Lean
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Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
#### Expected Behavior Supports the new Binance crypto future collateral/margin rules. See [How to Use Binance Futures Credits Trading Mode?](https://www.binance.com/en/support/faq/detail/0e857c392a2d47cebde0af762d9255ae) #### Actual Behavior Not supported. If we trade futures, e.g....
#### Description Refactor optimization statistics serialization to support custom statistics. #### Related Issue #### Motivation and Context #### Requires Documentation Change #### How Has This Been Tested? Unit tests ####...
#### Expected Behavior Regardless of async true or false; LEAN should respect the universe settings for scheduled universe selection. #### Actual Behavior Setting universe to async forces invoke of selection...
#### Expected Behavior `CrossZeroOrder` should support placing and managing **Combo order types** seamlessly, similar to how it handles other order types. #### Actual Behavior Currently, `CrossZeroOrder` does not recognize or...
#### Expected Behavior Running the following `lean data download` command I expect to get Coinbase data for ETHUSD beginning at the earlier of the starting data or first available date....
#### Expected Behavior The report contains orders/trades + custom charts (added using Plot method). #### Actual Behavior Not included. #### Potential Solution Add a table with the orders/trades and custom...
#### Expected Behavior The [python version of the FundamentalUniverseSelectionModel](https://github.com/QuantConnect/Lean/blob/master/Algorithm.Framework/Selection/FundamentalUniverseSelectionModel.py) respects PEP8 conventions. #### Actual Behavior The class uses camelCase throughout the code. #### Potential Solution Update camelCase to snake_case ####...
#### Expected Behavior - Being able to schedule an order submission at a specific date and time, getting around any brokerage limitations #### Actual Behavior N/A #### Potential Solution -...
#### Expected Behavior Calculate the downside deviation on the conclusion of a backtest -- and ideally as an optimization parameter. Add a rolling component to calculate the downside deviation on...
#### Expected Behavior Supports the Non-US Government Bond and Index Futures: Bonds: - Euro Buxl (EUREX) - Euro Bund (EUREX) - Euro Bobl (EUREX) - Euro Schatz (EUREX) - Euro...