Lean icon indicating copy to clipboard operation
Lean copied to clipboard

Lean Algorithmic Trading Engine by QuantConnect (Python, C#)

Results 531 Lean issues
Sort by recently updated
recently updated
newest added

#### Expected Behavior Dataframe of indicators don't include contants (especially if they are an input) #### Actual Behavior `VaueAtRisk`, for example, includes the period: #### Potential Solution Add `[PandasIgnore]` to...

#### Expected Behavior All values are non-zero when ready. #### Actual Behavior `SenkouB` is zero when ready. #### Potential Solution Probably adding 1 to ```csharp WarmUpPeriod = 1 + Math.Max(WarmUpPeriod,...

bug

#### Description Includes classes and models required for dYdX Brokerage implementation #### Related Issue N/A #### Requires Documentation Change N/A #### How Has This Been Tested? #### Types of changes...

#### Description Refactor ApiClient to use HttpClient. This is part of #8603 efforts to remove RestSharp dependency. The underlying RestSharp client is kept until we can remove all usages of...

#### Expected Behavior get data, tick data of this symbol :BTCUSDC #### Actual Behavior DOnt return any single row of data #### Potential Solution #### Reproducing the Problem lean live...

#### Description Use proper extended dictionary types for public properties so that Python helper methods are visible for syntax check and autocompletion #### Related Issue Spin off #9096 #### Motivation...

#### Expected Behavior The TT brokerage model validates StopLimit orders #### Actual Behavior The stop-limit validation logic in `IsValidOrderPrices` never executes. #### Potential Solution In [this line](https://github.com/QuantConnect/Lean/blob/master/Common/Brokerages/TradingTechnologiesBrokerageModel.cs#L143C53-L143C73), replace `OrderType.StopMarket` with...

bug

#### Description - Normalize log timestamp to algorithm point in time - Some minor cleanup #### Related Issue Closes https://github.com/QuantConnect/Lean/issues/9103 #### Motivation and Context N/A #### Requires Documentation Change N/A...

#### Description Implemented the `Covariance` indicator as requested in issue #6982. This indicator computes the covariance between two data series (target and reference) over a specified period using `MathNet.Numerics.Statistics.Covariance`. ####...

#### Description - Feature net10 update ``` EmptyMinute400EquityBenchmark SetStartDate(2015, 9, 1); SetEndDate(2016, 6, 15); MASTER 35.91 seconds at 1417k data points per second. Processing total of 50,883,875 data points. 35.09...