QuantConnect / QuantConnect/Lean
Make DownloaderDataProvider take an array
Open
Nobody has claimed this yet.
depth
feature
- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
Expected Behavior
Actual Behavior
- Currently DownloaderDataProvider can take a single downloader instance. This class is used by the lean cli when passing data providers to use
Potential Solution
- Ideally DownloaderDataProvider can take an array of downloader instances to use, like we do with IDQH and history providers, so that we can merge multiple different data provider sources. Once implemented in lean, lean cli needs to be updated to provide them
Reproducing the Problem
N/A
System Information
N/A
Checklist
- I have completely filled out this template
- I have confirmed that this issue exists on the current
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
- I have provided detailed steps to reproduce the issue
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by locating DownloaderDataProvider and the Lean CLI wiring that supplies data providers. Compare how IDQH and history providers accept multiple sources. Done means DownloaderDataProvider supports multiple downloader instances and the Lean CLI passes them through.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- cli, data
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100