Lean

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Futures extended market hours not supported

2

#### Expected Behavior Futures Market hours differs widely between securities. - Some have only one regular open market segment, e.g. Live Cattle [LE](https://www.cmegroup.com/trading/agricultural/livestock/live-cattle_contract_specifications.html) - Others have multiple regular open market...

Jay-Jay-D

Library Update Request: CatBoost

1

#### Expected Behavior Supports v. 0.24 #### Actual Behavior Supports v. 0.23.2 #### Potential Solution Update [CatBoost](https://pypi.org/project/catboost/). #### Checklist - [x] I have completely filled out this template - [x]...

AlexCatarino

#### Expected Behavior If we define an `OnData` method that accepts a `FuturesChains` argument, LEAN passes the `FuturesChains` to the method. #### Actual Behavior The algorithm manager doesn't call an...

DerekMelchin

Security.Exchange.Hours.RegularMarketDuration Python Method for VX future

1

Hi, I would like to get the regular market duration for VX future, however when I called Security.Exchange.Hours.RegularMarketDuration, I got a wrong result. #### Expected Behavior ![screen shot 2018-08-27 at...

Yulong916

Implement WaveTrend Oscillator Indicator

4

Reference: https://www.quantconnect.com/forum/discussion/13844/adding-wavetrend-oscillator-to-indicator-library/p1 #### Expected Behavior Support of WaveTrend Oscillator #### Actual Behavior Nil support #### Potential Solution Addition of the new indicator, formulated at https://tr.tradingview.com/script/2KE8wTuF-Indicator-WaveTrend-Oscillator-WT/ #### Checklist - [X] I...

LouisSzeto

Select Option Contracts Based on Greeks

12

Option universe selection selects on price, strikes etc now but Valery requests Option Contracts selected on Greeks / Implied Volatility. Currently these are calculated in inline -- so we don't...

jaredbroad

Library Request: xlrd and openpyxl

1

#### Expected Behavior Supports [xlrd](https://pypi.org/project/xlrd/) [xlrd](https://pypi.org/project/xlrd/) is a library for reading data and formatting information from Excel files in the historical .xls format. Supports [openpyxl](https://pypi.org/project/openpyxl/) [openpyxl](https://pypi.org/project/openpyxl/) is a Python library...

AlexCatarino

No conversion path found error for ILS currency

4

#### Expected Behavior The strategy should execute without any errors My strat is for US stocks. #### Actual Behavior Receiving the following error: ``` _20220607 15:28:12.808 ERROR:: FitnessScore.Initialize(): fitness score...

superichmann

#### Expected Behavior Be able to set the `DefaultMarkets` in a Custom Brokerage Model in Python using Python dictionaries. #### Actual Behavior The requires type is `IReadOnlyDictionary`. #### Potential Solution...

AlexCatarino

#### Expected Behavior Be able to create a custom option exercise model in Python. #### Actual Behavior It's not possible since there is no wrapper. #### Potential Solution Implement a...

LouisSzeto