Jhonathan Abreu

Results 33 issues of Jhonathan Abreu

#### Description Add `GetParameter()` overloads to handle automatic parameter value conversion to numeric types when possible, #### Related Issue Closes #6449 #### Motivation and Context N/A #### Requires Documentation Change...

#### Description - Add extended market hours for futures in `QCAlgorithm.Ad()` methods. - The market hours database was updated to include extended hours for futures (sourced from IB TWS locally)....

#### Expected Behavior After FOP delisting, market capacity calculation should run smoothly, it should consider that option's underlying might be already delisted and removed before trying to calculate buying power....

bug

#### 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...

Add code analysis to the CI so we can detect errors that otherwise would be found at runtime, like "missing require position arguments" when adding a new argument to an...

#### Description This ads a general solution for immediate universe selection for: - Continuous futures universes - Future chain universes - Constituents universes - ETF constituents universes - Fundamentals -...

#### Expected Behavior The ROC is updated with real data, where using a forecasted value would make sense only for the last value. #### Actual Behavior The ReturnsSymbolData instance gets...

bug
impact-low
framework

Same as #7483 Separate issues were created to reduce the noise of the changes by working on each PCM separately. #### Checklist - [x] I have completely filled out this...

bug
impact-low
framework

#### Expected Behavior Lean can resolve orders into the possible several position groups that would be formed if position groups being held get impacted by the trades. #### Actual Behavior...

bug
impact-low

_Originally posted by @jhonabreul in https://github.com/QuantConnect/Lean/issues/7221#issuecomment-1526022776_ #### Expected Behavior The Liquidate API takes care of multi-asset position groups (like option strategies) by liquidating them in batch (with a group order)...

feature
depth