QuantConnect/Lean

Add Example Algorithm with IndicatorVolatilityModel

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#6,375 建立於 2022年6月3日

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 (1 留言) (1 反應) (0 負責人)C# (18,979 star) (4,772 fork)batch import
good first issuetesting

描述

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

貢獻者指南

技術棧
csharp
領域
backenddocumentationtesting
議題類型
feature
難度面向新貢獻者的預計實作難度，1 表示很小改動，5 表示專家級工作。
2
預計時間有經驗貢獻者完成調查、實作、測試並準備 pull request 的粗略時間範圍。
1-3 hours
活動狀態議題目前的可參與程度：新鮮、活躍、陳舊、阻塞或等待維護者輸入。
stale
清晰度議題是否清楚說明預期改動、驗收標準和下一步。
clear
前置要求
C#LEAN frameworkunit testing
新手友善度1-100 的估計分數，表示該議題對首次貢獻者的友善程度。
70
研究方向
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.