public void Setup() { _config = new SubscriptionDataConfig(typeof(TradeBar), Symbols.SPY, Resolution.Daily, TimeZones.NewYork, TimeZones.NewYork, true, true, false); _rawDataEnumerator = new RawDataEnumerator(); }
public void Setup() { _config = new SubscriptionDataConfig(typeof(TradeBar), Symbols.SPY, Resolution.Daily, TimeZones.NewYork, TimeZones.NewYork, true, true, false); _factorFile = FactorFile.Read( _config.Symbol.Value, _config.Symbol.ID.Market); _rawDataEnumerator = new RawDataEnumerator(); }
public void Setup() { _config = new SubscriptionDataConfig(typeof(TradeBar), Symbols.SPY, Resolution.Daily, TimeZones.NewYork, TimeZones.NewYork, true, true, false); _factorFile = TestGlobals.FactorFileProvider.Get(_config.Symbol); _rawDataEnumerator = new RawDataEnumerator(); }