QuantConnect/Lean

Extend LeastSquaresMovingAverage to Accept a Benchmark

Open

#6,984 创建于 2023年2月20日

在 GitHub 查看
 (5 评论) (0 反应) (1 负责人)C# (4,772 fork)batch import
featuregood first issue

仓库指标

Star
 (18,979 star)
PR 合并指标
 (平均合并 1天 17小时) (30 天内合并 43 个 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

贡献者指南