QuantConnect / QuantConnect/Lean
Framework Model Supported Security Types
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- Dominant language
- C#
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Description
Expected Behavior
We have a standard way to flag that a framework model doesn't support certain security types. For example, BrokerageModel has CanSubmitOrder.
Actual Behavior
For example, if an alpha model doesn't handle options, it shouldn't try to generate insights.
Potential Solution
Implement CanSubmitInsight(Symbol) to be called in Update or RegisterSecurity(Symbol) to be called in OnSecuritiesChanged to filter out unsupported assets.
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
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 examining the existing BrokerageModel.CanSubmitOrder pattern and the framework model paths described in the issue. Determine where an equivalent insight or security support check would be invoked, and consider the work complete when unsupported assets are filtered from insight generation or security registration without affecting supported assets.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- backend
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 32/100