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Expand History Request Resolution Support #17

Description

@AlexCatarino

Expected Behavior

Samco brokerage supports historical data requests for hourly and daily resolution data.

Actual Behavior

Samco brokerage only supports historical data requests for minute resolution data.

Potential Solution

We could use consolidators to convert the minute resolution bars into hourly or daily bars. It would remove the exception and algorithms wouldn't need to adapt to this restriction, especially Python algorithms with the pandas overhead.

Reproducing the Problem

History request with Resolution.Daily parameter.

Checklist

  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues
  • I have provided detailed steps to reproduce the issue

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