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Feature: find different Ticker data download parameters #7845

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Romazes
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@Romazes Romazes commented Mar 11, 2024

Description

In the current system, there exists a challenge where a single ticker name can be associated with more than one company. This complicates the process of downloading historical data using Lean, as it relies solely on the ticker's name and the DateTime range to fetch data. Consequently, all data related to a requested ticker name gets saved to a single file, regardless of its association with multiple companies.

Related Issue

N/A

Motivation and Context

The primary motivation behind this PR is to enhance user experience by ensuring that users can download accurate historical data relevant to their needs. By addressing the issue of multiple companies associated with a single ticker name, we aim to provide users with the ability to access and analyze data more effectively, aligning with their specific goals and objectives.

Requires Documentation Change

N/A

How Has This Been Tested?

Extensive testing has been conducted on this PR to ensure its robustness and effectiveness. Various test cases have been meticulously designed and executed to cover a wide range of possible scenarios, including:

  • Testing with ticker names associated with multiple companies.

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

fix: tests with new variable
refactor: some actual changing

This reverts commit 9de482b.
fix: actual changes

This reverts commit 393181c.
feat: validation on ticker start with specific sign
fix: option test
refactor: when resolution less hour
test: new test cases + validation of SecurityType
fix: FirstTicker instead of Permtick when generate new Equity
feat: validation of request Date in DownloaderDataProvider
refactor: by style proj DownloaderDataProvider
test:fix: starting Date in TestCases
@Romazes Romazes force-pushed the feature-resolve-mapped-symbol-in-data-downloader branch from 1b12ece to c1c1028 Compare March 13, 2024 22:14
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@Martin-Molinero Martin-Molinero left a comment

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Looks good, minor comments shared 👍

@Martin-Molinero Martin-Molinero merged commit 7e568bf into QuantConnect:master Mar 18, 2024
7 checks passed
@Romazes Romazes deleted the feature-resolve-mapped-symbol-in-data-downloader branch March 26, 2024 08:14
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2 participants