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The following sections describe the latest updates to the documentation.

2026-03-20

• [Source] Added a 'Cheat Sheet' section to the LEAN CLI Getting Started page, summarizing common commands with an embedded/downloadable image and a link to the full API reference.

2026-03-19

• [Source] Fix formula rendering across docs by centralizing MathJax in a shared include and cleaning duplicate HTML; updated Optimization Objectives and many Glossary pages.
• [Source] Standardize Object Store keys in ML examples to include project_id to avoid collisions; updated save/load examples across Aesera, Copula, GPlearn, Hmmlearn, Keras, PyTorch, Scikit-Learn, TensorFlow, Tslearn, XGBoost, and Hugging Face Chronos-T5 paths.
• [Source] Fix GPlearn research example by removing an undefined predict() call and adding qb.object_store.save(...) so models persist between sessions.
• [Source] Update Charles Schwab CLI deployment docs to use new Auth0 Login ID flow; prompts now request Login ID and auth URL includes userId parameter.
• [Source] Add missing descriptions to Lean CLI API reference pages for cloud/live/object-store/private-cloud/encrypt/decrypt commands.

2026-03-18

• [Source] Added new CLI option --charles-schwab-user-name to provide the Charles Schwab login ID across multiple Lean CLI commands (backtest, live deploy, cloud live deploy, data download, optimize, research).
• [Source] Standardized the data provider name to 'Databento' (from 'DataBento') across CLI API reference enums and Databento dataset pages; updated all example commands accordingly.
• [Source] Expanded Hugging Face documentation with new, testable algorithm examples for Sentiment Analysis, Fill-Mask, Text Generation, and Chronos-Bolt; updated the popular models table and fixed the Chronos-Bolt entry.
• [Source] Refactored glossary into reusable resources and converted glossary and optimization objective pages to PHP includes; added a shared MathJax include and fixed a redeclaration error.
• [Source] Updated Binance brokerage setup docs to include the trusted IP for Binance.us (207.182.16.137).

2026-03-17

• [Source] Charting Series types expanded with StackedArea and Treemap; added detailed descriptions and C#/Python examples for all series types.
• [Source] Rewrote charting examples with a new AllSeriesTypesAlgorithm showcasing Line/Scatter EMAs, Candlesticks, Volume Bars, StackedArea allocations, and Treemap sales volume across multiple symbols.
• [Source] Added full JSON schema for live-trading webhook payloads, including OrderEvents and Portfolio structures, an example payload, and API reference links.
• [Source] Overhauled ML tutorials across libraries (Aesera, TensorFlow, Keras, PyTorch, Hmmlearn, Tslearn, XGBoost, Copula): fixed API names and code errors, renamed conflicting methods, standardized training via Security.session with warmup/on_warmup_finished, and added is_warming_up guards.

2026-03-16

• [Source] Overhauled Optimization Objectives docs: migrated from PHP includes to HTML, upgraded math rendering to MathJax v4, and expanded content with clear formulas and pros/cons for CAGR, Drawdown, Sharpe, and Probabilistic Sharpe Ratio.
• [Source] Migrated and consolidated Glossary pages from PHP includes to first-class HTML docs, standardizing MathJax v4 rendering and embedding formulas/definitions across many terms (e.g., alpha, beta, Sharpe, PSR, win rate, drawdown).

2026-03-15

• [Source] Updated the Historical Data introduction page to point the History Requests link to the correct path (removed outdated 'key-concepts' segment).
• [Source] Removed broken links to Samco and Zerodha dataset pages in the Live Trading Data Providers table; entries now shown as plain text to avoid 404s.
• [Source] Fixed the OptionHistory/option_history link by removing a trailing space, ensuring it routes to the correct Equity Options key concepts page.
• [Source] Removed a broken link to the Samco dataset from the Lean CLI Samco Data Provider page; now references Samco as plain text.
• [Source] Removed a broken link to the Zerodha dataset from the Lean CLI Zerodha Data Provider page; now references Zerodha as plain text.

2026-03-14

• [Source] Updated broken 'Deploy Live Algorithms' anchors from #14 to #15 across multiple pages referencing QuantConnect Paper Trading.
• [Source] Fixed Bloomberg EMSX 'Set Up SAPI' anchor references from #14 to #11 in Cloud Platform and Lean CLI docs.
• [Source] Corrected 'Combining Indicators' examples anchor on the Delay Indicator page (#09 → #99).
• [Source] Updated pandas documentation links from deprecated 'pandas-docs/stable' to the current 'docs' paths (resample, reset_index, resampling) on the research consolidate data page.

2026-03-13

• [Source] Replaced embedded backtest iframes with runnable, testable code blocks across many pages, including brokerages demo algorithms (C# and Python EMA crossover), Portfolio Margin examples, WFO EMA example, FinBERT examples, charting, and CLI guides.
• [Source] Overhauled API Reference generation and content: added realistic examples, corrected types/enums, handled composed schemas, and introduced new fields (e.g., isPinned, sharing tokens, grid definitions) across endpoints.
• [Source] Revamped Glossary: migrated to individual PHP includes with formulas and references, and updated glossary link anchors throughout docs.
• [Source] Added a full custom brokerage message handler example that accepts Terminal Link orders with a specific property, replacing prior embedded links.
• [Source] Short availability enhancements: added a concrete ExceedsShortableQuantity example using a custom shortable provider, and an Interactive Brokers shortable provider example in the Short Availability section.
• [Source] Portfolio Margin documentation expanded with runnable examples (puts hedge, spreads, futures, forex) and added code for Cash vs Margin scenarios; corrected minor text issues.
• [Source] Backtest and Live chart analysis guides updated to read charts programmatically, include Return series, convert timestamps, and plot equity/benchmark/drawdown with robust retry logic for live charts.
• [Source] Delay Indicator page improved with language-specific class references and corrected Python variable naming (self._delay).
• [Source] Clarified OCO order example to state both take profit and stop loss can fill in the same bar, emphasizing limitations.
• [Source] AI Assistance tool endpoints enriched with concrete request/response examples and payload types, improving usability of backtest initialization, code completion, error enhancement, PEP8 conversion, syntax check, and search.

2026-03-12

• [Source] VBaseSignalExport now treats target Quantity values directly as portfolio weights; pass percentage-based targets (e.g., 0.25 for 25%).
• [Source] Added documentation for the Delay indicator, including examples and integration with Combining Indicators.
• [Source] Replaced pandas and C# DataFrame/Series screenshots with accessible HTML tables and improved table styling (nowrap, smaller font) across Research Environment 'Wrangle Data' pages.
• [Source] New tutorial: Precomputed ML Predictions. Precompute predictions in Research, save to Object Store, and stream as a custom universe to speed backtests; referenced from ML Key Concepts.

2026-03-11

• [Source] Added a new Authentication section and a new Security & Stability page for Charles Schwab brokerage docs; renumbered Schwab and other brokerage sections (Asset Classes and subsequent sections shifted to accommodate the new section).
• [Source] Added a Liquidity Considerations subsection to manual indicator warm-up docs with guidance to check readiness, reset, and increase lookback when history returns insufficient data, including C#/Python examples.
• [Source] Added a Liquidity Considerations subsection to automatic indicator warm-up docs with the same guidance and C#/Python examples; clarified wording in Timing Considerations.

2026-03-10

• [Source] Added a comprehensive OCOTrade example demonstrating an unofficial OCO order workflow (entry via stop-market with paired take-profit/stop-loss) with full C# and Python implementations and an InsideDayBreakout strategy example.
• [Source] Clarified documentation to state OCO is not officially supported and to verify brokerage support for stop market and limit orders.

2026-03-09

• [Source] Security and Stability: You can now authenticate multiple Charles Schwab user accounts across projects (one trading account per project). Deploying a second algorithm under the same Schwab user stops the first; use a different Schwab user to run multiple algos concurrently.
• [Source] Deploy Live Algorithms: Updated authentication flow to first enter the Charles Schwab Login ID before authorizing; clarified that you must log in with the same ID on Schwab’s site and select accounts to link.

2026-03-07

• [Source] Cloud Platform: Consolidated third-party library docs into a single Supported Libraries page (per environment) and removed the separate Default, Legacy, and Autogluon environment pages.
• [Source] Local Platform: Consolidated third-party library docs into a single Supported Libraries page (per environment) and removed the separate Default, Legacy, and Autogluon environment pages.
• [Source] Writing Algorithms (Libraries): Replaced environment-specific library pages (Default/Legacy/Autogluon) with a unified Supported Libraries page.
• [Source] Machine Learning (Supported Libraries): Switched from a hardcoded library table to dynamic rendering using CDN-hosted JSON for Python/C# via ml-libraries.js.

2026-03-03

• [Source] Derivatives universes now inherit subscription settings (resolution, market, fill-forward, etc.) from UniverseSettings when not explicitly set. Docs for equity options, futures, future options, and index options were updated to reflect this behavior and remove hardcoded default values.
• [Source] Basic order validation updated: LEAN ensures a valid data subscription before placing orders and can auto-add securities (e.g., calling AddEquity for SPY) and seed initial prices when you submit a market order. Tradability guidance clarified.

2026-02-27

• [Source] Added DataBento as a historical data provider and introduced --databento-api-key.
• [Source] Added --bybit-use-testnet option (live|paper) to control testnet usage in cloud live deployments.
• [Source] Added DataBento as a downloader data provider and introduced --databento-api-key.
• [Source] Added DataBento as both a live and historical data provider and introduced --databento-api-key.
• [Source] Added DataBento as a historical data provider for optimization and introduced --databento-api-key.
• [Source] Added DataBento as a historical data provider for research and introduced --databento-api-key.

2026-02-26

• [Source] Added Databento as a Cloud live data provider (US Futures streaming). Includes deployment steps, multiple-provider support, pricing, and notes that Cloud research, backtesting, and optimization are not supported. Historical availability depends on your Databento package.
• [Source] Added Lean CLI support to deploy live algorithms using Databento with QuantConnect Paper Trading, including API key prompts and supported assets.
• [Source] Updated buying power docs to use BuyingPowerModel (SecurityMarginModel is now an alias). Added live trading considerations clarifying LEAN doesn’t infer buying power/leverage from the brokerage; set models explicitly.
• [Source] Binance setup now requires system-generated API keys (HMAC).