scheduled-events

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.

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Install skill "scheduled-events" with this command: npx skills add QuantConnect/skillsmp-quantconnect-quantconnect-scheduled-events

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Related Skills

Related by shared tags or category signals.

General

charting

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.

Repository SourceNeeds Review

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General

logging

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.

Repository SourceNeeds Review

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Web3

indicator-universe

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.

Repository SourceNeeds Review

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General

newton-quotation-pdf-extraction

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。

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