Martin-Molinero

Results 78 issues of Martin-Molinero

#### Expected Behavior - Update to Python 3.8 #### Actual Behavior - Using deprecated python 3.6 #### Potential Solution - Update foundation docker image - Retest everything using python 3.8,...

feature

#### Expected Behavior - Order is placed or rejected correctly #### Actual Behavior ``` 2022-07-27T20:40:24.8865635Z ERROR:: BacktestingBrokerage.Scan(): System.NullReferenceException: Object reference not set to an instance of an object. at QuantConnect.Orders.Fills.EquityFillModel.IsExchangeOpen(Security...

bug

#### Expected Behavior - The securities cache is reset only when it's no longer used #### Actual Behavior If a universe removes a configuration from the data stack which isn't...

bug

#### Expected Behavior - `AddFutureOption` follows the `AddSecurity/Equity/Option/Future.. etc` pattern #### Actual Behavior - Current implementation is `public void AddFutureOption(Symbol symbol, Func optionFilter = null)` #### Potential Solution - Add...

refactor

#### Expected Behavior - There is a discrepancy in the count of contracts in the open interest and quote future/option files. With quote files having a higher count. This might...

bug

#### Expected Behavior - No nondeterministic behavior #### Actual Behavior - https://github.com/QuantConnect/Lean/pull/6245 helped uncover a non deterministic behavior of fill forward resolution. `CustomUniverseWithBenchmarkRegressionAlgorithm` is adding and removing a Minute resolution...

bug

### Environment - Pythonnet version: latest/current master - Python version: * - Operating System: * - .NET Runtime: * ### Details With the objective of achieving the fastest pythonnet as...

- For live & backtest deployments add support for specifying a python virtual environment LEAN should use. This can be achieved by setting the `"python-venv"` config value for Lean. -...

- Project parameters are currently a key, value collection. But ideally we should be able to store the min/max/step properties too, so they are stored when performing an optimization

- There's currently no way to estimate a local optimization execution. This functionality should first be added to Lean itself see https://github.com/QuantConnect/Lean/tree/master/Optimizer.Launcher The lean CLI should give Lean an estimate...