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Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
#### Expected Behavior LEAN automatically maintains a matrix of historical prices for all the assets currently in the universe. #### Actual Behavior Members need to manually maintain the matrix. See...
#### Description Adds support for Trailing Stop Limit Orders. These work in the same way as Trailing Stop Orders, but are executed according to a limit price which is recalculated...
#### Description Add TryDownloadData extension method #### Related Issue #### Motivation and Context #### Requires Documentation Change #### How Has This Been Tested? #### Types of changes - [ ]...
#### Expected Behavior - No test fails #### Actual Behavior - Tests are silently failing #### Potential Solution - Review the reason of failure, is it a bug in the...
#### Description Implemented the base NHNL indicator as well as Difference, Ratio & Volume Ration NHNL indicators. The architecture closely follows architecture of ADR indicators. #### Related Issue This PR...
#### Expected Behavior - Warmup does not trigger `FillForwardEnumerator received data out of order` #### Actual Behavior - FF triggering `FillForwardEnumerator received data out of order` #### Potential Solution N/A...
#### Description - Prevents unnecessary Python wrapper creation for pure C# model instances - Introduces a reusable helper method to centralize the detection logic #### Related Issue Closes #9053 ####...
#### Description Avoid emitting overlapping fill forwarded daily data when times are not midnight. `IndicatorSelectorsWorkWithDifferentOptions`: EURUSD security was receiving duplicate quote bars due to the same bug. #### Related Issue...
#### Expected Behavior The timestamps match #### Actual Behavior #### Potential Solution N/A #### Reproducing the Problem ```python class EnergeticSkyBlueButterfly(QCAlgorithm): def initialize(self): self.set_start_date(2025, 10, 29) self.set_cash(100000) self.add_equity("SPY", Resolution.MINUTE) #self.schedule.on(self.date_rules.every_day('SPY'),self.time_rules.after_market_open('SPY', 10),self._market_open)...
- Config.Get logs a lot, adjust it only to log in debug mode. For example the following should be debug mode: ``` TRACE:: Config.Get(): Configuration key not found. Key: transaction-handler...