Historical data when symbol was restructured (renamed)

[Romazes]

Description

Currently, our data source supports both adjusted and unadjusted historical data for up to 15 years. However, there's a little twist: we're not always using the actual ticker name for historical data requests. Instead, we're sticking to the current ticker name, even if it had a different name in the past.

Here's the main point: we need to consistently use the actual ticker name, even if it had another name in the past, to ensure accuracy and reliability in our historical data.

Here's what I've done to address this:

• Implemented validation to ensure that the symbol always reflects the last trading ticker name based on DateTime.Now.
• Added the volatile keyword to prevent spamming flags for multi-threading interactions, enhancing the stability of our system.
• Refactored the DataDownloader to a more general format similar to other data sources, resulting in cleaner and more efficient code.
• Fixed a bug related to DateTime zones when creating a new Trade bar in history requests.

These changes should streamline our data handling process and improve the accuracy of historical data retrieval.

Related Issue

N/A

Related PR

• Helper: Method for Retrieving Historical Ticker Symbols Lean#7826
• Feature: find different Ticker data download parameters Lean#7845

Motivation and Context

The motivation behind these changes is twofold. Firstly, by ensuring that our historical data requests accurately reflect the actual ticker names used during the corresponding trading periods, we aim to enhance the reliability and integrity of our data processing pipeline. This not only fosters trust in the data but also aligns with industry best practices for maintaining accurate historical records.

Secondly, adopting this approach assists users in creating flexible algorithms for their trading strategies. By providing historical data with consistent and accurate ticker names, we empower users to develop algorithms that adapt more seamlessly to changes in ticker names over time. This flexibility is crucial for implementing robust and adaptive trading strategies that can navigate evolving market conditions effectively.

Together, these enhancements not only improve the quality of our data but also contribute to the overall usability and effectiveness of our platform for traders and algorithm developers alike.

Requires Documentation Change

N/A

How Has This Been Tested?

• Test Case for ancient historical data.

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• Refactor (non-breaking change which improves implementation)
• Performance (non-breaking change which improves performance. Please add associated performance test and results)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Non-functional change (xml comments/documentation/etc)

Checklist:

• My code follows the code style of this project.
• I have read the CONTRIBUTING document.
• I have added tests to cover my changes.
• All new and existing tests passed.
• My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

[Martin-Molinero]

Cool! 👍