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Rebalance is a flash briefing of new features and updates for you, our QC community. In our 26th episode we're happy to share:
- Quote equities data for backtesting has been deployed! This means your trades will be modeled with the true bid and ask spread back to 2007. With the new data, we've also adjusted our historical volume to be in line with other platforms.
- Updated margin data! Margin data for 145 futures contracts have been updated to reflect current data. The change improves the accuracy of your futures strategies.
- A short video tutorial of how to use QuantConnect debugging! Learn how to navigate the debugger to track variables while backtesting. The debugger allows you to inspect your code live line by line with QC's data. Check out the video here. The video is part of an ongoing tutorial series on the QuantConnect Development Environment.
- Improvements to Scheduled Events! Performance improvements were made to Scheduled Events resulting in a 4x speed increase, and additional testing was added to ensure the scheduled events were firing correctly even when there was no market data available.
- A new feature was added for LEAN which lets you set the output directory when running LEAN. This is helpful when you want to save the algorithm logs outside of a Docker container, or perform optimization and compare the result of thousands of backtests.
Sherry Yang
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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