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Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
#### Description Prevent DivisionByZero exceptions in LEAN indicators when input data is extremely low, using a safe division method. This method returns a default or given value if the denominator...
#### Expected Behavior Framework should not through a Runtime error #### Actual Behavior Framework throws the following runtime error: ``` [ERROR] FATAL UNHANDLED EXCEPTION:Unhandled exception. System.NullReferenceException: Object reference not set...
#### Expected Behavior FrontMonth selects the front month contracts #### Actual Behavior We get options data if we use `Expiration(0, 30)`  But we get no options data if we...
#### Expected Behavior We should not get the error and the prices should convert to Raw mode automatically since the equity is not in the portfolio. #### Actual Behavior When...
#### Description This ads a general solution for immediate universe selection for: - Continuous futures universes - Future chain universes - Constituents universes - ETF constituents universes - Fundamentals -...
#### Description These changes aims to handle the cases when LEAN needs to write a file using a path that contains a Windows reserved filename. The methods added provide a...
``` System.Exception: Attempted to divide by zero. in LogReturn.cs:line 60 ---> QuantConnect.Exceptions.SystemExceptionInterpreter+SanitizedException: Attempted to divide by zero. at System.Decimal.DecCalc.VarDecDiv(DecCalc& d1, DecCalc& d2) at QuantConnect.Indicators.LogReturn.ComputeNextValue(IReadOnlyWindow`1 window, IndicatorDataPoint input) in Indicators\LogReturn.cs:line 60...
#### Expected Behavior `ImpliedVolatility` indicator values shall be close to IB's figure #### Actual Behavior It is not now #### Potential Solution We reverse-engineer an 'intrinsic value' selector as well...
```NameError: name '__pyarmor__' is not defined```  #### Checklist - [X] I have completely filled out this template - [X] I have confirmed that this...
| | QC | Latest | |----------|-------------:|------:| | pandas | 1.5.3 | 2.2.0 | | polars | 0.19.11 | 0.20.7 | #### Checklist - [X] I have completely filled out...