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Windows reserved file names

1

#### Expected Behavior - We correctly handle, and in a normalized manner, this windows reserved file and directories names #### Actual Behavior - Different classes handle this issue in their...

Martin-Molinero

CryptoFuture Maintenance Margin

7

#### Expected Behavior The initial margin changes with leverage, but TotalMarginUsed is always the same. Is this correct? #### Actual Behavior `self.AddCryptoFuture("BTCUSDT", leverage=1)`  `self.AddCryptoFuture("BTCUSDT", leverage=10)`  #### Reproducing the...

ChengYen-Tang

CryptoFutureMarginModel - GetInitialMarginRequirement doesn't consider order type

3

#### Expected Behavior `GetInitialMarginRequirement` calculates the margin required to open a position and in cases of a limit order, it should calculate the position value based on the limit price...

fishstoryyy

#### Expected Behavior Crypto Futures without an underlying can get a conversion rate. #### Actual Behavior ``` ERROR:: No tradeable pair was found for currency API3, conversion rate to account...

AlexCatarino

#### Expected Behavior Ability to get accurate start and end equity readings. #### Actual Behavior Only have chart sampling and streamed equity which can vary depending on the streamed data....

jaredbroad

Implement Risk Metrics: Value At Risk

6

#### Expected Behavior Portfolio Statistics include Value at Risk (VaR) #### Actual Behavior Not supported #### Checklist - [x] I have completely filled out this template - [x] I have...

AlexCatarino

#### Expected Behavior #### Actual Behavior - Currently DownloaderDataProvider can take a single downloader instance. This class is used by the lean cli when passing data providers to use ####...

Martin-Molinero

#### Expected Behavior According to Black-Scholes-Merton model, continuous dividend yield shall be handled when estimating IV and Delta #### Actual Behavior The current `ImpliedVolatility` and `Delta` indicators are not handling,...

LouisSzeto

OpenInterestFutureUniverseSelectionModel - Failed to get historical open interest

2

#### Expected Behavior OpenInterestFutureUniverseSelectionModel works w/o error #### Actual Behavior ``` self.AddUniverseSelection( OpenInterestFutureUniverseSelectionModel( self, lambda utc_time: [Symbol.Create(Futures.Indices.SP500EMini, SecurityType.Future, Market.CME)] ) ) ``` works in Python https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_be173aeb8eab0ab765cd6c13b5e6ebb8.html But the C# equivalent...

DerekMelchin

#### Expected Behavior When a split happens, LEAN liquidates option positions with market (with the last bid/ask of the day) or market-on-open orders. #### Actual Behavior LEAN liquidates option positions...

AlexCatarino