Colton Sellers 7174fcb9d7 RoundDown fix for PeriodCountConsolidatorBase (#4940) ...

* Limit rounding interval to 1 day, add SubtractRoundDown and AddRoundUp functions

* fix error message

* Only subtract round down if period is greater than a day

* Tests

* Comment clarification

* Pivot solution to simple fix

* fix error message

* Remove RoundDown/Up limitations; add remarks

* address review

2020-11-17 21:40:10 -03:00

..

Auxiliary

DividedEventProvider distribution computation (#4828)

2020-11-11 15:47:51 -03:00

Consolidators

RoundDown fix for PeriodCountConsolidatorBase (#4940)

2020-11-17 21:40:10 -03:00

Custom

Quiver Quantitative Integration (#4869)

2020-11-13 20:07:17 -03:00

Fundamental

Fixes "0" group code value for FixturesAndAppliances (#4820)

2020-10-05 20:12:27 -03:00

Market

Protobuf will use recyclable memory stream (#4921)

2020-11-06 20:59:25 -03:00

UniverseSelection

OptionChain and OptionContract improvements (#4804)

2020-10-09 10:52:50 -03:00

BaseData.cs

Protobuf will use recyclable memory stream (#4921)

2020-11-06 20:59:25 -03:00

Channel.cs

Bug 4600 brokerage unsubscribe symbol granular (#4640)

2020-09-14 20:11:44 -03:00

DataQueueHandlerSubscriptionManager.cs

Bug 4600 brokerage unsubscribe symbol granular (#4640)

2020-09-14 20:11:44 -03:00

DynamicData.cs

Extract GetSetPropertyDynamicMetaObject from DynamicData

2019-09-30 13:31:55 -04:00

EventBasedDataQueueHandlerSubscriptionManager.cs

Bug 4600 brokerage unsubscribe symbol granular (#4640)

2020-09-14 20:11:44 -03:00

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

HistoryRequestFactory Hour ExtendedMarketHours (#4786)

2020-09-29 18:16:27 -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