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SkillsMP は QuantConnect/Documentation から 99 件の skill を収集しています。skill を開くとソースと詳細を確認できます。
収集済み skill 99 件中 40 件を表示しています。
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",…
原文の言語: 英語
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…
原文の言語: 英語
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]…
原文の言語: 英語
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…
原文の言語: 英語
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…
原文の言語: 英語
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…
原文の言語: 英語
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.
原文の言語: 英語
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.
原文の言語: 英語
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.
原文の言語: 英語
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,…
原文の言語: 英語
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 /…
原文の言語: 英語
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…
原文の言語: 英語
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,…
原文の言語: 英語
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…
原文の言語: 英語
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),…
原文の言語: 英語
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`,…
原文の言語: 英語
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…
原文の言語: 英語
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…
原文の言語: 英語
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…
原文の言語: 英語
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),…
原文の言語: 英語
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,…
原文の言語: 英語
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…
原文の言語: 英語
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`,…
原文の言語: 英語
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…
原文の言語: 英語
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…
原文の言語: 英語
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…
原文の言語: 英語
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),…
原文の言語: 英語
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,…
原文の言語: 英語
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),…
原文の言語: 英語
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`,…
原文の言語: 英語
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,…
原文の言語: 英語
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…
原文の言語: 英語
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…
原文の言語: 英語
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…
原文の言語: 英語
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…
原文の言語: 英語
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…
原文の言語: 英語
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…
原文の言語: 英語
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…
原文の言語: 英語
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…
原文の言語: 英語
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…
原文の言語: 英語