Jared

Create a helper class that accepts order tickets and calculates the profit-loss on the set of orders its managing, independent of the portfolio holdings. This could allow creating multiple "Trades"...

Add Orderbook Support to LEAN

7

Build a full order book using quote ticks, trades and make it available on the Crypto security type.

#### Expected Behavior All FTX Pairs supported #### Actual Behavior Some data missing "ALGOUSD", "APEUSD", "ATOMUSD", "BATUSD", "BTTUSD", "CVXUSD", "FXSUSD", "GMTUSD", "LDOUSD", "NEARUSD" #### Potential Solution Update Symbol Properties Database...

Model Interest Paid on Leveraged Assets

5

Leverage is currently free in LEAN. Implement a system for deducting interest charges from cash when holding leveraged stock overnight. Apply a default interest rate of 1.5% on the leveraged...

Seeking Feedback for Potential PR: Method Binder IsAssignable From

2

One of our team (@mchandschuh) suggested this line could be substituted for a "IsAssignableFrom" check. https://github.com/pythonnet/pythonnet/blob/master/src/runtime/methodbinder.cs#L60 The plan would be to make the generic-locator code more effective. mhandschuh [4:11 PM]...

#### Expected Behavior Ability to get accurate start and end equity readings. #### Actual Behavior Only have chart sampling and streamed equity which can vary depending on the streamed data....

Expand IB to Support CFD Products

5

#### Expected Behavior LEAN supports a CFD brokerage. #### Actual Behavior With OANDA moving European clients to OANDA TWS; and that entity not supporting API's, they can no longer use...

Premier Stochastic Oscillator Indicator

4

#### Expected Behavior Support "Premier Stochastic Oscillator" - https://www.investopedia.com/articles/trading/10/premier_stochastic_oscillator_explained.asp - https://www.tradingview.com/script/xewuyTA1-Indicator-Premier-Stochastic-Oscillator/ #### Actual Behavior No implementation of "Premier Stochastic Oscillator" #### Potential Solution Implement "Premier Stochastic Oscillator" #### Checklist -...

Squeeze Momentum Indicator

9

#### Expected Behavior Supports "John Carter's TTM Squeeze Momentum Indicator" #### Actual Behavior No implementation of "Squeeze Momentum Indicator" #### Potential Solution Implement "Squeeze Momentum Indicator". Add unit tests ####...

#### Expected Behavior It might be nice to have the ability to skip processing data if an algorithm only cares about a few minutes per day of data. Eg. An...