes for OpenInterest storing (#4712)
2020-09-11 15:28:27 -07:00
SliceExtensions.cs
Add method to easily warmup indicators
2018-04-06 16:30:28 -04:00
SubscriptionDataConfig.cs
Bug 4031 Change data depending on configuration (#4650)
2020-09-09 18:40:19 -03:00
SubscriptionDataConfigExtensions.cs
Add SubscriptionDataConfig GetBaseDataInstance extension method
2019-09-27 14:27:08 -04:00
SubscriptionDataConfigList.cs
Revert "Merge pull request #1225 from QuantConnect/bugfix/universe-select-benchmark"
2017-10-20 11:52:11 -04:00
SubscriptionDataSource.cs
Update Common to respect CA1304 and CA1305
2019-09-12 14:13:24 -04:00
SubscriptionManager.cs
Feature 2456 custom Python consolidator support (#4637)
2020-08-25 17:26:55 -03:00