QuantConnect / QuantConnect/Lean
Option Strategies SetHoldings/Target
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Nobody has claimed this yet.
depth
feature
- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
Expected Behavior
- Add support for
SetHoldings(strategy, 1)/PortfolioTarget. See https://github.com/QuantConnect/Lean/issues/5693#issuecomment-1381056860
Actual Behavior
- Missing sugar syntax so the users can easily set portfolio targets for strategies
Potential Solution
- Implement QCAlgorithm API SetHoldings(strategies)/PortfolioTarget
- Add C# & Py regression algorithm asserting behavior
Reproducing the Problem
N/A
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 by locating the existing QCAlgorithm SetHoldings API and PortfolioTarget handling. Review how strategies are represented, then add the requested strategy-target syntax and create C# and Python regression algorithms that assert the behavior is supported.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp, python
- Domain
- api, fintech-quant
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 38/100