Lean

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#### Expected Behavior Lean modules should not raise unhandled exceptions. #### Actual Behavior The python version of `StandardDeviationExecutionModel` raised the following exception: ``` Runtime Error: Trying to dynamically access a...

AlexCatarino

#### Expected Behavior We have example C# algorithms that use the [new Microsoft.Data.Analysis library](https://github.com/QuantConnect/Lean/issues/5993#issuecomment-1227315344) to wrangle DataFrames #### Actual Behavior We don't have C# example algorithms that demonstrate how to...

DerekMelchin

#### Expected Behavior We have example algorithms for [TensorFlow.Keras 0.7.0](https://github.com/QuantConnect/Lean/issues/4419#issuecomment-1227311164) and [Microsoft.ML.TensorFlow](https://github.com/QuantConnect/Lean/issues/5053#issuecomment-1227313831). #### Actual Behavior We don't have examples algorithms for these C# libraries #### Potential Solution Add example algorithms....

DerekMelchin

Library request: OR-Tools - Google Optimization Tools

1

#### Expected Behavior Supports Google Optimization Tools (a.k.a., [OR-Tools](https://github.com/google/or-tools)) is an open-source, fast and portable software suite for solving combinatorial optimization problems. It's available for both Python and C#. ####...

AlexCatarino

Adds Sortino Ratio to Algorithm Statistics and Report

1

#### Expected Behavior The Sortino Ratio is available in Algorithm Statistics and Report. #### Actual Behavior The Sortino Ratio is not available in Algorithm Statistics and Report, but it is...

AlexCatarino

#### Expected Behavior All FTX Pairs supported #### Actual Behavior Some data missing "ALGOUSD", "APEUSD", "ATOMUSD", "BATUSD", "BTTUSD", "CVXUSD", "FXSUSD", "GMTUSD", "LDOUSD", "NEARUSD" #### Potential Solution Update Symbol Properties Database...

jaredbroad

Model Interest Paid on Leveraged Assets

5

Leverage is currently free in LEAN. Implement a system for deducting interest charges from cash when holding leveraged stock overnight. Apply a default interest rate of 1.5% on the leveraged...

jaredbroad

#### Expected Behavior Custom data types should be able to update security OHLC properties if they contain user defined OHLC fields that follow a name convention (e.g: "Open", "High", etc.)...

D1mi3

- Minor config tweaks

Martin-Molinero

#### Expected Behavior GetFilePath creates the file path if it doesn't exist #### Actual Behavior GetFilePath doesn't create the file path if it doesn't exist #### Potential Solution N/A ####...

DerekMelchin