Skip to content

General changes and cleanup #31

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.

Sign up for GitHub

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

Merged
jhonabreul merged 2 commits into from
Feb 5, 2025
Merged

General changes and cleanup #31

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
ae01046
Minor changes
jhonabreul Feb 5, 2025
b8ec0fb
Minor change
jhonabreul Feb 5, 2025
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
5 changes: 2 additions & 3 deletions Lean.DataSource.DerivativeUniverseGenerator/DerivativeUniverseGenerator.cs
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -287,7 +287,7 @@ protected virtual bool TryGenerateAndWriteUnderlyingLine(Symbol underlyingSymbol
PriceHistoryResolutions[0],
marketHoursEntry.ExchangeHours,
marketHoursEntry.DataTimeZone,
PriceHistoryResolutions[0],
null,
includeExtendedMarketHours: false,
isCustomData: false,
DataNormalizationMode.ScaledRaw,
Expand Down Expand Up @@ -325,7 +325,6 @@ private List<Slice> GetHistory(HistoryRequest[] historyRequests,
{
var request = new HistoryRequest(x, x.Symbol, historyStartUtc, historyEndUtc);
request.Resolution = resolution;
request.FillForwardResolution = resolution;
return request;
}).ToArray();

Expand Down Expand Up @@ -397,7 +396,7 @@ protected virtual HistoryRequest[] GetDerivativeHistoryRequests(Symbol symbol, D
PriceHistoryResolutions[0],
marketHoursEntry.ExchangeHours,
marketHoursEntry.DataTimeZone,
PriceHistoryResolutions[0],
null,
includeExtendedMarketHours: false,
isCustomData: false,
DataNormalizationMode.ScaledRaw,
Expand Down
6 changes: 6 additions & 0 deletions Lean.DataSource.OptionsUniverseGenerator/IndexHistoryProvider.cs
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -197,6 +197,12 @@ private IEnumerable<BaseData> ParseHistory(Symbol symbol, YahooFinanceIndexPrice
var close = indexPrices.ClosePrices[i];
var volume = indexPrices.Volumes[i];

if (open == 0 || high == 0 || low == 0 || close == 0)
{
throw new Exception($"IndexHistoryProvider.ParseHistory(): Invalid data for {symbol} at {time}. " +
$"Open: {open}, High: {high}, Low: {low}, Close: {close}, Volume: {volume}.");
}

yield return new TradeBar(time, symbol, open, high, low, close, volume) { EndTime = endTime };
}
}
Expand Down
Loading