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Python Version of Black Litterman PCM Throws ValueError

1

#### Expected Behavior The python implementation of BlackLittermanOptimizationPortfolioConstructionModel matches the C# implementation. #### Actual Behavior The python implementation of BlackLittermanOptimizationPortfolioConstructionModel doesn't match the C# implementation. For instance, [this backtest](https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_def6eceba5117135cb8b7a763d518567.html) shows...

DerekMelchin

Library Request: stable-baselines3

2

#### Expected Behavior Supports [stable-baselines3](https://github.com/DLR-RM/stable-baselines3): Stable Baselines3 is a set of improved implementations of reinforcement learning algorithms in PyTorch. It is the next major version of Stable Baselines. It works...

AlexCatarino

#### Expected Behavior - Update to Python 3.8 #### Actual Behavior - Using deprecated python 3.6 #### Potential Solution - Update foundation docker image - Retest everything using python 3.8,...

Martin-Molinero

#### Expected Behavior `GetFutureHistory` and `GetOptionHistory` work for C# QuantBook #### Actual Behavior If we run ``` var qb = new QuantBook(); var gold = qb.AddFuture(Futures.Metals.Gold); gold.SetFilter(0, 90); var history...

DerekMelchin

#### Expected Behavior - Order is placed or rejected correctly #### Actual Behavior ``` 2022-07-27T20:40:24.8865635Z ERROR:: BacktestingBrokerage.Scan(): System.NullReferenceException: Object reference not set to an instance of an object. at QuantConnect.Orders.Fills.EquityFillModel.IsExchangeOpen(Security...

Martin-Molinero

#### Expected Behavior If there is Universe Selection data on the weekend, e.g. `QuiverTwitterFollowersUniverse`, the universe selector is triggered. #### Actual Behavior Universe Selection of Custom/Alternative data is not triggered...

AlexCatarino

#### Expected Behavior - The securities cache is reset only when it's no longer used #### Actual Behavior If a universe removes a configuration from the data stack which isn't...

Martin-Molinero

#### Expected Behavior - `AddFutureOption` follows the `AddSecurity/Equity/Option/Future.. etc` pattern #### Actual Behavior - Current implementation is `public void AddFutureOption(Symbol symbol, Func optionFilter = null)` #### Potential Solution - Add...

Martin-Molinero

Non-Unique Multi-Index Error in PandasConverter

5

#### Expected Behavior Be able to make a history request of tick-resolution data in Python. #### Actual Behavior The following exception is thrown: ``` Exception: cannot handle a non-unique multi-index!...

AlexCatarino

Library Request SharpLearning.XGBoost + Upgrade ML.Net

1

#### Expected Behavior Supports SharpLearning.XGBoost Updade ML.Net to the latest version. #### Actual Behavior Does not support SharpLearning.XGBoost. It is available in a separate nuget package, so we didn't get...

AlexCatarino