User Defined Crisis Event - Githubissues

QuantConnect / Lean

Lean Algorithmic Trading Engine by QuantConnect (Python, C#)

https://lean.io

Apache License 2.0

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User Defined Crisis Event #8026

Open AlexCatarino opened 6 months ago

AlexCatarino commented 6 months ago

Expected Behavior

We can define a crisis event period in the algorithm. E.g.:

AddCrisisEvent("Lord of the Rings Trilogy", new DateTime(2001,12,19), new DateTime(2003,12,17));

The report will display this event.

Actual Behavior

The crisis events are pre-defined.

Potential Solution

N/A

Checklist

[x] I have completely filled out this template
[x] I have confirmed that this issue exists on the current master branch
[x] I have confirmed that this is not a duplicate issue by searching issues
[x] I have provided detailed steps to reproduce the issue

DerekMelchin commented 5 months ago

The FTX collapse would be a good example to add with the implementation