QuantConnect / QuantConnect/Lean
Review Alpha Model: HistoricalReturnsAlphaModel
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@DerekMelchin is already working on this.
Since Mar 17, 2023.
bug
framework
impact-medium
- Dominant language
- C#
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Description
Expected Behavior
HistoricalReturnsAlphaModel remove the consolidator when the security is removed and recalculates indicators on a split/dividend event.
Actual Behavior
HistoricalReturnsAlphaModel does not remove the consolidator when the security is removed and does not recalculate indicators on a split/dividend event.
Potential Solution
Implement the features.
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.
Assessment
This issue has not been assessed yet.