Teacher said, "Have you finished your lesson"into indirect speech
Answers
The teacher asked if I had finished my lesson.
OR
The teacher asked if we had finished our lesson.
The form of the tense is in the present perfect tense. So, we convert the tense to the past perfect tense. We do this by changing 'have' to 'had'.
You change said to asked as the sentence under quotation is inquisitive.
Then there are two possible options. Since what is said hasn't been specifically directed to an entity, we can assume it to either be directed to the singular first person (I) or the plural first person (us).
If you assume it to be directed to the singular first-person (I), you change 'you' to 'I' and 'your lesson' to 'my lesson'.
If you assume it to be directed to the plural first-person (us), you change 'you' to 'us' and 'your lesson' to 'our lesson'.