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SkillsMP has collected 99 skills from QuantConnect/Documentation. Open a skill to review its source and details.
Showing 40 of 99 collected skills.
Use when subscribing to a QuantConnect/LEAN alternative-data class via `AddData<AltClass>(symbol)` and reading the result from `slice` in `OnData`. Triggers — "is this dataset a list or single point per bar", "why does iterating slice[dataset_symbol] fail",…
Use when selecting a dynamic Equity universe from QuantConnect/LEAN alternative-data classes with `AddUniverse<AltClass>(selector)`. Covers Brain, CoinGecko, EODHD, Quiver Quantitative, and Smart Insider universes. Skip for Morningstar fundamentals, ETF…
Use when subscribing to a QuantConnect/LEAN alternative-data class via `add_data(<AltClass>, symbol)` and reading the result from `slice` in `on_data`. Triggers — "is this dataset a list or single point per bar", "why does iterating slice[dataset_symbol]…
Use when selecting a dynamic Equity universe from QuantConnect/LEAN alternative-data classes with `add_universe(<AltClass>, selector)`. Covers Brain, CoinGecko, EODHD, Quiver Quantitative, and Smart Insider universes. Skip for Morningstar fundamentals, ETF…
Use when subscribing to a QuantConnect/LEAN alternative-data class via py`add_data(<AltClass>, symbol)`cs`AddData<AltClass>(symbol)` and reading the result from py`slice`cs`slice` in py`on_data`cs`OnData`. Triggers — "is this dataset a list or single point…
Use when selecting a dynamic Equity universe from QuantConnect/LEAN alternative-data classes with py`add_universe(<AltClass>, selector)`cs`AddUniverse<AltClass>(selector)`. Covers Brain, CoinGecko, EODHD, Quiver Quantitative, and Smart Insider universes. Skip…
Use whenever placing orders, sizing positions to target weights, exiting/flattening, choosing an order type (incl. market-on-close), or deciding on fee/slippage/fill models. Prefer QuantConnect built-ins over hand-rolled order math.
Use whenever placing orders, sizing positions to target weights, exiting/flattening, choosing an order type (incl. market-on-close), or deciding on fee/slippage/fill models. Prefer QuantConnect built-ins over hand-rolled order math.
Use whenever placing orders, sizing positions to target weights, exiting/flattening, choosing an order type (incl. market-on-close), or deciding on fee/slippage/fill models. Prefer QuantConnect built-ins over hand-rolled order math.
Use to look up the exact path or spelling of any Morningstar BALANCE SHEET field on a QuantConnect/LEAN `Fundamental` object — everything under py`f.financial_statements.balance_sheet.*`cs`f.FinancialStatements.BalanceSheet.*` — assets, liabilities,…
Use to look up the exact path or spelling of any Morningstar CASH FLOW STATEMENT field on a QuantConnect/LEAN `Fundamental` object — everything under py`f.financial_statements.cash_flow_statement.*`cs`f.FinancialStatements.CashFlowStatement.*` — operating /…
Use to look up the exact path or spelling of any Morningstar ASSET CLASSIFICATION field on a QuantConnect/LEAN `Fundamental` object — everything under py`f.asset_classification.*`cs`f.AssetClassification.*` (Morningstar sector / industry-group / industry…
Use to look up the exact path or spelling of any Morningstar EARNING REPORT, COMPANY/SECURITY REFERENCE, or COMPANY PROFILE field on a QuantConnect/LEAN `Fundamental` object — everything under py`f.earning_reports.*`cs`f.EarningReports.*` (EPS, DPS,…
Use to look up the exact path or spelling of any Morningstar INCOME STATEMENT field on a QuantConnect/LEAN `Fundamental` object — everything under py`f.financial_statements.income_statement.*`cs`f.FinancialStatements.IncomeStatement.*` — revenue, cost/expense…
Use to look up the exact path or spelling of any Morningstar RATIO field on a QuantConnect/LEAN `Fundamental` object — everything under py`f.operation_ratios.*`cs`f.OperationRatios.*` (ROA, ROE, margins, turnover, growth),…
START HERE to look up the exact path or spelling of any Morningstar fundamental data point on a QuantConnect/LEAN `Fundamental` object `f`. This skill holds the path-reading rules, the top-level and filing-metadata fields (market cap, `period_ending_date`,…
Use to look up the exact path or spelling of any Morningstar BALANCE SHEET field on a QuantConnect/LEAN `Fundamental` object — everything under `f.FinancialStatements.BalanceSheet.*` — assets, liabilities, stockholders' equity, debt, working-capital…
Use to look up the exact path or spelling of any Morningstar CASH FLOW STATEMENT field on a QuantConnect/LEAN `Fundamental` object — everything under `f.FinancialStatements.CashFlowStatement.*` — operating / investing / financing cash flows, capital…
Use to look up the exact path or spelling of any Morningstar ASSET CLASSIFICATION field on a QuantConnect/LEAN `Fundamental` object — everything under `f.AssetClassification.*` (Morningstar sector / industry-group / industry codes, style box, financial health…
Use to look up the exact path or spelling of any Morningstar EARNING REPORT, COMPANY/SECURITY REFERENCE, or COMPANY PROFILE field on a QuantConnect/LEAN `Fundamental` object — everything under `f.EarningReports.*` (EPS, DPS, report/file dates, shares),…
Use to look up the exact path or spelling of any Morningstar INCOME STATEMENT field on a QuantConnect/LEAN `Fundamental` object — everything under `f.FinancialStatements.IncomeStatement.*` — revenue, cost/expense lines, operating and net income, EBIT/EBITDA,…
Use to look up the exact path or spelling of any Morningstar RATIO field on a QuantConnect/LEAN `Fundamental` object — everything under `f.OperationRatios.*` (ROA, ROE, margins, turnover, growth), `f.ValuationRatios.*` (PE, PB, PS, EV multiples, yields), and…
START HERE to look up the exact path or spelling of any Morningstar fundamental data point on a QuantConnect/LEAN `Fundamental` object `f`. This skill holds the path-reading rules, the top-level and filing-metadata fields (market cap, `period_ending_date`,…
Use to look up the exact path or spelling of any Morningstar BALANCE SHEET field on a QuantConnect/LEAN `Fundamental` object — everything under `f.financial_statements.balance_sheet.*` — assets, liabilities, stockholders' equity, debt, working-capital…
Use to look up the exact path or spelling of any Morningstar CASH FLOW STATEMENT field on a QuantConnect/LEAN `Fundamental` object — everything under `f.financial_statements.cash_flow_statement.*` — operating / investing / financing cash flows, capital…
Use to look up the exact path or spelling of any Morningstar ASSET CLASSIFICATION field on a QuantConnect/LEAN `Fundamental` object — everything under `f.asset_classification.*` (Morningstar sector / industry-group / industry codes, style box, financial…
Use to look up the exact path or spelling of any Morningstar EARNING REPORT, COMPANY/SECURITY REFERENCE, or COMPANY PROFILE field on a QuantConnect/LEAN `Fundamental` object — everything under `f.earning_reports.*` (EPS, DPS, report/file dates, shares),…
Use to look up the exact path or spelling of any Morningstar INCOME STATEMENT field on a QuantConnect/LEAN `Fundamental` object — everything under `f.financial_statements.income_statement.*` — revenue, cost/expense lines, operating and net income,…
Use to look up the exact path or spelling of any Morningstar RATIO field on a QuantConnect/LEAN `Fundamental` object — everything under `f.operation_ratios.*` (ROA, ROE, margins, turnover, growth), `f.valuation_ratios.*` (PE, PB, PS, EV multiples, yields),…
START HERE to look up the exact path or spelling of any Morningstar fundamental data point on a QuantConnect/LEAN `Fundamental` object `f`. This skill holds the path-reading rules, the top-level and filing-metadata fields (market cap, `period_ending_date`,…
Use when selecting or screening a QuantConnect/LEAN Equity universe on Morningstar fundamentals — the py`add_universe(...)`cs`AddUniverse(...)` pattern, the `Fundamental` object and how its data is organized, period accessors for `MultiPeriodField` values,…
Base mechanics shared by EVERY dynamic universe in QuantConnect/LEAN — what universe selection returns is what QC subscribes to, the MINUTE resolution default, scheduling selection to the strategy's rebalance calendar, and what selection should return during…
Use when selecting or screening a QuantConnect/LEAN Equity universe on Morningstar fundamentals — the `AddUniverse(...)` pattern, the `Fundamental` object and how its data is organized, period accessors for `MultiPeriodField` values, and year-over-year…
Base mechanics shared by EVERY dynamic universe in QuantConnect/LEAN — what universe selection returns is what QC subscribes to, the MINUTE resolution default, scheduling selection to the strategy's rebalance calendar, and what selection should return during…
Use when selecting or screening a QuantConnect/LEAN Equity universe on Morningstar fundamentals — the `add_universe(...)` pattern, the `Fundamental` object and how its data is organized, period accessors for `MultiPeriodField` values, and year-over-year…
Base mechanics shared by EVERY dynamic universe in QuantConnect/LEAN — what universe selection returns is what QC subscribes to, the MINUTE resolution default, scheduling selection to the strategy's rebalance calendar, and what selection should return during…
Use when selecting a QuantConnect/LEAN universe based on per-symbol indicators. Triggers — code uses py`add_universe(...)`cs`AddUniverse(...)` with a selection callback that builds per-symbol…
Use whenever a signal needs a technical indicator or rolling statistic (moving average, momentum/rate-of-change, RSI, ATR, rolling volatility, etc.) — OR any custom per-symbol statistic computed from a trailing window of prices/returns (weighted sums of past…
Use for any cross-sectional strategy that ranks a large universe and trades only a subset (e.g. long-short deciles/quintiles). The principle — narrow to a bounded set as early as you can, store the target weights, and subscribe to only that bounded set (never…
Use when selecting a QuantConnect/LEAN universe based on per-symbol indicators. Triggers — code uses `AddUniverse(...)` with a selection callback that builds per-symbol `SimpleMovingAverage`/`ExponentialMovingAverage`/`BollingerBands`/`RSI`/`ATR` etc., often…