QuantConnect · Martin-Molinero · Jan 22, 2024 · Jan 22, 2024 · Jan 22, 2024
diff --git a/.github/workflows/gh-actions.yml b/.github/workflows/gh-actions.yml
@@ -46,13 +46,13 @@ jobs:
           options: -v /home/runner/work:/__w --workdir /__w/Lean.DataSource.IQFeed/Lean.DataSource.IQFeed -e QC_JOB_USER_ID=${{ secrets.QC_JOB_USER_ID }} -e QC_API_ACCESS_TOKEN=${{ secrets.QC_API_ACCESS_TOKEN }} -e QC_JOB_ORGANIZATION_ID=${{ secrets.QC_JOB_ORGANIZATION_ID }}
 
       - name: BuildDataProcessing
-        run: dotnet build ./QuantConnect.DataProcessing/QuantConnect.DataProcessing.csproj /p:Configuration=Release /v:quiet /p:WarningLevel=1
+        run: dotnet build ./QuantConnect.IQFeed.Downloader/QuantConnect.IQFeed.Downloader.csproj /p:Configuration=Release /v:quiet /p:WarningLevel=1
 
       - name: BuildDataSource
-        run: dotnet build ./QuantConnect.DataSource/QuantConnect.DataSource.csproj /p:Configuration=Release /v:quiet /p:WarningLevel=1
+        run: dotnet build ./QuantConnect.IQFeed/QuantConnect.IQFeed.csproj /p:Configuration=Release /v:quiet /p:WarningLevel=1
 
       - name: BuildDataSourceTests
-        run: dotnet build ./QuantConnect.DataSource.Tests/QuantConnect.DataSource.Tests.csproj /p:Configuration=Release /v:quiet /p:WarningLevel=1
+        run: dotnet build ./QuantConnect.IQFeed.Tests/QuantConnect.IQFeed.Tests.csproj /p:Configuration=Release /v:quiet /p:WarningLevel=1
 
       - name: Run Tests
-        run: dotnet test ./QuantConnect.DataSource.Tests/bin/Release/net6.0/QuantConnect.DataSource.Tests.dll
+        run: dotnet test ./QuantConnect.IQFeed.Tests/bin/Release/net6.0/QuantConnect.IQFeed.Tests.dll
diff --git a/Lean.DataSource.IQFeed.sln b/Lean.DataSource.IQFeed.sln
@@ -3,13 +3,13 @@ Microsoft Visual Studio Solution File, Format Version 12.00
 # Visual Studio Version 17
 VisualStudioVersion = 17.5.002.0
 MinimumVisualStudioVersion = 10.0.40219.1
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "QuantConnect.DataSource", "QuantConnect.DataSource\QuantConnect.DataSource.csproj", "{209C11BB-C283-4599-A04D-D96097E006E6}"
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "QuantConnect.IQFeed", "QuantConnect.IQFeed\QuantConnect.IQFeed.csproj", "{209C11BB-C283-4599-A04D-D96097E006E6}"
 EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "QuantConnect.DataProcessing", "QuantConnect.DataProcessing\QuantConnect.DataProcessing.csproj", "{90A539F4-1E21-475F-B591-6C08830E12B3}"
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "QuantConnect.IQFeed.Downloader", "QuantConnect.IQFeed.Downloader\QuantConnect.IQFeed.Downloader.csproj", "{90A539F4-1E21-475F-B591-6C08830E12B3}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "QuantConnect.Tests", "..\Lean\Tests\QuantConnect.Tests.csproj", "{AF992149-87F2-4B40-B864-E9FC8F8392A6}"
 EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "QuantConnect.DataSource.Tests", "QuantConnect.DataSource.Tests\QuantConnect.DataSource.Tests.csproj", "{E48A0E2D-97D7-4480-AE0D-EB73838D9208}"
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "QuantConnect.IQFeed.Tests", "QuantConnect.IQFeed.Tests\QuantConnect.IQFeed.Tests.csproj", "{E48A0E2D-97D7-4480-AE0D-EB73838D9208}"
 EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution

diff --git a/QuantConnect.DataProcessing/QuantConnect.DataProcessing.csproj b/QuantConnect.DataProcessing/QuantConnect.DataProcessing.csproj
diff --git a/QuantConnect.DataSource.Tests/QuantConnect.DataSource.Tests.csproj b/QuantConnect.DataSource.Tests/QuantConnect.DataSource.Tests.csproj
diff --git a/QuantConnect.DataSource/QuantConnect.DataSource.csproj b/QuantConnect.DataSource/QuantConnect.DataSource.csproj
diff --git a/...ct.DataProcessing/IQFeedDataDownloader.cs → ...IQFeed.Downloader/IQFeedDataDownloader.cs b/...ct.DataProcessing/IQFeedDataDownloader.cs → ...IQFeed.Downloader/IQFeedDataDownloader.cs
@@ -14,15 +14,11 @@
  *
 */
 
-using System;
-using System.Linq;
 using QuantConnect.Data;
-using QuantConnect.DataSource;
 using QuantConnect.Securities;
 using QuantConnect.Data.Market;
-using System.Collections.Generic;
 
-namespace QuantConnect.DataProcessing
+namespace QuantConnect.IQFeed.Downloader
 {
     /// <summary>
     /// IQFeed Data Downloader class 

diff --git a/...DataProcessing/IQFeedDownloaderProgram.cs → ...eed.Downloader/IQFeedDownloaderProgram.cs b/...DataProcessing/IQFeedDownloaderProgram.cs → ...eed.Downloader/IQFeedDownloaderProgram.cs
@@ -13,21 +13,16 @@
  * limitations under the License.
 */
 
-using System;
-using System.Linq;
 using QuantConnect.Data;
 using QuantConnect.Util;
 using System.Diagnostics;
 using QuantConnect.Logging;
-using System.Threading.Tasks;
 using IQFeed.CSharpApiClient;
 using QuantConnect.Securities;
-using QuantConnect.DataSource;
-using System.Collections.Generic;
 using QuantConnect.Configuration;
 using IQFeed.CSharpApiClient.Lookup;
 
-namespace QuantConnect.DataProcessing
+namespace QuantConnect.IQFeed.Downloader
 {
     /// <summary>
     /// IQFeed Downloader Toolbox Project For LEAN Algorithmic Trading Engine.

diff --git a/QuantConnect.DataProcessing/Program.cs → QuantConnect.IQFeed.Downloader/Program.cs b/QuantConnect.DataProcessing/Program.cs → QuantConnect.IQFeed.Downloader/Program.cs
@@ -13,11 +13,10 @@
  * limitations under the License.
 */
 
-using System;
 using QuantConnect.Logging;
 using QuantConnect.Configuration;
 
-namespace QuantConnect.DataProcessing
+namespace QuantConnect.IQFeed.Downloader
 {
     /// <summary>
     /// Entry point for the data downloader/converter

diff --git a/QuantConnect.IQFeed.Downloader/QuantConnect.IQFeed.Downloader.csproj b/QuantConnect.IQFeed.Downloader/QuantConnect.IQFeed.Downloader.csproj
@@ -0,0 +1,31 @@
+<Project Sdk="Microsoft.NET.Sdk">
+	<PropertyGroup>
+		<Configuration Condition=" '$(Configuration)' == '' ">Release</Configuration>
+		<Platform Condition=" '$(Platform)' == '' ">AnyCPU</Platform>
+		<TargetFramework>net6.0</TargetFramework>
+		<Product>QuantConnect.IQFeed</Product>
+		<AssemblyName>process</AssemblyName>
+		<AssemblyName>QuantConnect.IQFeed.Downloader</AssemblyName>
+		<RootNamespace>QuantConnect.IQFeed.Downloader</RootNamespace>
+		<AssemblyTitle>QuantConnect.IQFeed.Downloader</AssemblyTitle>
+		<OutputType>Exe</OutputType>
+		<OutputPath>bin\$(Configuration)</OutputPath>
+		<AppendTargetFrameworkToOutputPath>false</AppendTargetFrameworkToOutputPath>
+		<CopyLocalLockFileAssemblies>true</CopyLocalLockFileAssemblies>
+		<GenerateAssemblyInfo>false</GenerateAssemblyInfo>
+		<ImplicitUsings>enable</ImplicitUsings>
+		<Nullable>enable</Nullable>
+	</PropertyGroup>
+	<ItemGroup>
+		<PackageReference Include="QuantConnect.Lean.Engine" Version="2.5.*" />
+	</ItemGroup>
+	<ItemGroup>
+		<ProjectReference Include="..\QuantConnect.IQFeed\QuantConnect.IQFeed.csproj" />
+	</ItemGroup>
+	<ItemGroup>
+		<None Remove="config.json" />
+		<Content Include="config.json">
+			<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
+		</Content>
+	</ItemGroup>
+</Project>
diff --git a/QuantConnect.DataProcessing/config.json → QuantConnect.IQFeed.Downloader/config.json b/QuantConnect.DataProcessing/config.json → QuantConnect.IQFeed.Downloader/config.json
diff --git a/...urce.Tests/IQFeedDataQueueHandlerTests.cs → ...Feed.Tests/IQFeedDataQueueHandlerTests.cs b/...urce.Tests/IQFeedDataQueueHandlerTests.cs → ...Feed.Tests/IQFeedDataQueueHandlerTests.cs
@@ -26,7 +26,7 @@
 using System.Collections.Generic;
 using QuantConnect.Lean.Engine.DataFeeds.Enumerators;
 
-namespace QuantConnect.DataSource.Tests
+namespace QuantConnect.IQFeed.Tests
 {
     [TestFixture, Explicit("This tests require a IQFeed credentials.")]
     public class IQFeedDataQueueHandlerTests

diff --git a/...ource.Tests/IQFeedHistoryProviderTests.cs → ...QFeed.Tests/IQFeedHistoryProviderTests.cs b/...ource.Tests/IQFeedHistoryProviderTests.cs → ...QFeed.Tests/IQFeedHistoryProviderTests.cs
@@ -23,7 +23,7 @@
 using System.Collections.Generic;
 using QuantConnect.Data.Market;
 
-namespace QuantConnect.DataSource.Tests
+namespace QuantConnect.IQFeed.Tests
 {
     [TestFixture, Explicit("This tests require a IQFeed credentials.")]
     public class IQFeedHistoryProviderTests

diff --git a/...urce.Tests/IQFeedRealtimeDataFeedTests.cs → ...Feed.Tests/IQFeedRealtimeDataFeedTests.cs b/...urce.Tests/IQFeedRealtimeDataFeedTests.cs → ...Feed.Tests/IQFeedRealtimeDataFeedTests.cs
@@ -19,7 +19,7 @@
 using QuantConnect.Brokerages;
 using QuantConnect.Interfaces;
 
-namespace QuantConnect.DataSource.Tests
+namespace QuantConnect.IQFeed.Tests
 {
     /// <summary>
     ///  Test fixture is explicit, because tests are dependent on network and are long

diff --git a/....Tests/IQFeedSymbolRepresentationTests.cs → ....Tests/IQFeedSymbolRepresentationTests.cs b/....Tests/IQFeedSymbolRepresentationTests.cs → ....Tests/IQFeedSymbolRepresentationTests.cs
@@ -16,7 +16,7 @@
 using System;
 using NUnit.Framework;
 
-namespace QuantConnect.DataSource.Tests
+namespace QuantConnect.IQFeed.Tests
 {
     [TestFixture]
     public class IQFeedSymbolRepresentationTests

diff --git a/QuantConnect.IQFeed.Tests/QuantConnect.IQFeed.Tests.csproj b/QuantConnect.IQFeed.Tests/QuantConnect.IQFeed.Tests.csproj
@@ -0,0 +1,24 @@
+<Project Sdk="Microsoft.NET.Sdk">
+	<PropertyGroup>
+		<TargetFramework>net6.0</TargetFramework>
+		<RootNamespace>QuantConnect.IQFeed.Tests</RootNamespace>
+	</PropertyGroup>
+	<ItemGroup>
+		<PackageReference Include="NUnit" Version="3.13.3" />
+		<PackageReference Include="NUnit3TestAdapter" Version="4.2.1">
+			<PrivateAssets>all</PrivateAssets>
+		</PackageReference>
+		<PackageReference Include="Microsoft.NET.Test.Sdk" Version="16.9.4" />
+		<PackageReference Include="Microsoft.TestPlatform.ObjectModel" Version="16.9.4" />
+	</ItemGroup>
+	<ItemGroup>
+		<ProjectReference Include="..\..\Lean\Tests\QuantConnect.Tests.csproj" />
+		<ProjectReference Include="..\QuantConnect.IQFeed\QuantConnect.IQFeed.csproj" />
+	</ItemGroup>
+	<ItemGroup>
+		<None Remove="config.json" />
+		<Content Include="config.json">
+			<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
+		</Content>
+	</ItemGroup>
+</Project>
diff --git a/QuantConnect.DataSource.Tests/TestSetup.cs → QuantConnect.IQFeed.Tests/TestSetup.cs b/QuantConnect.DataSource.Tests/TestSetup.cs → QuantConnect.IQFeed.Tests/TestSetup.cs
@@ -22,7 +22,7 @@
 using QuantConnect.Configuration;
 using QuantConnect.Tests;
 
-namespace QuantConnect.DataSource.Tests
+namespace QuantConnect.IQFeed.Tests
 {
     [SetUpFixture]
     public class TestSetup

diff --git a/QuantConnect.DataSource.Tests/config.json → QuantConnect.IQFeed.Tests/config.json b/QuantConnect.DataSource.Tests/config.json → QuantConnect.IQFeed.Tests/config.json
diff --git a/...Connect.DataSource/IQFeed-symbol-map.json → QuantConnect.IQFeed/IQFeed-symbol-map.json b/...Connect.DataSource/IQFeed-symbol-map.json → QuantConnect.IQFeed/IQFeed-symbol-map.json
diff --git a/...ct.DataSource/IQFeedAPI/DataStructures.cs → ...onnect.IQFeed/IQFeedAPI/DataStructures.cs b/...ct.DataSource/IQFeedAPI/DataStructures.cs → ...onnect.IQFeed/IQFeedAPI/DataStructures.cs
@@ -14,9 +14,7 @@
  *
 */
 
-using System;
-
-namespace QuantConnect.DataSource
+namespace QuantConnect.IQFeed
 {
     public class Time
     {

diff --git a/...taSource/IQFeedAPI/IQAdminSocketClient.cs → ...t.IQFeed/IQFeedAPI/IQAdminSocketClient.cs b/...taSource/IQFeedAPI/IQAdminSocketClient.cs → ...t.IQFeed/IQFeedAPI/IQAdminSocketClient.cs
@@ -14,15 +14,13 @@
  *
 */
 
-using System;
-using System.Threading;
 using System.Globalization;
 
 // ToDo: When a command is given, create a default event - command applied.........
 
-namespace QuantConnect.DataSource
+namespace QuantConnect.IQFeed
 {
- 
+
     public class ClientStatsEventArgs : EventArgs 
     {
         internal ClientStatsEventArgs(string line)

diff --git a/...Connect.DataSource/IQFeedAPI/IQConnect.cs → QuantConnect.IQFeed/IQFeedAPI/IQConnect.cs b/...Connect.DataSource/IQFeedAPI/IQConnect.cs → QuantConnect.IQFeed/IQFeedAPI/IQConnect.cs
@@ -15,10 +15,9 @@
 */
 
 using System.Diagnostics;
-using System.Threading;
 using QuantConnect.Configuration;
 
-namespace QuantConnect.DataSource
+namespace QuantConnect.IQFeed
 {
 
     public class IQConnect

diff --git a/...ect.DataSource/IQFeedAPI/IQCredentials.cs → ...Connect.IQFeed/IQFeedAPI/IQCredentials.cs b/...ect.DataSource/IQFeedAPI/IQCredentials.cs → ...Connect.IQFeed/IQFeedAPI/IQCredentials.cs
@@ -14,7 +14,7 @@
  *
 */
 
-namespace QuantConnect.DataSource
+namespace QuantConnect.IQFeed
 {
     public class IQCredentials
     {

diff --git a/...ct.DataSource/IQFeedAPI/IQLevel1Client.cs → ...onnect.IQFeed/IQFeedAPI/IQLevel1Client.cs b/...ct.DataSource/IQFeedAPI/IQLevel1Client.cs → ...onnect.IQFeed/IQFeedAPI/IQLevel1Client.cs
@@ -14,14 +14,10 @@
  *
 */
 
-using System;
-using System.Collections.Generic;
-using System.Linq;
 using System.Globalization;
-using System.IO;
-using System.Timers;
+using Timer = System.Timers.Timer;
 
-namespace QuantConnect.DataSource
+namespace QuantConnect.IQFeed
 {
     public class Level1ServerDisconnectedArgs : Level1TextLineEventArgs
     {

diff --git a/.../IQFeedAPI/IQLookupHistorySymbolClient.cs → .../IQFeedAPI/IQLookupHistorySymbolClient.cs b/.../IQFeedAPI/IQLookupHistorySymbolClient.cs → .../IQFeedAPI/IQLookupHistorySymbolClient.cs
@@ -14,12 +14,11 @@
  *
 */
 
-using System;
 using System.Globalization;
 using QuantConnect.Logging;
 using static QuantConnect.StringExtensions;
 
-namespace QuantConnect.DataSource
+namespace QuantConnect.IQFeed
 {
     // Historical stock data lookup events
     public class LookupTickEventArgs : LookupEventArgs

diff --git a/...taSource/IQFeedAPI/IQLookupTableClient.cs → ...t.IQFeed/IQFeedAPI/IQLookupTableClient.cs b/...taSource/IQFeedAPI/IQLookupTableClient.cs → ...t.IQFeed/IQFeedAPI/IQLookupTableClient.cs
@@ -14,10 +14,9 @@
  *
 */
 
-using System;
 using System.Collections.Concurrent;
 
-namespace QuantConnect.DataSource
+namespace QuantConnect.IQFeed
 {
     public class LookupTableMarketEventArgs : LookupEventArgs
     {

diff --git a/...tConnect.DataSource/IQFeedAPI/IQSocket.cs → QuantConnect.IQFeed/IQFeedAPI/IQSocket.cs b/...tConnect.DataSource/IQFeedAPI/IQSocket.cs → QuantConnect.IQFeed/IQFeedAPI/IQSocket.cs
@@ -14,13 +14,12 @@
  *
 */
 
-using System;
 using System.Net;
 using System.Net.Sockets;
 using System.Globalization;
 using QuantConnect.Configuration;
 
-namespace QuantConnect.DataSource
+namespace QuantConnect.IQFeed
 {
     public enum LookupSequence
     {

diff --git a/...nect.DataSource/IQFeedAPI/SocketClient.cs → ...tConnect.IQFeed/IQFeedAPI/SocketClient.cs b/...nect.DataSource/IQFeedAPI/SocketClient.cs → ...tConnect.IQFeed/IQFeedAPI/SocketClient.cs
@@ -14,12 +14,11 @@
  *
 */
 
-using System;
 using System.Text;
 using System.Net;
 using System.Net.Sockets;
 
-namespace QuantConnect.DataSource
+namespace QuantConnect.IQFeed
 {
     public class TextLineEventArgs : EventArgs
     {
-Original file line number
+Diff line change
@@ Expand Up / @@ -14,7 +14,7 @@ @@
      *
     */
-    namespace QuantConnect.DataSource
+    namespace QuantConnect.IQFeed
     {
         public class IQCredentials
         {
@@ Expand Down @@