Deploy and Fix QuantConnect Bot trading with IBKR

I have an algorithmic trading strategy built inside the QuantConnect LEAN environment for U.S. equities. The logic back-tests well, yet once I move to live or paper trading the bot misreads incoming market data, which skews indicator calculations and triggers wrong trades. I’m looking for someone deeply familiar with QuantConnect to trace the data-handling issue, correct it, and take the strategy all the way to a stable live deployment.

What I need from you
– Audit my existing Python code (hosted in QuantConnect) to pinpoint why the data analysis is incorrect.
– Refactor or rewrite the offending sections so prices, volumes and time stamps are interpreted accurately.
– Re-run back-tests to confirm the performance I originally saw still holds after the fix.
– Configure and launch a paper session, followed by a live session once results match expectations.
– Walk me through any changes so I can maintain and extend the bot on my own.

Acceptance criteria
• Back-test metrics remain within ±2 % of my earlier results.
• Paper trading runs three full market days without runtime errors or mispriced orders.
• Clean, well-commented source code sits in my QuantConnect project workspace, ready for live trading.

Tools & stack: QuantConnect LEAN, Python, Git.
If you can dive in quickly and have a track record of fixing data-driven issues on QuantConnect, I’d like to get started right away.