Comments (3)
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.
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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.
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Related Issues (20)
- Runtime error when using Python datetime with tzinfo as History request start and end times HOT 2
- Create the indicator manager
- CalculateOrderQuantity returns negative number HOT 2
- Adds Support to Mini/Micro Index Options
- Plot SeriesType.Scatter does not work HOT 1
- Runtime Error when adding option contract without explicitly adding equity to portfolio
- Library Request: mgarch
- Library Upgrade: pandas and polars
- Library Upgrade: mlfinlab
- `ImpliedVolatility` does not match IB's figure
- System.Exception: Attempted to divide by zero. in LogReturn indicator
- Models OZN: 10-Year US Treasury Future Options
- FrontMonth Option filter not selecting contracts
- GetFilePath should create the file path if it doesn't exist
- Custom data can't update OHLC security properties
- Review Kraken Symbol Properies
- Library Request: pytorch_forecasting
- "NQX" index option is not accessible through slice object.
- CandlestickPatternTests Are Not Being Run
- Library Request: jupyter-ai
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