Lean

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Implement Range Bar Consolidator

3

#### Expected Behavior In a range bar, all price bars are of equal length. If you had a 10 pip range bar, and EURUSD was trading at 1.1000, then the...

simonsonjack

#### Expected Behavior Pandas dataframe History objects should map the integer weekdays 0 to 6 from Monday to Sunday. See reference: https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DatetimeIndex.dayofweek.html for #### Actual Behavior Instead, they appear to...

rosswendt

#### Expected Behavior `LiveOptionChainProvider` should not return expired contracts. #### Actual Behavior `LiveOptionChainProvider` may return expired contracts leading to the following runtime error when we try to subscribe it to...

AlexCatarino

#### Expected Behavior If an option expires worthless, the "fill" price should be zero, and the message should not be only OTM but also contain the underlying price, so we...

AlexCatarino

#### Expected Behavior [Riskfolio-Lib](https://riskfolio-lib.readthedocs.io/en/latest/) is a library for making portfolio optimization and quantitative strategic asset allocation in Python #### Checklist - [x] I have completely filled out this template -...

AlexCatarino

#### Expected Behavior [hurst](https://github.com/Mottl/hurst) is a small Python module for analysing random walks and evaluating the Hurst exponent (H). #### Checklist - [x] I have completely filled out this template...

AlexCatarino

The world is changing, and this is one of the global changes happening. Go to repo Settings > Branches, and click on pencil (Rename) button to rename `master` branch to...

v-karbovnichy

https://github.com/QuantConnect/Lean/issues/106 I want to add a new market,,eg.,Chinese stock market. The above post says is easy, it says: Adding a market should be fairly simple. You'll need to add the...

qtbgo

#### Expected Behavior Be able to upload machine learning models that are trained locally. #### Actual Behavior Not supported. Users need to use the `Download` method that returns a `string`...

AlexCatarino

#### Expected Behavior The mission of [ThunderGBM](https://github.com/Xtra-Computing/thundergbm) is to help users easily and efficiently apply GBDTs and Random Forests to solve problems. ThunderGBM exploits GPUs to achieve high efficiency. ####...

AlexCatarino