Louis Szeto

Results 54 issues of Louis Szeto

#### Expected Behavior Default `OnEndOfDay(Symbol symbol)` for `Market.HKFE` should be at 15:50 HKT #### Actual Behavior It is at 11:50AM HKT, the end of morning session #### Potential Solution Change...

bug

#### Expected Behavior TensorFlow Decision Forests (TF-DF) is a collection of state-of-the-art algorithms for the training, serving and interpretation of Decision Forest models. The library is a collection of [Keras](https://keras.io/)...

library-request

Reference: https://www.quantconnect.com/forum/discussion/13844/adding-wavetrend-oscillator-to-indicator-library/p1 #### Expected Behavior Support of WaveTrend Oscillator #### Actual Behavior Nil support #### Potential Solution Addition of the new indicator, formulated at https://tr.tradingview.com/script/2KE8wTuF-Indicator-WaveTrend-Oscillator-WT/ #### Checklist - [X] I...

feature
indicator

#### Expected Behavior Be able to create a custom option exercise model in Python. #### Actual Behavior It's not possible since there is no wrapper. #### Potential Solution Implement a...

bug

#### 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 Likewise, if it does not fit anymore (outdated), it should...

bug

#### Expected Behavior using `contractDepthOffset = n` could get both front and back contracts in particular. #### Actual Behavior https://www.quantconnect.com/forum/discussion/12644/continuous-futures-support/p1/comment-39158 The maximum contract depth is unknown, so back contract cannot...

The problem described in [this forum](https://www.quantconnect.com/forum/discussion/13228/code-sharing-between-different-projects-with-c-in-local-and-cloud-development/p1) post is reproducible. Following the tutorial from [CLI's docs](https://www.quantconnect.com/docs/v2/lean-cli/projects/libraries/project-libraries) will yield the same error.

bug

With reference to [this community post](https://www.quantconnect.com/forum/discussion/12449/add-gpu-in-learn-locally/p1) Since GPUs in local machines are not utilized in LEAN CLI, the support for extra computational power by GPUs for machine learning in the...

#### Expected Behavior `IndicatorExtensions` can be used with `PythonIndicator` for all method (`Of`, `Over`,...) #### Actual Behavior For `Of`: It will throw error of `Cannot perform runtime binding on a...

bug

#### Expected Behavior To implement [TD Sequential Candlestick Indicator](https://oxfordstrat.com/trading-strategies/td-sequential-1/) in LEAN. #### Reproducing the Problem NA #### System Information NA #### Checklist - [X] I have completely filled out this...

feature
indicator
good first issue