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Expand IndicatorHistory Indicator Property Coverage

1

#### Expected Behavior The following code block includes a column for the `short_average` attribute. ``` qb = QuantBook() symbol = qb.add_equity('SPY', Resolution.DAILY).symbol indicator = RelativeMovingAverage(20) qb.indicator(indicator, symbol, timedelta(365), Resolution.DAILY) ```...

DerekMelchin

#### Expected Behavior We can find the StorageLimit and StorageFileCount programmatically: ```csharp var storageLimit = ObjectStore.StorageLimit; var storageFileCount = ObjectStore.StorageFileCount; if (ObjectStore.Count() == ObjectStore.StorageFileCount) { Log("You hit the maximum number...

AlexCatarino

Log the Number of Active Subscriptions Before and After Warm Up

1

#### Expected Behavior Before and after warm-up, we are informed of the number of subscriptions, including internal. #### Actual Behavior We don't have this information. #### Motivation Knowing the number...

AlexCatarino

#### Expected Behavior The `ARIMA` method and the `AutoRegressiveIntegratedMovingAverage` constructor both accept an `intercept` argument. #### Actual Behavior Only the `AutoRegressiveIntegratedMovingAverage` constructor accepts the argument. #### Potential Solution N/A ####...

DerekMelchin

#### Expected Behavior This algorithm runs without error ``` class FilteredIdentityAlgorithm(QCAlgorithm): def initialize(self) -> None: self._symbol = self.add_equity("SPY", Resolution.DAILY).symbol self._filtered_identity = FilteredIdentity("SPY", filter = lambda x: x.Close > x.Open) ```...

DerekMelchin

`end_time` property of count consolidators set incorrectly.

1

#### Expected Behavior The count consolidators' `working_data` as well as the consolidated `TradeBar` objects should have `end_time` properly reflecting the `end_time` of the latest bar. #### Actual Behavior The `end_time`...

jibidnd

#### Expected Behavior LEAN support [Coinbase Futures](https://www.coinbase.com/en-pt/learn/futures), which are "classical" futures with expiration. #### Actual Behavior Not supported. #### Checklist - [x] I have completely filled out this template -...

AlexCatarino

UserDefinedUniverse should have constructor that takes a Func<DateTime, IEnumerable<Symbol>>

1

#### Expected Behavior Should be able to construct a universe using a selector that returns symbols to match the one that can return strings. `CustomUniverse` and `CustomUniverseSelectionModel` should also be...

powerdude

#### Expected Behavior Recommend users to use `AddUniverse(Func selector)` instead of `AddUniverse(Func coarseSelector, Func fineSelector)`, which should be marked as obsolete. #### Actual Behavior New users stop using `AddUniverse(Func coarseSelector,...

AlexCatarino

#### Expected Behavior If the PortfolioTarget has a Tag, the orders generated by the Execution Model have the same tag. By the way, the Execution Model should allow for (or...

AlexCatarino