Lean

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ApiDataProvider Hour, Daily Data Refresh For Delisted Assets

2

Hour and daily data do not get re-downloaded when it's out of date. Ideally, the CLI should check the age of the file / the last date of the daily...

jaredbroad

#### Expected Behavior - Upgrade [tsfresh](https://pypi.org/project/tsfresh/) to the newer version. QuantConnect Foundation has `tsfresh` v0.15.1 (March 2020) #### Checklist - [x] I have completely filled out this template - [x]...

AlexCatarino

#### Expected Behavior While backtesting stream logs to a temporary file instead of holding in memory to prevent memory issues. #### Actual Behavior Hold entire log in memory #### Potential...

jaredbroad

Create a helper class that accepts order tickets and calculates the profit-loss on the set of orders its managing, independent of the portfolio holdings. This could allow creating multiple "Trades"...

jaredbroad

#### Expected Behavior The Bokeh library is still supported #### Actual Behavior The Bokeh is no longer supported. #### Potential Solution Add back support for Bokeh #### Reproducing the Problem...

DerekMelchin

`IndicatorExtensions` cannot be used with `PythonIndicator`

4

#### Expected Behavior `IndicatorExtensions` can be used with `PythonIndicator` for all method (`Of`, `Over`,...) #### Actual Behavior For `Of`: It will throw error of `Cannot perform runtime binding on a...

LouisSzeto

#### Expected Behavior If we make a history request for a dataset that uses BaseCollection, the DataFrame has columns for each data property. #### Actual Behavior If we make a...

DerekMelchin

#### Motivation and Context [Yuzu ](https://www.yuzu.dev/)offers live data streaming connections for a large set of markets at favorable prices. Link to relevant section in documentation: [Yuzu Live Streaming](https://docs.yuzu.dev/live-streaming/getting-started) #### Expected...

ArthurAsenheimer

Implement TD Sequential Candlestick Indicator

2

#### Expected Behavior To implement [TD Sequential Candlestick Indicator](https://oxfordstrat.com/trading-strategies/td-sequential-1/) in LEAN. #### Reproducing the Problem NA #### System Information NA #### Checklist - [X] I have completely filled out this...

LouisSzeto

Missing Option Strategies

1

#### Expected Behavior We have an OptionStrategy definition for each Option strategy. #### Actual Behavior We are missing the following Option strategies: - Call back spread - Put back spread...

DerekMelchin