QuantConnect / QuantConnect/Lean
Securities Selected in Coarse/FineFundamental Have Market Price Set
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- Dominant language
- C#
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Description
Expected Behavior
Securities selected in Coarse/FineFundamental have the market price set.
Actual Behavior
Price is zero, and algorithms need to implement initialization logic to be able to place orders.
Potential Solution
Use CoarseFundamental members Price, PriceFactor, and SplitFactor (AdjustedPrice) to set the market price of the security.
Reproducing the Problem
Call SetHoldings in OnSecuritiesChanged method.
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 with the CoarseFundamental and FineFundamental security-selection flow, then reproduce the issue by calling SetHoldings from OnSecuritiesChanged. Check how Price, PriceFactor, and SplitFactor are handled when selected securities are added, and verify that a selected security has a usable market price for order placement.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- backend, fintech-quant
- Issue type
- Bug
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 45/100