Share New Research 
I hope you will forgive my apparent laziness in asking a few basic questions about Lean which will save me endless time and effort?
1) I need order output in txt or CSV format: once a system has been run with the day's data each day, I then need the day's orders output so that they can be manually put on at any given brokerage. In other words a text file or CSV saying: Buy X of ABC stock, sell Y of DEF stock.
Does Lean provide for this?
2) I need to trade multi currency instruments with a portfolio base currency of GBP. The daily P&L for back tests should be given in the chosen base currency and the day's orders in actual trading should also be calculated by reference to the base currency.
Does Lean provide for this?
3) De-listed stocks. In back testing, de-listed stocks need to be sold on the day of de-listing if they are still in the portfolio on that data.
Does Lean provide for this?
Jared Broad
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Anthony FJ Garner
Anthony FJ Garner
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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