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SkillsMP has collected 99 skills from QuantConnect/Documentation. Open a skill to review its source and details.
QuantConnect/DocumentationShowing 19 of 99 collected skills.
Use when writing, reviewing, or refactoring QuantConnect/LEAN algorithm code for style correctness. Triggers: new algorithm code, code review, cleanup, "fix code style", "review code quality", "clean up the algorithm", redundant imports, subscription variable…
Diagnoses slow QuantConnect Python (.py) and C# (.cs) backtests using the Performance Chart first and Python cProfile only when the chart does not pinpoint the hot function. Trigger phrases: "slow backtest", "high CPU", "algorithm slow", "CPU usage", "RAM…
Diagnoses slow QuantConnect Python (.py) and C# (.cs) backtests using the Performance Chart first and Python cProfile only when the chart does not pinpoint the hot function. Trigger phrases: "slow backtest", "high CPU", "algorithm slow", "CPU usage", "RAM…
Diagnoses slow QuantConnect Python (.py) and C# (.cs) backtests using the Performance Chart first and Python cProfile only when the chart does not pinpoint the hot function. Trigger phrases: "slow backtest", "high CPU", "algorithm slow", "CPU usage", "RAM…
Diagnoses QuantConnect Python (.py) and C# (.cs) algorithm failures: runtime exceptions and zero-trade backtests. Invoked by other agents the moment an algorithm throws a runtime error or completes a backtest with 0 orders. Walks an ordered checklist to the…
Diagnoses QuantConnect Python (.py) and C# (.cs) algorithm failures: runtime exceptions and zero-trade backtests. Invoked by other agents the moment an algorithm throws a runtime error or completes a backtest with 0 orders. Walks an ordered checklist to the…
Diagnoses QuantConnect Python (.py) and C# (.cs) algorithm failures: runtime exceptions and zero-trade backtests. Invoked by other agents the moment an algorithm throws a runtime error or completes a backtest with 0 orders. Walks an ordered checklist to the…
Use when a QuantConnect/LEAN live algorithm sends data out or receives external instructions. Triggers — code uses `Notify.Email`/`Notify.Sms`/`Notify.Telegram`/`Notify.Web`/`Notify.Ftp`/`Notify.Sftp`, `SignalExport.*`, `OnCommand`, `AddCommand`,…
Use when adding or reviewing logging in a QuantConnect/LEAN algorithm. Triggers — code uses `Log`, `Debug`, `Error`, `Quit`; questions like "why are my logs missing", "log quota exceeded", "too many log lines per bar", "how do I log every fill", "where do my…
Use when adding or reviewing Scheduled Events in a QuantConnect/LEAN algorithm. Triggers — code uses `Schedule.On(...)`, `DateRules.*`, `TimeRules.*`; questions like "rebalance weekly/monthly", "fire at 8am ET", "why is my rebalance using yesterday's…
Use when chaining a dynamic Equity universe (Fundamental or ETF constituents) with an Equity Option universe in a QuantConnect/LEAN algorithm. Triggers — code that wants Option contracts on top of a moving equity universe via `AddUniverseOptions(universe,…
Use when a QuantConnect/LEAN live algorithm sends data out or receives external instructions. Triggers — code uses `notify.email`/`notify.sms`/`notify.telegram`/`notify.web`/`notify.ftp`/`notify.sftp`, `signal_export.*`, `on_command`, `add_command`,…
Use when adding or reviewing logging in a QuantConnect/LEAN algorithm. Triggers — code uses `self.log`, `self.debug`, `self.error`, `self.quit`; questions like "why are my logs missing", "log quota exceeded", "too many log lines per bar", "how do I log every…
Use when adding or reviewing Scheduled Events in a QuantConnect/LEAN algorithm. Triggers — code uses `self.schedule.on(...)`, `date_rules.*`, `time_rules.*`; questions like "rebalance weekly/monthly", "fire at 8am ET", "why is my rebalance using yesterday's…
Use when chaining a dynamic Equity universe (Fundamental or ETF constituents) with an Equity Option universe in a QuantConnect/LEAN algorithm. Triggers — code that wants Option contracts on top of a moving equity universe via…
Use when a QuantConnect/LEAN live algorithm sends data out or receives external instructions. Triggers — code uses py`notify.email`cs`Notify.Email`/py`notify.sms`cs`Notify.Sms`/py`notify.telegram`cs`Notify.Telegram`/py`notify.web`cs`Notify.Web`/py`notify.ftp`c…
Use when adding or reviewing logging in a QuantConnect/LEAN algorithm. Triggers — code uses py`self.log`cs`Log`, py`self.debug`cs`Debug`, py`self.error`cs`Error`, py`self.quit`cs`Quit`; questions like "why are my logs missing", "log quota exceeded", "too many…
Use when adding or reviewing Scheduled Events in a QuantConnect/LEAN algorithm. Triggers — code uses py`self.schedule.on(...)`cs`Schedule.On(...)`, py`date_rules.*`cs`DateRules.*`, py`time_rules.*`cs`TimeRules.*`; questions like "rebalance weekly/monthly",…
Use when chaining a dynamic Equity universe (Fundamental or ETF constituents) with an Equity Option universe in a QuantConnect/LEAN algorithm. Triggers — code that wants Option contracts on top of a moving equity universe via…