QuantConnect / QuantConnect/Lean
Ensemble Algorithm Support
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- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
Expected Behavior
Run multiple QCAlgorithm with dynamic buying power allocation between them and independently managed portfolios.
Actual Behavior
Only support single algorithm instances.
Potential Solution
Multi Algorithm manager.
Checklist
x I have completely filled out this template
x I have confirmed that this issue exists on the current master branch
x I have confirmed that this is not a duplicate issue by searching issues
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
No files, tests, or entry points are named. Start by mapping how Lean currently runs a single QCAlgorithm and manages buying power and portfolios; done means multiple algorithms can run with dynamic allocation and independently managed portfolios.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- backend, fintech-quant
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100