QuantConnect / QuantConnect/Lean

Missing feature handle stock halts and suspensions

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#5,275 4 comments 1 reaction 0 assignees View on GitHub

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feature
Dominant language
C#
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Description

Expected Behavior

Lean should handle cases of stock suspensions and halts correctly.

There are cases where the SEC intervenes in the market to halt trading activity due to serious concerns about a company's assets, operations, or other financial information. e.g. Luckin Coffee Inc on 2020-04-07

In other cases, due to other reasons, The security halts the trading on a given date. e.g. Biogen on 2020-11-06

Actual Behavior

Lean complains there is missing data when, in reality, there was no data at all for that period.

Potential Solution

Implement the suspension in the map files.

Reproducing the Problem
System Information
Checklist
  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues
  • I have provided detailed steps to reproduce the issue

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

The issue identifies map files as the likely area but names no specific file or test. Start by locating the map files and reviewing how missing data is currently handled for stock history. Done means halted or suspended periods are represented without Lean reporting missing data incorrectly.

Written by the indexing model from the issue text.

Assessment

Tech stack
csharp
Domain
data
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Quiet
Clarity
Needs clarification
Newbie friendliness
42/100

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