public void Setup()
        {
            _config = new SubscriptionDataConfig(typeof(TradeBar),
                                                 Symbols.SPY,
                                                 Resolution.Daily,
                                                 TimeZones.NewYork,
                                                 TimeZones.NewYork,
                                                 true,
                                                 true,
                                                 false);

            _rawDataEnumerator = new RawDataEnumerator();
        }
Exemple #2
0
 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();
        }