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SkillsMP 已收集 QuantConnect/Documentation 中的 99 个 Skill。打开任一 Skill 可查看来源和详情。
已展示 40 / 99 个已收集 Skill。
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",…
原文语言：英语
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…
原文语言：英语
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]…
原文语言：英语
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…
原文语言：英语
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…
原文语言：英语
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…
原文语言：英语
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.
原文语言：英语
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.
原文语言：英语
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.
原文语言：英语
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,…
原文语言：英语
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 /…
原文语言：英语
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…
原文语言：英语
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,…
原文语言：英语
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…
原文语言：英语
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),…
原文语言：英语
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`,…
原文语言：英语
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…
原文语言：英语
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…
原文语言：英语
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…
原文语言：英语
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),…
原文语言：英语
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,…
原文语言：英语
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…
原文语言：英语
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`,…
原文语言：英语
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…
原文语言：英语
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…
原文语言：英语
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…
原文语言：英语
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),…
原文语言：英语
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,…
原文语言：英语
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),…
原文语言：英语
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`,…
原文语言：英语
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,…
原文语言：英语
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…
原文语言：英语
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…
原文语言：英语
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…
原文语言：英语
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…
原文语言：英语
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…
原文语言：英语
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…
原文语言：英语
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…
原文语言：英语
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…
原文语言：英语
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…
原文语言：英语