Lean

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#### Description Add `GetParameter()` overloads to handle automatic parameter value conversion to numeric types when possible, #### Related Issue Closes #6449 #### Motivation and Context N/A #### Requires Documentation Change...

jhonabreul

#### Expected Behavior The Report generator generated `Exposure` chart for all securities types. #### Actual Behavior `KeyError` when the portfolio contains Index Options on [ReportCharts.py#L964:L967](https://github.com/QuantConnect/Lean/blob/master/Report/ReportCharts.py#L964:L967), since there is no `IndexOption`...

AlexCatarino

#### Expected Behavior The Report generator handles any algorithm default currency, #### Actual Behavior `FormatException` when the default currency is not USD (BTC for example) on [EstimatedCapacityReportElement.cs#L56](https://github.com/QuantConnect/Lean/blob/master/Report/ReportElements/EstimatedCapacityReportElement.cs#L56) #### Potential Solution...

AlexCatarino

Library request: Microsoft.Data.Analysis

1

#### Expected Behavior Supports [Microsoft.Data.Analysis](https://www.nuget.org/packages/Microsoft.Data.Analysis/). This package contains easy-to-use and high-performance libraries for data analysis and transformation, such as [DataFrame](https://devblogs.microsoft.com/dotnet/an-introduction-to-dataframe/). #### Checklist - [x] I have completely filled out this...

AlexCatarino

#### Expected Behavior Default `OnEndOfDay(Symbol symbol)` for `Market.HKFE` should be at 15:50 HKT #### Actual Behavior It is at 11:50AM HKT, the end of morning session #### Potential Solution Change...

LouisSzeto

#### Description This PR address the following: - Refactor `FileCommandHandler` to handle command files in order of timestamps - Refactor `FileCommandHandler` to read multiple command files from a fixed pattern...

rjra2611

Future Contract Marked as Non-Tradable Has Data In Slice.FutureChains

2

#### Expected Behavior If a futures' contract is marked as non-tradable, it shouldn't have data in the `Slice.FutureChains` object and vice-versa. #### Actual Behavior If a futures' contract is marked...

AlexCatarino

#### Description - Add extended market hours for futures in `QCAlgorithm.Ad()` methods. - The market hours database was updated to include extended hours for futures (sourced from IB TWS locally)....

jhonabreul

#### Expected Behavior After FOP delisting, market capacity calculation should run smoothly, it should consider that option's underlying might be already delisted and removed before trying to calculate buying power....

jhonabreul

#### Expected Behavior When the Portfolio doesn't hold any positions, the Exposure series should show the ratio of 0. #### Actual Behavior When the Portfolio doesn't hold any positions, the...

AlexCatarino