Lean

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#### Expected Behavior Open, High, and Low information is available in Coarse Fundamental #### Actual Behavior Only provides Close. #### Potential Solution Adds OHL to Coarse Fundamental. #### Reproducing the...

AlexCatarino

#### Expected Behavior [Alphalens](https://pypi.org/project/alphalens/) is a Python Library for performance analysis of predictive (alpha) stock factors. #### Checklist - [x] I have completely filled out this template - [x] I...

AlexCatarino

OpenInterestFutureUniverseSelectionModel doesn't work with Python

1

#### Expected Behavior We can add a `OpenInterestFutureUniverseSelectionModel` to a Python algorithm. #### Actual Behavior We can add a `OpenInterestFutureUniverseSelectionModel` to a C# algorithm but not a Python algorithm. ####...

DerekMelchin

Add Volume to QuoteBar

14

QuoteBar does not provide volumes, but my broker Oanda provides volumes, and since all instruments are managed as QuoteBar, I dont have access to volumes in Lean. Is it possible...

ebengtso

Improperly being Margin Called when selling option spreads

3

When selling a bear put spread (Sell put with strike higher than a put you buy, same quantity and expiration), we hedge ourselves by buying a put against the one...

mattmcwaters

#### Expected Behavior We can add a tag to an insight or portfolio target similar to `Order.Tag`. #### Actual Behavior Not supported. #### Potential Solution Implement the property `Tag` for...

ArthurAsenheimer

Implement NullMarginModel for Live Trading

5

#### Expected Behavior Live trading should lean on the brokerage margin limitations and not impose them in LEAN. #### Actual Behavior LEAN models restrict brokerage margin. #### Potential Solution 1)...

jaredbroad

#### Expected Behavior Ray library works without breaking #### Actual Behavior calling ray.init() throws error #### Reproducing the Problem `class Algo(QCAlgorithm): def Initialize(self): import ray ray.init()` #### Checklist - [x]...

varuk

#### Expected Behavior If we emit a down insight with a weight, the InsightWeightingPortfolioConstructionModel creates targets to sell the security. #### Actual Behavior If we emit a down insight with...

DerekMelchin

Feature Python Virtual Environment Support

2

#### Description - Add support for python virtual environments in Lean, allowing overriding of base libraries with py venv directory config value ("python-venv") for local use or job packet var...

C-SELLERS