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Handle more cases in ResolveConsolidator #12

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jaredbroad opened this issue Jan 15, 2015 · 3 comments
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Handle more cases in ResolveConsolidator #12

jaredbroad opened this issue Jan 15, 2015 · 3 comments
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@jaredbroad
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Make an indicator consolidator for when the data is custom, but extends a TradeBar (so still has OHLC).

Update the ResolveConsolidator in QCAlgorithm to accept/search for this Custom : TradeBar data
@jaredbroad jaredbroad changed the title [Feature] Make a Custom Data Consolidator for Data Which Extends from TradeBar Make a Custom Data Consolidator for Data Which Extends from TradeBar Mar 11, 2015
@mchandschuh mchandschuh changed the title Make a Custom Data Consolidator for Data Which Extends from TradeBar Handle more cases in ResolveConsolidator Mar 13, 2015
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We need to support consolidation of BaseData (time-value pairs), dynamic trade bar data (such as Quandl) with and without volume, and also tick consolidation.

@mchandschuh mchandschuh self-assigned this Mar 13, 2015
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721ecf3 updates ResolveConsolidator to use TickConsolidator and BaseDataConsolidator. DynamicDataConsolidator coming soon to a QC near you!

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ef04c41 adds the DynamicDataConsolidator

These changes should allow the indicators to work with any custom data.

@mchandschuh mchandschuh mentioned this issue Mar 31, 2015
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@mikko-m mikko-m mentioned this issue Oct 2, 2019
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jhonabreul added a commit that referenced this issue Apr 19, 2024
@LouisSzeto @jhonabreul
pep8 conversion of python algos #12 (#7954)
fa886eb 
* pep8 conversion

* PEP8 updates/fixes

* Update pythonnet version to 2.0.35

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Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com>
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