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ApiDataProvider Hour, Daily Data Refresh For Delisted Assets

Open jaredbroad opened this issue 4 years ago • 2 comments

Hour and daily data do not get re-downloaded when it's out of date. Ideally, the CLI should check the age of the file / the last date of the daily data and decide if we need to attempt to download it again.

This should factor in the listing status of securities; if out of date and delisted don't attempt to download again.

jaredbroad avatar Oct 28 '21 14:10 jaredbroad

Tested both daily and hourly data on lean backtest <PROJECT> --download-data. Both tests would have thet data refresh if the data's LastModifiedTime was old (I tried on 32 days), but not if that was near term (3 days).

LouisSzeto avatar Sep 20 '22 14:09 LouisSzeto

This should factor in the listing status of securities; if out of date and delisted don't attempt to download again.

Keeping issue open to address this part which currently is not taken into account by the ApiDataProvider

Martin-Molinero avatar Sep 20 '22 14:09 Martin-Molinero

Closing as ticker reuse and only having the file path means we have to download to ensure the daily data again to ensure have latest. Need a symbol and a date to know for sure whether to download.

Need to update the API FIle provider to take a symbol or date.

jaredbroad avatar Feb 16 '23 19:02 jaredbroad