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Ensemble Algorithm Support

2

**Expected Behavior** Run multiple QCAlgorithm with dynamic buying power allocation between them and independently managed portfolios. **Actual Behavior** Only support single algorithm instances. **Potential Solution** Multi Algorithm manager. Checklist x...

jaredbroad

Trading Calendar thinks some trading days are holidays

5

#### Expected Behavior The `TradingDay` for `2020-11-11` should not be marked as a public holiday. #### Actual Behavior The `TradingDay` for `2020-11-11` is marked as a public holiday even though...

fumoboy007

#### Expected Behavior C# Library Request: Castle.Core https://www.nuget.org/packages/castle.core/ for profiling. #### Checklist - [X] I have completely filled out this template - [X] I have confirmed that this issue exists...

LouisSzeto

See https://github.com/QuantConnect/Lean/pull/8539

Martin-Molinero

#### Expected Behavior Ability to choose when universes repeat old data again (fill-forward) according to market hours. #### Actual Behavior Universes only trigger when new universe on disk. #### Potential...

jaredbroad

#### Expected Behavior Buying power validation is done for combo orders, so that updates are rejected if margin is not enough for the requested new order settings. #### Actual Behavior...

jhonabreul

#### Expected Behavior If the MOO doesn't fill with the first bar of day, it should be invalid (IB cancels this order) If the MOC doesn't fill with the last...

AlexCatarino

Review Euro FX Futures Expiration

5

#### Expected Behavior Models expiration of Euro FX contracts correctly. #### Actual Behavior The G contract (Feb) expires on the 14th, but we have the 17th. ![Captura de ecrã 2025-01-13...

AlexCatarino

#### Expected Behavior This algorithm throws an error message with the method names in snake_case ``` class MyAlgorithm(QCAlgorithm): def initialize(self): self.set_start_date(2024, 12, 11) self.add_equity('SPY', Resolution.DAILY).symbol self.set_warm_up(timedelta(7)) def on_data(self, data): if...

DerekMelchin

Option Chain Fill Forward | Bid Price greater than Ask Price

1

#### Expected Behavior The bid is greater than the ask (unless data is fill-forwarded). #### Actual Behavior In some cases, the bid is greater than the ask. #### Potential Solution...

AlexCatarino