Use when adding or reviewing custom charts in a QuantConnect/LEAN algorithm (self.plot, self.plot_indicator, Chart/Series, CandlestickSeries). Covers SeriesType selection, series index for overlay vs subchart, and three silent-failure rules: (1) don't reuse reserved chart names (Assets Sales Volume, Exposure, Portfolio Margin) or reserved series names inside default charts (Equity, Return, Equity Drawdown, Benchmark, Portfolio Turnover, Strategy Capacity); (2) count every series against the tier cap before adding (10 on Free/QR, 25 on Team/Trading Firm, including built-ins); (3) stay under the per-series data-points cap — `plot_indicator` is preferred at daily/hourly resolution, but on minute/second/tick switch to `plot` from `on_end_of_day`. Also covers `CandlestickSeries` needing OHLC/TradeBar, mixing `Indicator` vs `TradeBarIndicator` in `PlotIndicators`, and when to route bulk data to the Object Store instead.
This listing is imported from SkillsMP metadata and should be treated as untrusted until upstream source review is completed.
Install skill "charting" with this command: npx skills add QuantConnect/skillsmp-quantconnect-quantconnect-charting
This source entry does not include full markdown content beyond metadata.
This detail page is rendered from real SKILL.md content. Trust labels are metadata-based hints, not a safety guarantee.
Related by shared tags or category signals.
Use when adding or reviewing logging statements in a QuantConnect/LEAN algorithm. Covers the four channels (log/debug/error/quit), per-tier log quotas, `log`'s duplicate suppression, the 1/sec + 200-char limits on `debug`/`error`, why `quit()` needs a following `return`, the live-only `safe_log` wrapper, preferring order `tag=` over a trailing `log`, and Object Store for structured backtest diagnostics.
Use when adding or reviewing Scheduled Events in a QuantConnect/LEAN algorithm (portfolio rebalancing, periodic signal checks, anything scheduled via self.schedule.on). Ensures the time rule does not fire inside a data bar's time period, covers the 8AM convention for dynamic US Equity universes on daily data, and notes that string tickers work in date/time rules.
Use when selecting a QuantConnect/LEAN universe based on per-symbol indicators (SMA, BollingerBands, RSI, ranking by indicator value, etc.) for US Equities (Fundamentals) or Crypto (CryptoUniverse). Covers the SelectionData class pattern, lifecycle cleanup, warm-up, and the Equity-specific split/dividend handling that quietly breaks indicators if ignored.
从PDF报价单中提取产品信息（型号、数量、价格、币种、图片）。当用户需要从PDF报价单或产品目录中提取结构化产品数据时使用，特别适用于电商产品列表或价格表。