- Upgrade limexhub version to 1.10.18
- Add some documentation using mkdocs
- Add GRPC data source
- Allow passing specific equity commission model to run_algorithm function
- Allow ingesting data from multiple exchanges for one asset
- Add ingestion of exchanges
- Allow filtering assets by mic directly in symbol name
- Don't throw error if config file for algorithm is not set
- Raise proper exception when data bundle is not found
- Add asset mic in database
- Add default assets database file
- Update examples
- Add cache of currencies query
- Allow calendar dates older than 2005
- Use scan_parquet to load bundle data partially
- Throw proper error in bundle when data is missing
- Add an option to configure the logging level and log to the file
- Add a start / end auction date to allow getting open/close prices at a specific time in the day when running daily simulation for a minute data bundle
- Allow custom aggregations when using aggregated low-frequency data bundle in simulation
- Symbols universe
- Support for ingesting market data from Yahoo Finance
- Custom data - Limex fundamental data ingestion
- Add all frequencies supported by polars
- Allow both string and timedelta as frequency
- Add option to use custom CSV data
- Use float for all decimal types
- Add the forward_fill_missing_ohlcv_data parameter to the BundleService ingest_data function
- Add an option to continue running algorith on error - stop_on_error
- Remove uvloop to improve compatibility with Windows OS
- Add additional ETF/stock symbols
- Log warning if the price is missing when updating the last sale price in positions dict
- Add ETF symbols to all symbols list
- Fix simulation error when data is missing during ingestion