Currently, our data source is set up to handle some pretty ancient data, but I noticed that to get the most accurate information, it's crucial to use specific ticker names for requests.
Here's what I've done:
I've split the HistoryRequest into smaller ones to ensure we're not fetching excessively old data.
Fixed an issue where GetOption was making requests with the wrong symbol, ensuring we're getting the right data.
Resolved a problem with PolygonSymbolMapper, where GetLeanSymbol was generating invalid symbols.
These changes should help improve the accuracy and reliability of our data.
With this pull request, you'll be able to test your algorithms in real-time (well, in backtesting) using the ancient data available. How cool is that? No more manual downloads or extra steps. Just specify the specific ticker name for your requests, and you're all set for accurate financial analysis or data processing. Let's make your testing process smoother than ever!
Requires Documentation Change
N/A
How Has This Been Tested?
Write specific test cases.
You can see that we did 2 request with different ticker name.
Test cases have been executed to rigorously validate the functionality of Symbol.Value. These tests ensure the reliability and accuracy of the implementation.
Types of changes
[ ] Bug fix (non-breaking change which fixes an issue)
[ ] Refactor (non-breaking change which improves implementation)
[ ] Performance (non-breaking change which improves performance. Please add associated performance test and results)
[x] New feature (non-breaking change which adds functionality)
[ ] Breaking change (fix or feature that would cause existing functionality to change)
Description
Currently, our data source is set up to handle some pretty ancient data, but I noticed that to get the most accurate information, it's crucial to use specific ticker names for requests.
Here's what I've done:
These changes should help improve the accuracy and reliability of our data.
Related Issue
N/A
Related PR
Motivation and Context
With this pull request, you'll be able to test your algorithms in real-time (well, in backtesting) using the ancient data available. How cool is that? No more manual downloads or extra steps. Just specify the specific ticker name for your requests, and you're all set for accurate financial analysis or data processing. Let's make your testing process smoother than ever!
Requires Documentation Change
N/A
How Has This Been Tested?
Write specific test cases.
You can see that we did 2 request with different ticker name.
Test cases have been executed to rigorously validate the functionality of Symbol.Value. These tests ensure the reliability and accuracy of the implementation.
Types of changes
Checklist:
bug-<issue#>-<description>orfeature-<issue#>-<description>