QuantConnect / QuantConnect/Lean
Add Option and Future performance benchmark
Open
Nobody has claimed this yet.
consistency
feature
good first issue
performance
testing
- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
Expected Behavior
- There is a Futures and Options performance algorithm benchmark
Actual Behavior
- None available, see https://github.com/QuantConnect/Lean/tree/master/Algorithm.CSharp/Benchmarks and https://www.quantconnect.com/performance
Potential Solution
Implement
Reproducing the Problem
N/A
System Information
N/A
Checklist
- I have completely filled out this template
- I have confirmed that this issue exists on the current
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
- I have provided detailed steps to reproduce the issue
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start in Algorithm.CSharp/Benchmarks and compare the existing benchmark implementations with the performance information linked in the issue. Add a Futures and Options performance benchmark consistent with the repository's existing benchmarks, then verify that it is available through the project's performance benchmark workflow.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- performance
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 35/100