-
-
Notifications
You must be signed in to change notification settings - Fork 3.2k
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Daily data time adjustment #8001
Merged
Martin-Molinero
merged 6 commits into
QuantConnect:master
from
Martin-Molinero:bug-6964-daily-data-time-adjustment
May 20, 2024
Merged
Daily data time adjustment #8001
Martin-Molinero
merged 6 commits into
QuantConnect:master
from
Martin-Molinero:bug-6964-daily-data-time-adjustment
May 20, 2024
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
cc4df36
to
7f11411
Compare
This was referenced May 9, 2024
735d277
to
14ca751
Compare
- Adjust daily data Time & EndTime to actually reflect the time of the data used, for example US Equity from 9.30 to 4PM. Adding new unit and regression tests
14ca751
to
7480ef0
Compare
- Refactor daily strict end times solution to be through enumerator usage, so it applies for history providers too
7480ef0
to
571de4f
Compare
7f5a6f5
to
b560e87
Compare
- Revert FillForward enumerator causing stats changing, enhancing unit tests
cdc4a0e
to
000361e
Compare
000361e
to
8cb65f4
Compare
- Improve handling of live trading FF enumerator, by adding support for bars to arrive with a delay so we can handle auction close/option prices or data providers which might have some delay making the data available. Adding new unit tests asserting the behavior
11 tasks
11 tasks
11 tasks
4 tasks
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Description
data used, for example US Equity from 9.30 to 4PM. Adding new unit and
regression tests. Only for Index and Index Options for now
Related Issue
Closes #6964
Motivation and Context
N/A
Requires Documentation Change
N/A
How Has This Been Tested?
Existing and new tests
Types of changes
Checklist:
bug-<issue#>-<description>
orfeature-<issue#>-<description>