Documentation

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", "why does .property error on a Quiver/RegAlytics/EODHDEconomicEvents value", missing-attribute errors after `slice[_datasetSymbol]`. Skip when — the dataset is a universe (use alternative-data-universes), Morningstar fundamentals, ETF constituents, or the price feed comes through `AddEquity` / `AddOption` instead of `AddData`.

Use when adding a custom or external data source to a QuantConnect/LEAN algorithm. Triggers: custom data reader, external dataset, `BaseData`, CSV, JSON, XML, ZIP, REST endpoint, Object Store, linked data, unlinked signals, custom universes, or local files for a QC strategy. Skip existing QC datasets subscribed with `AddData`, unless writing a custom reader.

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] fail", "why does .property error on a Quiver/RegAlytics/EODHDEconomicEvents value", missing-attribute errors after `slice[dataset_symbol]`. Skip when — the dataset is a universe (use alternative-data-universes), Morningstar fundamentals, ETF constituents, or the price feed comes through `add_equity` / `add_option` instead of `add_data`.

Use when adding a custom or external data source to a QuantConnect/LEAN algorithm. Triggers: custom data reader, external dataset, `PythonData`, CSV, JSON, XML, ZIP, REST endpoint, Object Store, linked data, unlinked signals, custom universes, or local files for a QC strategy. Skip existing QC datasets subscribed with `add_data`, unless writing a custom reader.

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 per bar", "why does iterating slice[dataset_symbol] fail", "why does .property error on a Quiver/RegAlytics/EODHDEconomicEvents value", missing-attribute errors after py`slice[dataset_symbol]`cs`slice[_datasetSymbol]`. Skip when — the dataset is a universe (use alternative-data-universes), Morningstar fundamentals, ETF constituents, or the price feed comes through py`add_equity`cs`AddEquity` / py`add_option`cs`AddOption` instead of py`add_data`cs`AddData`.

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 usage, comment format, blank-line rules, multi-line boolean layout, or catch-all error handling. Skip when only debugging runtime behavior or performance, unless the fix also changes style.

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 usage, comment format, blank-line rules, multi-line boolean layout, or catch-all error handling. Skip when only debugging runtime behavior or performance, unless the fix also changes style.

Use when adding a custom or external data source to a QuantConnect/LEAN algorithm. Triggers: custom data reader, external dataset, py`PythonData`cs`BaseData`, CSV, JSON, XML, ZIP, REST endpoint, Object Store, linked data, unlinked signals, custom universes, or local files for a QC strategy. Skip existing QC datasets subscribed with py`add_data`cs`AddData`, unless writing a custom reader.

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 usage, comment format, blank-line rules, multi-line boolean layout, or catch-all error handling. Skip when only debugging runtime behavior or performance, unless the fix also changes style.

Use to look up the exact path or spelling of any Morningstar fundamental data point on a QuantConnect/LEAN `Fundamental` object `f` — every field under py`f.financial_statements.*`cs`f.FinancialStatements.*` (income statement, balance sheet, cash flow statement), the operation / valuation / earning ratios, earning reports, company profile, company & security reference, and asset classification — plus the Morningstar sector and industry classification code constants. Triggers — a missing-attribute / compile error on a Fundamental property path; questions like "what's the path to net income / operating cash flow / shares outstanding / PE ratio / sector code". Skip when — you need how to build or screen a universe (see the fundamental-universes skill).

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, and year-over-year deltas. Covers the Piotroski F-Score, Altman Z-score, Magic Formula, Graham filters, and custom screens. For the exact path of any field, it points to the equity-fundamental-data skill. Skip when — the universe is index/ETF-constituent only (py`self.universe.etf(...)`cs`Universe.ETF(...)`).

Use to look up the exact path or spelling of any Morningstar fundamental data point on a QuantConnect/LEAN `Fundamental` object `f` — every field under `f.FinancialStatements.*` (income statement, balance sheet, cash flow statement), the operation / valuation / earning ratios, earning reports, company profile, company & security reference, and asset classification — plus the Morningstar sector and industry classification code constants. Triggers — a missing-attribute / compile error on a Fundamental property path; questions like "what's the path to net income / operating cash flow / shares outstanding / PE ratio / sector code". Skip when — you need how to build or screen a universe (see the fundamental-universes skill).

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 deltas. Covers the Piotroski F-Score, Altman Z-score, Magic Formula, Graham filters, and custom screens. For the exact path of any field, it points to the equity-fundamental-data skill. Skip when — the universe is index/ETF-constituent only (`Universe.ETF(...)`).

Use to look up the exact path or spelling of any Morningstar fundamental data point on a QuantConnect/LEAN `Fundamental` object `f` — every field under `f.financial_statements.*` (income statement, balance sheet, cash flow statement), the operation / valuation / earning ratios, earning reports, company profile, company & security reference, and asset classification — plus the Morningstar sector and industry classification code constants. Triggers — a missing-attribute / compile error on a Fundamental property path; questions like "what's the path to net income / operating cash flow / shares outstanding / PE ratio / sector code". Skip when — you need how to build or screen a universe (see the fundamental-universes skill).

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 deltas. Covers the Piotroski F-Score, Altman Z-score, Magic Formula, Graham filters, and custom screens. For the exact path of any field, it points to the equity-fundamental-data skill. Skip when — the universe is index/ETF-constituent only (`self.universe.etf(...)`).

Creates a custom indicator class in QuantConnect/LEAN. Invoke for "create a custom indicator", "implement [name] indicator", "I need an indicator LEAN doesn't have", "PythonIndicator", "custom indicator class". Skip for LEAN built-ins (SMA, EMA, RSI).

Creates a custom indicator class in QuantConnect/LEAN. Invoke for "create a custom indicator", "implement [name] indicator", "I need an indicator LEAN doesn't have", "PythonIndicator", "custom indicator class". Skip for LEAN built-ins (SMA, EMA, RSI).

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 usage", "memory usage", "performance chart", "profiling", "bottleneck", "debug performance", "taking too long", "optimize algorithm".

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 usage", "memory usage", "performance chart", "profiling", "bottleneck", "debug performance", "taking too long", "optimize algorithm".

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 usage", "memory usage", "performance chart", "profiling", "bottleneck", "debug performance", "taking too long", "optimize algorithm".

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 root cause without hiding it. Trigger phrases: "runtime error", "stack trace", "0 orders", "no trades", "flat equity curve", "unknown property", "AttributeError", "KeyNotFoundException", "wasn't found in the DataDictionary", "insufficient buying power", "indicator not ready", "debug the algorithm".

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 root cause without hiding it. Trigger phrases: "runtime error", "stack trace", "0 orders", "no trades", "flat equity curve", "unknown property", "AttributeError", "KeyNotFoundException", "wasn't found in the DataDictionary", "insufficient buying power", "indicator not ready", "debug the algorithm".

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 root cause without hiding it. Trigger phrases: "runtime error", "stack trace", "0 orders", "no trades", "flat equity curve", "unknown property", "AttributeError", "KeyNotFoundException", "wasn't found in the DataDictionary", "insufficient buying power", "indicator not ready", "debug the algorithm".

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 constituents, or pure indicator-driven universes.

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 constituents, or pure indicator-driven universes.

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 for Morningstar fundamentals, ETF constituents, or pure indicator-driven universes.

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 via a `SelectionData` class kept in a per-symbol dict; questions like "rank stocks by 21-day SMA", "top N most volatile crypto pairs", "fundamentals universe with momentum filter", "why does my SMA spike around splits/dividends", "why does my universe shrink during warm-up", "how do I avoid history calls in universe selection". Skip when — universe doesn't need per-symbol indicators (use plain fundamentals/ETF/CryptoUniverse selection).

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`, `BroadcastCommand`, `Link()`, or a class implementing `ISignalExportTarget` / `Command`; phrases like "Discord/Slack alert on fills", "email on drawdown", "push portfolio targets to our endpoint", "custom signal export to my broker", "manual liquidate from outside", "parent algo signals child", "multi-algorithm arbitrage". Skip when — purely in-algo log/debug (use `logging` skill).

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 prints go", "save backtest data for Research analysis", "log spam in `OnData` / inside loops". Skip when — goal is sending alerts out of the algo (email/SMS/webhook → `notifications` skill).

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 universe", "schedule 15 min before close", "daily Crypto rebalance at midnight UTC", "why does my hourly schedule fire at the wrong time", "multi-asset rebalance across time zones". Skip when — scheduling indicator updates (those route through universe selection or `PlotIndicator`, not `Schedule.On`).

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, filter)`; questions like "how do I add options on top of my fundamental universe", "options on the top-N PE-ratio stocks", "QQQ constituents with their front-month calls", "why are my option strikes wrong after a stock split", "where do I react to option contracts joining/leaving the chain". Skip when — single static Option universe (call `AddOption` once in `Initialize`) or a non-Options chain (use the alternative-data chain pattern).

Use when selecting a QuantConnect/LEAN universe based on per-symbol indicators. Triggers — code uses `add_universe(...)` with a selection callback that builds per-symbol `SimpleMovingAverage`/`ExponentialMovingAverage`/`BollingerBands`/`RSI`/`ATR` etc., often via a `SelectionData` class kept in a per-symbol dict; questions like "rank stocks by 21-day SMA", "top N most volatile crypto pairs", "fundamentals universe with momentum filter", "why does my SMA spike around splits/dividends", "why does my universe shrink during warm-up", "how do I avoid history calls in universe selection". Skip when — universe doesn't need per-symbol indicators (use plain fundamentals/ETF/CryptoUniverse selection).

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`, `broadcast_command`, `link()`, or a class implementing `ISignalExportTarget` / `Command`; phrases like "Discord/Slack alert on fills", "email on drawdown", "push portfolio targets to our endpoint", "custom signal export to my broker", "manual liquidate from outside", "parent algo signals child", "multi-algorithm arbitrage". Skip when — purely in-algo log/debug (use `logging` skill).

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 fill", "where do my prints go", "save backtest data for Research analysis", "log spam in `on_data` / inside loops". Skip when — goal is sending alerts out of the algo (email/SMS/webhook → `notifications` skill).

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 universe", "schedule 15 min before close", "daily Crypto rebalance at midnight UTC", "why does my hourly schedule fire at the wrong time", "multi-asset rebalance across time zones". Skip when — scheduling indicator updates (those route through universe selection or `plot_indicator`, not `self.schedule.on`).

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 `self.add_universe_options(universe, filter)`; questions like "how do I add options on top of my fundamental universe", "options on the top-N PE-ratio stocks", "QQQ constituents with their front-month calls", "why are my option strikes wrong after a stock split", "where do I react to option contracts joining/leaving the chain". Skip when — single static Option universe (call `add_option` once in `initialize`) or a non-Options chain (use the alternative-data chain pattern).

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 `SimpleMovingAverage`/`ExponentialMovingAverage`/`BollingerBands`/`RSI`/`ATR` etc., often via a `SelectionData` class kept in a per-symbol dict; questions like "rank stocks by 21-day SMA", "top N most volatile crypto pairs", "fundamentals universe with momentum filter", "why does my SMA spike around splits/dividends", "why does my universe shrink during warm-up", "how do I avoid history calls in universe selection". Skip when — universe doesn't need per-symbol indicators (use plain fundamentals/ETF/CryptoUniverse selection).

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`cs`Notify.Ftp`/py`notify.sftp`cs`Notify.Sftp`, py`signal_export.*`cs`SignalExport.*`, py`on_command`cs`OnCommand`, py`add_command`cs`AddCommand`, py`broadcast_command`cs`BroadcastCommand`, py`link()`cs`Link()`, or a class implementing `ISignalExportTarget` / `Command`; phrases like "Discord/Slack alert on fills", "email on drawdown", "push portfolio targets to our endpoint", "custom signal export to my broker", "manual liquidate from outside", "parent algo signals child", "multi-algorithm arbitrage". Skip when — purely in-algo log/debug (use `logging` skill).

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 log lines per bar", "how do I log every fill", "where do my prints go", "save backtest data for Research analysis", "log spam in py`on_data`cs`OnData` / inside loops". Skip when — goal is sending alerts out of the algo (email/SMS/webhook → `notifications` skill).

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", "fire at 8am ET", "why is my rebalance using yesterday's universe", "schedule 15 min before close", "daily Crypto rebalance at midnight UTC", "why does my hourly schedule fire at the wrong time", "multi-asset rebalance across time zones". Skip when — scheduling indicator updates (those route through universe selection or py`plot_indicator`cs`PlotIndicator`, not py`self.schedule.on`cs`Schedule.On`).