Extend LeastSquaresMovingAverage to Accept a Benchmark · QuantConnect/Lean

(5 則留言) (0 個反應) (1 位負責人)C# (4,772 個分叉)batch import

featuregood first issue

倉庫指標

星標: (18,979 顆星)
PR 合併指標: (平均合併 1天 17小時) (30 天內合併 43 個 PR)

描述

Expected Behavior

Lean supports LeastSquaresMovingAverage as a Lean Indicator which takes a Symbol object, a benchmark Symbol, and a look-back period.

Actual Behavior

The current implementation assumes a constant slope: LeastSquaresMovingAverage.cs#L59. See #83.

Potential Solution

Implement this indicator.

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

研究方向: 查看現有的LeastSquaresMovingAverage實現，添加一個基準參數，以計算相對於基準的回歸，而不是恆定斜率。
技術棧: csharp
領域: backend
議題類型: 功能
難度: 2
預計時間: 1-3 小時
活動狀態: 活躍
清晰度: 清晰
前置要求: C#
新手友善度: 75