QuantConnect/Lean

Add Example Algorithm with IndicatorVolatilityModel

Open

#6375 opened on Jun 3, 2022

View on GitHub
 (1 comment) (1 reaction) (0 assignees)C# (18,979 stars) (4,772 forks)batch import
good first issuetesting

Description

Expected Behavior

LEAN provides an example of IndicatorVolatilityModel for documentation.

Actual Behavior

There is no example for this feature.

Potential Solution

Adds an example and/or unit tests.

Checklist

  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues
  • I have provided detailed steps to reproduce the issue

Contributor guide

Tech stack
csharp
Domain
backenddocumentationtesting
Issue type
feature
DifficultyEstimated implementation difficulty for a new contributor, from 1 for very small changes to 5 for expert-level work.
2
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
1-3 hours
Activity statusHow available the issue appears right now: fresh, active, stale, blocked, or waiting on maintainer input.
stale
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
clear
Prerequisites
C#LEAN frameworkunit testing
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
70
Research direction
Locate the IndicatorVolatilityModel class in the Indicators folder of the QuantConnect/Lean repository. Review existing examples of other indicators (e.g., in the Algorithm.CSharp or Documentation folders) to understand the expected format. Then create a new algorithm that uses IndicatorVolatilityModel and outputs its current value. Additionally, examine existing unit tests for indicators in the Tests/Indicators folder to add similar tests for IndicatorVolatilityModel, following the established patterns and naming conventions.