QuantConnect / QuantConnect/Lean
Add Algorithm Setting to Fill-Forward Universe Data
Open
Nobody has claimed this yet.
feature
- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
Expected Behavior
Ability to choose when universes repeat old data again (fill-forward) according to market hours.
Actual Behavior
Universes only trigger when new universe on disk.
Potential Solution
Implement fill forward wrapper for universe data enumerators.
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 universe data enumerators and the market-hours logic in Lean; the issue names no specific file, entry point, or test. Trace how on-disk universe updates trigger processing, and consider the work complete when a configurable fill-forward behavior repeats old universe data according to market hours.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- backend, data
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100