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Feat: Databento integration improvements #10

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Feat: Databento integration improvements #10

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31d18f3
Improvements from previous PR. Adhere to QC code conventions better. …
Joseph-Matteo-Scorsone Dec 29, 2025
7f3891c
Merge branch 'QuantConnect:master' into databento-integration-improve…
Romazes Jan 20, 2026
68fd7f6
update: .net 10
Romazes Jan 20, 2026
c23c185
feat: setup project configurations
Romazes Jan 20, 2026
f660594
remove: demonstration file
Romazes Jan 20, 2026
f85939d
test:refactor: config file
Romazes Jan 20, 2026
991d8bf
refactor: HistoryProvider, DataDownloader, SymbolMapper
Romazes Jan 21, 2026
cbc4bfe
refactor: clean, style, spacing, missed license block
Romazes Jan 22, 2026
3513bcf
feat: debug mode config
Romazes Jan 26, 2026
ee90b57
remove: IsSupported() doesn't validate anything
Romazes Jan 26, 2026
531056a
feat: map Lean.Market <-> DataBento.DataSet
Romazes Jan 26, 2026
4c322c0
feat: Data Live TcpClient Wrapper
Romazes Jan 27, 2026
2a2392f
feat: Data Queue Handler
Romazes Jan 27, 2026
a80bdcc
feat: reconnection process and resubscription
Romazes Jan 28, 2026
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94 changes: 0 additions & 94 deletions Demonstration.cs
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8 changes: 2 additions & 6 deletions Lean.DataSource.DataBento.sln
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Original file line number Diff line number Diff line change
Expand Up @@ -2,9 +2,9 @@ Microsoft Visual Studio Solution File, Format Version 12.00
# Visual Studio Version 17
VisualStudioVersion = 17.5.2.0
MinimumVisualStudioVersion = 10.0.40219.1
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "QuantConnect.DataBento", "QuantConnect.DataBento\QuantConnect.DataSource.DataBento.csproj", "{367AEEDC-F0B3-7F47-539D-10E5EC242C2A}"
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "QuantConnect.DataSource.DataBento", "QuantConnect.DataBento\QuantConnect.DataSource.DataBento.csproj", "{367AEEDC-F0B3-7F47-539D-10E5EC242C2A}"
EndProject
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "QuantConnect.DataBento.Tests", "QuantConnect.DataBento.Tests\QuantConnect.DataSource.DataBento.Tests.csproj", "{9CF47860-2CEA-F379-09D8-9AEF27965D12}"
Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "QuantConnect.DataSource.DataBento.Tests", "QuantConnect.DataBento.Tests\QuantConnect.DataSource.DataBento.Tests.csproj", "{9CF47860-2CEA-F379-09D8-9AEF27965D12}"
EndProject
Global
GlobalSection(SolutionConfigurationPlatforms) = preSolution
Expand All @@ -16,10 +16,6 @@ Global
{367AEEDC-F0B3-7F47-539D-10E5EC242C2A}.Debug|Any CPU.Build.0 = Debug|Any CPU
{367AEEDC-F0B3-7F47-539D-10E5EC242C2A}.Release|Any CPU.ActiveCfg = Release|Any CPU
{367AEEDC-F0B3-7F47-539D-10E5EC242C2A}.Release|Any CPU.Build.0 = Release|Any CPU
{4B379C8F-16CE-1972-73E3-C14F6410D428}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
{4B379C8F-16CE-1972-73E3-C14F6410D428}.Debug|Any CPU.Build.0 = Debug|Any CPU
{4B379C8F-16CE-1972-73E3-C14F6410D428}.Release|Any CPU.ActiveCfg = Release|Any CPU
{4B379C8F-16CE-1972-73E3-C14F6410D428}.Release|Any CPU.Build.0 = Release|Any CPU
{9CF47860-2CEA-F379-09D8-9AEF27965D12}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
{9CF47860-2CEA-F379-09D8-9AEF27965D12}.Debug|Any CPU.Build.0 = Debug|Any CPU
{9CF47860-2CEA-F379-09D8-9AEF27965D12}.Release|Any CPU.ActiveCfg = Release|Any CPU
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