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Added Security.SetMarket#115

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jaredbroad merged 2 commits into
QuantConnect:masterfrom
StefanoRaggi:custom-liquidity-provider
Jun 20, 2015
Merged

Added Security.SetMarket#115
jaredbroad merged 2 commits into
QuantConnect:masterfrom
StefanoRaggi:custom-liquidity-provider

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@StefanoRaggi
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This enables users to download, convert and use data from providers currently unsupported by Lean (e.g. Oanda, Alpari, etc.)

The location of the custom data is, as usual, \data-folder\security-type\market\resolution\symbol...

Usage example, in algorithm Initialize():

AddSecurity(SecurityType.Forex, "EURUSD", Resolution.Tick);
Securities["EURUSD"].SetMarket("Alpari");

@jaredbroad
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Cool thanks @StefanoRaggi :) We're actually just about to clean that up now to merge "Country Code" and "Liquidity Provider" into one concept -- "Market". This way we can minimize the variables and switching and its a more generic idea.

Give me 30minutes and I'll commit the new Markets build.

@StefanoRaggi
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@jaredbroad Ok. I'll wait and adapt the code to the new commits.

@StefanoRaggi StefanoRaggi changed the title Added Security.SetLiquidityProvider Added Security.SetMarket Jun 19, 2015
jaredbroad added a commit that referenced this pull request Jun 20, 2015
@jaredbroad jaredbroad merged commit c611cff into QuantConnect:master Jun 20, 2015
@jaredbroad
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Thanks for the PR @StefanoRaggi, its a good addition

@StefanoRaggi StefanoRaggi deleted the custom-liquidity-provider branch June 20, 2015 21:28
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2 participants