QuantConnect / QuantConnect/Lean
Rachev Ratio Indicator
Open
Nobody has claimed this yet.
feature
indicator
- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
Expected Behavior
Lean has a built-in indicator to compute the Rachev Ratio
Actual Behavior
Not implemented
Potential Solution
Add the Rachev Ratio indicator
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
The issue does not name any implementation files, tests, or entry points. Start by locating existing Lean indicator implementations and their tests, then verify the Rachev Ratio definition and expected inputs before choosing the appropriate integration point. Done means the indicator is implemented and covered by tests demonstrating its expected calculation.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- fintech-quant
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 35/100