Fixes Broken Links

02 Local Platform/04 Development Environment/11 Resource Management/02 View Resources.html

@@ -1 +1 @@
-<p>To view the Resources panel, <a href=''>open a project</a> and then, in the left navigation menu, click the <img class="inline-icon" src="https://cdn.quantconnect.com/i/tu/vscode-qc-icon.jpg" alt="VS Code QuantConnect icon"> <span class="icon-name">QuantConnect</span> icon. The Resources panel is at the bottom of the Project panel.</p>
+<p>To view the Resources panel, <a href='/docs/v2/local-platform/projects/getting-started#04-Open-Projects'>open a project</a> and then, in the left navigation menu, click the <img class="inline-icon" src="https://cdn.quantconnect.com/i/tu/vscode-qc-icon.jpg" alt="VS Code QuantConnect icon"> <span class="icon-name">QuantConnect</span> icon. The Resources panel is at the bottom of the Project panel.</p>

03 Writing Algorithms/03 Securities/05 Handling Data/04 Corporate Actions.html

@@ -1,6 +1,6 @@
 <p>
 The <code>Slice</code> that LEAN passes to the <code class="csharp">OnData</code><code class="python">on_data</code> method may contain corporate action data for the Equities in your algorithm.
-Instead of adding logic to your <code class="csharp">OnData</code><code class="python">on_data</code> defintion to respond to corporate actions (for example, <a href='/docs/v2/writing-algorithms/indicators/key-concepts#10-Reset-Indicators'>resetting indicators</a>), you can isolate the logic in one of the following event handlers.
+Instead of adding logic to your <code class="csharp">OnData</code><code class="python">on_data</code> defintion to respond to corporate actions (for example, <a href='/docs/v2/writing-algorithms/indicators/key-concepts#11-Reset-Indicators'>resetting indicators</a>), you can isolate the logic in one of the following event handlers.
 </p>
 
 <h4>Splits</h4>

03 Writing Algorithms/16 Importing Data/02 Streaming Data/01 Key Concepts/02 Data Formats.html

@@ -1,3 +1,3 @@
 <p>Common data formats are <span class="public-file-name">CSV</span>, <span class="public-file-name">JSON</span>, <span class="public-file-name">XML</span>, and <span class="public-file-name">ZIP</span> but you can use any file type that can be read over the internet. For Excel files, double check the raw data format for parsing in the data reader, since data will be formatted for convenient visualization in Excel application view. To avoid confusion of data format, save the spreadsheet as a <span class="public-file-name">CSV</span> file and open it in a text editor to confirm the raw data format.</p>
 
-<p>The data in the file must be in chronological order. If you import from a remote <a href=''>file provider</a>, each request has a one-second overhead, so package your custom data to minimize requests. Bundle dates together where possible to speed up execution. The Object Store file provider gives you the fastest execution because you don't need to download the files on every execution.</p>
+<p>The data in the file must be in chronological order. If you import from a remote <a href='/docs/v2/writing-algorithms/importing-data/key-concepts#02-File-Providers'>file provider</a>, each request has a one-second overhead, so package your custom data to minimize requests. Bundle dates together where possible to speed up execution. The Object Store file provider gives you the fastest execution because you don't need to download the files on every execution.</p>

06 LEAN Engine/03 Data Format/02 Core Data Types/02 Trade Tick.php

@@ -15,7 +15,7 @@
         <tr><td>Quantity</td><td>Amount of asset purchased or sold</td></tr>
         <tr><td>Exchange</td><td>Location of the sale</td></tr>
         <tr><td>Trade Sale Condition</td><td>Notes on the sale</td></tr>
-        <tr><td>Suspicious</td><td>Boolean indicating the tick is flagged as suspicious according to AlgoSeek's algorithms. This generally indicates the trade is far from other market prices and may be reversed. <a href="">TradeBar data</a> excludes suspicious ticks.</td></tr>
+        <tr><td>Suspicious</td><td>Boolean indicating the tick is flagged as suspicious according to AlgoSeek's algorithms. This generally indicates the trade is far from other market prices and may be reversed. <a href="/docs/v2/lean-engine/data-format/core-data-types#04-Trade-Bar">TradeBar data</a> excludes suspicious ticks.</td></tr>
     </tbody>
 </table>
 

06 LEAN Engine/03 Data Format/02 Core Data Types/03 Quote Tick.php

@@ -17,7 +17,7 @@
         <tr><td>Ask Size</td><td>Best ask price's size/quantity</td></tr>
         <tr><td>Exchange</td><td>Location of the sale</td></tr>
         <tr><td>Quote Sale Condition</td><td>Notes on the sale.</td></tr>
-        <tr><td>Suspicious</td><td>Boolean indicating the tick is flagged as suspicious according to AlgoSeek's algorithms. This generally indicates the quote is far from other market prices and may be reversed. Each quote tick contains either bid or ask data only. <a href="">QuoteBar data</a> data excludes suspicious ticks.</td></tr>
+        <tr><td>Suspicious</td><td>Boolean indicating the tick is flagged as suspicious according to AlgoSeek's algorithms. This generally indicates the quote is far from other market prices and may be reversed. Each quote tick contains either bid or ask data only. <a href="/docs/v2/lean-engine/data-format/core-data-types#05-Quote-Bar">QuoteBar data</a> data excludes suspicious ticks.</td></tr>
     </tbody>
 </table>
 

Resources/live-trading/reconciliation/differences-from-data.php

@@ -13,7 +13,7 @@
 <?php include(DOCS_RESOURCES."/datasets/live-dataset-polling-frequency-table.html"); ?>
 
 <h4>Split Adjustment of Indicators</h4>
-<p>Backtests use adjusted price data by default. Therefore, if you don't change the <a href="/docs/v2/cloud-platform/datasets/misconceptions#05-Data-Normalization">data normalization mode</a>, the indicators in your backtests are updated with adjusted price data. In contrast, if a split or dividend occurs in live trading, your indicators will temporarily contain price data from before the corporate event and price data from after the corporate event. If this occurs, your indicators will produce different signals in your backtests compared to your live trading deployment. To avoid issues, <a href="/docs/v2/writing-algorithms/indicators/key-concepts#10-Reset-Indicators">reset and warm up your indicators</a> when your algorithm receives a corporate event.</p>
+<p>Backtests use adjusted price data by default. Therefore, if you don't change the <a href="/docs/v2/cloud-platform/datasets/misconceptions#05-Data-Normalization">data normalization mode</a>, the indicators in your backtests are updated with adjusted price data. In contrast, if a split or dividend occurs in live trading, your indicators will temporarily contain price data from before the corporate event and price data from after the corporate event. If this occurs, your indicators will produce different signals in your backtests compared to your live trading deployment. To avoid issues, <a href="/docs/v2/writing-algorithms/indicators/key-concepts#11-Reset-Indicators">reset and warm up your indicators</a> when your algorithm receives a corporate event.</p>
 
 <h4>Tick Slice Sizes</h4>
 <p>In backtesting, we collect ticks into slices that span 1 millisecond before injecting them into your algorithm. In live trading, we collect ticks into slices that span up to 70 milliseconds before injecting them into your algorithm. This difference in slice sizes can cause deviations between your algorithm's live and OOS backtest equity curves. To avoid issues, ensure your strategy logic is compatible with both slice sizes.</p>

Resources/securities/corporate-actions/dividends.html

@@ -1,7 +1,7 @@
 <p>A dividend is a payment that a company gives to shareholders to distribute profits. When a dividend payment occurs for an Equity in your algorithm, LEAN sends a <code>Dividend</code> object to the <code class="csharp">OnData</code><code class="python">on_data</code> method. <code>Dividend</code> objects have the following properties:</p>
 <div data-tree="QuantConnect.Data.Market.Dividend"></div>
 
-<p>If you backtest with the <code class="csharp">Adjusted</code><code class="python">ADJUSTED</code> or <code class="csharp">TotalReturn</code><code class="python">TOTAL_RETURN</code> data normalization mode, the dividends are factored into the price. If you backtest with the other data normalization modes or trade live, when a dividend payment occurs, LEAN automatically adds the payment amount to your cashbook. If you have indicators in your algorithm, <a href='/docs/v2/writing-algorithms/indicators/key-concepts#10-Reset-Indicators'>reset and warm-up your indicators with ScaledRaw data</a> when dividend payments occur so that the data in your indicators account for the price adjustments that the dividend causes.</p>
+<p>If you backtest with the <code class="csharp">Adjusted</code><code class="python">ADJUSTED</code> or <code class="csharp">TotalReturn</code><code class="python">TOTAL_RETURN</code> data normalization mode, the dividends are factored into the price. If you backtest with the other data normalization modes or trade live, when a dividend payment occurs, LEAN automatically adds the payment amount to your cashbook. If you have indicators in your algorithm, <a href='/docs/v2/writing-algorithms/indicators/key-concepts#11-Reset-Indicators'>reset and warm-up your indicators with ScaledRaw data</a> when dividend payments occur so that the data in your indicators account for the price adjustments that the dividend causes.</p>
 
 <p>To get the <code>Dividend</code> objects, index the <code class="csharp">Dividends</code><code class="python">dividends</code> object with the security <code  class="csharp">Symbol</code><code class="python">symbol</code>. The <code class="csharp">Dividends</code><code class="python">dividends</code> object may not contain data for your <code  class="csharp">Symbol</code><code class="python">symbol</code>. To avoid issues, check if the <code class="csharp">Dividends</code><code class="python">dividends</code> object contains data for your security before you index it with the security <code  class="csharp">Symbol</code><code class="python">symbol</code>.</p>
 

Resources/securities/corporate-actions/splits.php

@@ -5,7 +5,7 @@
 
 <p>You receive <code>Split</code> objects when a split is in the near future and when it occurs. To know if the split occurs in the near future or now, check the <code class="csharp">Type</code><code class="python">type</code> property.</p>
 
-<p>If you backtest without the <code class="csharp">Raw</code><code class="python">RAW</code> <a href='<?=$dataNormalizationModeLink?>'>data normalization mode</a>, the splits are factored into the price and volume. If you backtest with the <code class="csharp">Raw</code><code class="python">RAW</code> data normalization mode or trade live, when a split occurs, LEAN automatically adjusts your positions based on the <code class="csharp">SplitFactor</code><code class="python">split_factor</code>. If the post-split quantity isn't a valid <a href='/docs/v2/writing-algorithms/securities/properties#50-Symbol-Properties'>lot size</a>, LEAN credits the remaining value to your <a href='/docs/v2/writing-algorithms/portfolio/cashbook'>cashbook</a> in your account currency. If you have indicators in your algorithm, <a href='/docs/v2/writing-algorithms/indicators/key-concepts#10-Reset-Indicators'>reset and warm-up your indicators with ScaledRaw data</a> when splits occur so that the data in your indicators account for the price adjustments that the splits cause.</p>
+<p>If you backtest without the <code class="csharp">Raw</code><code class="python">RAW</code> <a href='<?=$dataNormalizationModeLink?>'>data normalization mode</a>, the splits are factored into the price and volume. If you backtest with the <code class="csharp">Raw</code><code class="python">RAW</code> data normalization mode or trade live, when a split occurs, LEAN automatically adjusts your positions based on the <code class="csharp">SplitFactor</code><code class="python">split_factor</code>. If the post-split quantity isn't a valid <a href='/docs/v2/writing-algorithms/securities/properties#50-Symbol-Properties'>lot size</a>, LEAN credits the remaining value to your <a href='/docs/v2/writing-algorithms/portfolio/cashbook'>cashbook</a> in your account currency. If you have indicators in your algorithm, <a href='/docs/v2/writing-algorithms/indicators/key-concepts#11-Reset-Indicators'>reset and warm-up your indicators with ScaledRaw data</a> when splits occur so that the data in your indicators account for the price adjustments that the splits cause.</p>
 
 <p>To get the <code>Split</code> objects, index the <code class="csharp">Splits</code><code class="python">splits</code> object with the security <code class="csharp">Symbol</code><code class="python">symbol</code>. The <code class="csharp">Splits</code><code class="python">splits</code> object may not contain data for your <code>Symbol</code>. To avoid issues, check if the <code class="csharp">Splits</code><code class="python">splits</code> object contains data for your security before you index it with the security <code>Symbol</code>.</p>