Lean

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#### Expected Behavior When testing TSI and TRIX indicators (which depend on EMA) against TradingView data, tests don't pass. According to [TradingView's description of EMA](https://www.tradingview.com/scripts/ema/?solution=43000502589#:~:text=For%20the%20first%20EMA%2C%20we%20use%20the%20SMA(previous%20day)%20instead%20of%20EMA(previous%20day).), the first value after the...

jhonabreul

Add remove/unregister indicator algorithm helper method

1

#### Expected Behavior The RsiAlphaModel creates manual indicators, since we can't assume the universe is fixed. #### Actual Behavior The RsiAlphaModel creates automatic indicators. #### Potential Solution Update the RsiAlphaModel...

DerekMelchin

#### Expected Behavior No reference to QuantQuote since it's no longer the US Equities data vendor. #### Actual Behavior The following files still say QuantQuote is the source of the...

AlexCatarino

#### Expected Behavior Data is timestamped with end-of-period time. #### Actual Behavior Data is timestamped with start-of-period time due to this implementation: https://github.com/QuantConnect/Lean/blob/master/Research/QuantBook.cs#L846:L850 #### Potential Solution Replace `Time` for `EndTime`....

AlexCatarino

Adds Hurst Exponent Indicator

3

#### Expected Behavior Hurst Exponent Indicator is part of Lean indicator collection. #### Actual Behavior Hurst Exponent Indicator is not part of Lean indicator collection. #### Potential Solution Implement Hurst...

AlexCatarino

#### Expected Behavior We can choose between Market On Open orders and Market On Close orders when using Daily resolution. Market On Open orders might be more realistic in general,...

EmilioFreire

IndicatorExtensions with QuantBook (Jupyter) Compatibility

1

#### Expected Behavior I expect indicators to be chained togethe using the IndicatorExtensions capabilities. #### Actual Behavior There doesn't appear to be any chaining of the Indicators. #### Potential Solution...

d-walsh

#### Expected Behavior The repo only contains fill models that are necessary. #### Actual Behavior The repo contains the LastPriceFillModel, but it's no longer necessary. [The comments in the source...

DerekMelchin

#### Expected Behavior Be able to use this pandas.DataFrame [slicers](https://pandas.pydata.org/docs/user_guide/advanced.html#using-slicers). #### Actual Behavior PandasMapper throws KeyError exception: ``` raise KeyError(f"No key found for either mapped or original key. Mapped Key:...

AlexCatarino

Outdated OptionContract is not removed from OptionChain

2

#### Expected Behavior When an option contract fits the criteria of the filter, it will be added to the OptionChain. Likewise, if it does not fit anymore (outdated), it should...

LouisSzeto