Lean

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…. Matches TD Ameritrade git repo [QuantConnect/Lean.Brokerages.TDAmeritrade](https://github.com/QuantConnect/Lean.Brokerages.TDAmeritrade/pull/1) #### Description Adding brokerage support for TD Ameritrade #### Related Issue #4647 #### Motivation and Context #### Requires Documentation Change #### How Has...

bmello4688

Can't Maximize Position Size of OptionStrategies

4

#### Expected Behavior We can place an order with OptionStrategies to maximize the position size (minimize the amount of margin remaining). #### Actual Behavior When we try to maximize the...

DerekMelchin

#### Expected Behavior If we don't provide a `universeFilterFunc` to the `Universe.ETF` method, the [universe selects all of the ETF constituents](https://github.com/QuantConnect/Lean/blob/master/Common/Data/UniverseSelection/ETFConstituentsUniverse.cs#L37). #### Actual Behavior If we don't provide a `universeFilterFunc`...

DerekMelchin

#### Expected Behavior LEAN provides an example of `IndicatorVolatilityModel` for documentation. #### Actual Behavior There is no example for this feature. #### Potential Solution Adds an example and/or unit tests....

AlexCatarino

#### Expected Behavior Be able to create a custom shortable provider in Python. For example, the algorithm could fetch the data from Dropbox using the `Download` method or can define...

AlexCatarino

Add Fundamental History Method to Backtester

6

#### Expected Behavior History requests for fundamental data is implemented in both the research and backtesting environment. #### Actual Behavior History requests for fundamental data is not implemented in the...

DerekMelchin

#### Expected Behavior - There is a discrepancy in the count of contracts in the open interest and quote future/option files. With quote files having a higher count. This might...

Martin-Molinero

Enable candle charts using TradeBar

12

Currently, users cannot create candle charts with information of a single TradeBar. For instance, if they want a minute-resolution candle, they need to use second resolution data. If they push...

AlexCatarino

#### Expected Behavior As of November 29, 2021, Oanda's market hours for FX and metals have a 5-minute break at "market close" between 4:58 - 5:03 PM EST where new...

adamvvu

#### Expected Behavior Supports [Limit On Open](https://www.interactivebrokers.com/en/index.php?f=590) and [Limit On Close](https://www.interactivebrokers.com/en/trading/orders/loc.php) order types. #### Actual Behavior Unsupported. #### Potential Solution Implement these order types. #### Checklist - [x] I have...

AlexCatarino