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17842

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17842: Market hours aware intraday consolidation (#9530)
  • 17842
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@JosueNina JosueNina tagged this 17 Jun 14:09 
* Add market-hours aware intraday consolidation to MarketHourAwareConsolidator

* Minor fix

* Address review comments

* Assert consolidated bar size in regression algorithms

* Move MarketHourAwareConsolidator to Data.Consolidators namespace

* Remove accidentally committed log file

* Keep MarketHourAwareConsolidator in Data.Common namespace

* Move MarketHourAwareConsolidator to Data.Consolidators namespace
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