QuantConnect/Lean

Add Example Algorithm with IndicatorVolatilityModel

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#6,375 opened on Jun 3, 2022

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 (2 comments) (1 reaction) (0 assignees)C# (4,772 forks)batch import
good first issuetesting

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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

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.
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