quantconnect--lean

Auxiliary

Configurable Map Zip Provider Lookup Date

2026-04-16 19:02:13 +01:00

Consolidators

Fix SessionConsolidator skipping bars when updated manually (#9478 )

2026-05-15 09:57:46 -03:00

Custom

Fix minor warnings (#8190 )

2024-07-10 14:17:27 -03:00

Fundamental

Add deterministic counter to universe symbol ticker for stable sort order (#9487 )

2026-05-14 09:35:01 -03:00

Market

Minor quotebar constructor tweak (#9515 )

2026-06-08 13:57:16 -03:00

Shortable

Fix CS1570 and CS1572 warnings (#8187 )

2024-07-10 11:16:16 -03:00

UniverseSelection

Fix ScheduledUniverse emitting triggers past end time (#9490 )

2026-05-19 13:12:35 -05:00

BaseData.cs

Use StubsIgnore attribute in some methods (#8708 )

2025-04-21 16:27:37 -04:00

BaseDataRequest.cs

Enable daily precise end time by default (#8254 )

2024-08-14 12:49:56 -03:00

Channel.cs

Modernization of syntax used in argument check exceptions (#7380 )

2023-07-17 14:53:17 -03:00

ConsolidatorWrapper.cs

Ensure AdvanceTime() runs only after full algorithm initialization (#9284 )

2026-02-20 16:12:03 -03:00

ConstantDividendYieldModel.cs

Dividend yield calculation fix (#8264 )

2024-08-19 09:30:05 -04:00

ConstantRiskFreeRateInterestRateModel.cs

Risk-Free Interest Rate Model (#7594 )

2023-11-22 16:17:34 -04:00

DataAggregatorInitializeParameters.cs

Daily data time adjustment (#8001 )

2024-05-20 17:28:03 -03:00

DataHistory.cs

Fix warnings part 12 (#8182 )

2024-07-09 11:08:42 -03:00

DataMonitor.cs

Object store dispose hang (#8925 )

2025-08-13 18:18:48 -03:00

DataQueueHandlerSubscriptionManager.cs

feat: make virtual Subscribe() in DataQueueHandlerSubscriptionManager

2025-08-29 18:36:11 +03:00

DiskDataCacheProvider.cs

Handle Windows reserved filenames (#7784 )

2024-03-13 19:05:57 -03:00

DividendYieldProvider.cs

File-based options universe (#8212 )

2024-09-09 12:39:31 -03:00

DownloaderExtensions.cs

Options/Index Options hour/daily resolution required data only download (#7898 )

2024-04-04 18:18:33 -03:00

DynamicData.cs

Add indicator helper methods for base Algorithm (#8076 )

2024-07-01 13:27:47 -03:00

EventBasedDataQueueHandlerSubscriptionManager.cs

Fix half of the CA1051 warnings (#8137 )

2024-07-03 15:43:17 -03:00

FileFormat.cs

Update enum values in comments (#6460 )

2022-07-05 10:29:28 -03:00

FuncRiskFreeRateInterestRateModel.cs

Support new Pythonnet delegates auto conversion (#8913 )

2025-08-07 09:40:06 -04:00

GetSetPropertyDynamicMetaObject.cs

Fix Lean Warnings V1 (#5408 )

2021-03-22 11:08:48 -07:00

HistoryExtensions.cs

Fix warnings part 12 (#8182 )

2024-07-09 11:08:42 -03:00

HistoryProviderBase.cs

Fix data emitted before first date

2019-10-25 14:09:02 -03:00

HistoryProviderInitializeParameters.cs

Daily data time adjustment (#8001 )

2024-05-20 17:28:03 -03:00

HistoryRequest.cs

Disable extended market hours for universe history requests (#8670 )

2025-04-02 14:11:38 -03:00

HistoryRequestFactory.cs

Minor fix for period history api (#9001 )

2025-09-30 09:51:40 -04:00

IBaseData.cs

Add StubsAvoidImplicitsAttribute to avoid generating implicit types in stubs (#8718 )

2025-04-23 14:22:14 -03:00

IDataAggregator.cs

Daily data time adjustment (#8001 )

2024-05-20 17:28:03 -03:00

IDividendYieldModel.cs

Dividend yield calculation fix (#8264 )

2024-08-19 09:30:05 -04:00

IndexedBasedData.cs

Add Tiingo news data

2019-10-01 00:26:36 -03:00

IndicatorHistory.cs

Add indicator helper methods for base Algorithm (#8076 )

2024-07-01 13:27:47 -03:00

InterestRateProvider.cs

Minor thread safety interest rate provider fix (#8119 )

2024-07-02 13:19:04 -03:00

IRiskFreeInterestRateModel.cs

Risk-Free Interest Rate Model (#7594 )

2023-11-22 16:17:34 -04:00

ISubscriptionEnumeratorFactory.cs

Renamed IDataFileProvider to IDataProvider using resharper

2017-02-15 12:16:50 -05:00

ISymbolProvider.cs

QCAlgorithm's OptionChain() api refactor (#8334 )

2024-10-04 12:26:15 -04:00

LeanDataWriter.cs

Minor fix for lean data writer merge policy (#8952 )

2025-09-03 12:25:18 -03:00

Slice.cs

Minor slice.AllData api change (#9130 )

2025-12-15 10:25:00 -03:00

SliceExtensions.cs

Add more options to Field class (#8228 )

2024-08-07 19:08:34 -03:00

SubscriptionDataConfig.cs

Disable extended market hours for universe history requests (#8670 )

2025-04-02 14:11:38 -03:00

SubscriptionDataConfigExtensions.cs

Refactor user define universe handling (#9088 )

2025-11-18 12:29:05 -03:00

SubscriptionDataConfigList.cs

Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379 )

2021-03-12 20:46:23 -03:00

SubscriptionDataSource.cs

Add Python dict headers overload to SubscriptionDataSource (#9363 )

2026-04-08 16:45:09 -03:00

SubscriptionManager.cs

Ensure AdvanceTime() runs only after full algorithm initialization (#9284 )

2026-02-20 16:12:03 -03:00