QuantConnect / QuantConnect/Lean
Single day regression algorithm stats
Open
Nobody has claimed this yet.
bug
impact-low
testing
- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
Expected Behavior
- All regression algorithms behavior is covered by their stats
Actual Behavior
- Single day regression algorithms get a bunch of
0stats due to having a single performance sample. See https://github.com/QuantConnect/Lean/pull/5169/files#r559737058
Potential Solution
- Could be intra day samples
Reproducing the Problem
- See single day regression algorithms like for example
AddRemoveOptionUniverseRegressionAlgorithm,BasicTemplateOptionsFilterUniverseAlgorithm, .. etc
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 with the named single-day regression algorithms, including AddRemoveOptionUniverseRegressionAlgorithm and BasicTemplateOptionsFilterUniverseAlgorithm, and review the linked pull request discussion. Trace how their performance samples become statistics, then verify that single-day algorithms no longer produce misleading zero values and that regression algorithm behavior remains covered.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- testing
- Issue type
- Bug
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100