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on_data/consolidator fails to report on data that is present in history requests

4

This bug is a comparison of on_data and history data to demonstrate that on_data fails to be called when there is actual data, resulting in missed data for consolidators and...

alexschwantes

OptionFilterUniverse Expiration is confusing and inefficient

1

#### Expected Behavior When filtering options with OptionFilterUniverse.Expiration() the [documentation](https://www.lean.io/docs/v2/lean-engine/class-reference/classQuantConnect_1_1Securities_1_1ContractSecurityFilterUniverse.html#a4d453d09500c1671dceddf7355deec8c) says "minExpiry: The minimum time until expiry to include, for example, `TimeSpan.FromDays(10)` would exclude contracts expiring in less than 10...

pandiani42

Add Daily & Hour with extended market hours

4

#### Expected Behavior `self.history[TradeBar](self._symbol, 30, Resolution.DAILY, extended_market_hours=False)` should return data only within market hours #### Actual Behavior It instead returns extended_market_hours=True data While the following test is configured for IB...

alexschwantes

#### Expected Behavior The following command: > lean data generate --start 20200101 --end 20200131 --security-type Future --tickers NG --market NYMEX --resolution Minute and >lean data generate --start 20250801 --end 20250805...

AlexCatarino

Implement default custom data json reader

4

#### Expected Behavior Either the entire file contents or a proper json fragment is sent to the `Reader` method or the documentation needs to be updated [here ](https://www.quantconnect.com/docs/v2/writing-algorithms/importing-data/streaming-data/custom-universes/json-format-example#02-Data-Format) to not...

powerdude

Support python virtual environment in Report

1

#### Expected Behavior Read python venv from configuration file and support virtual environment in Report project #### Actual Behavior 1. Add "python-venv" in Report's configuration 2. Activate python virtuan environment...

CasinoHe

#### Expected Behavior Custom data supports the Parquet file format. #### Checklist - [x] I have completely filled out this template - [x] I have confirmed that this issue exists...

AlexCatarino

#### Expected Behavior `TotalCloseProfit` takes into account market hours. For example, if the market is closed for Equity and Options, it cannot use the bid/ask to calculate the holdings value....

AlexCatarino

Data types can define how they update security cache

1

#### Expected Behavior - Data sources can define a way to update the security cache price properties See related https://github.com/QuantConnect/Lean/pull/7808 #### Actual Behavior Not possible. Security cache class knows how...

Martin-Molinero

#### Expected Behavior The RandomDataGenerator should support parallel execution to improve performance. Ideally, tick generation for different symbols would run concurrently while maintaining deterministic output. #### Actual Behavior Currently, the...

JosueNina