Share New Research 
Release Notes v10575-v10864
This release was another big one in moving our system to .Net Core format to grant you access to the newest and best tools added to C#. Also included in this release are changes to our report generator; now, any report you run on a backtest will include an estimated capacity attached to let you know the funds available for allocation on your strategy if it becomes licensed. This is part of our newest remodel in our Alpha Streams structure, allowing anyone to license high-quality alpha and compete in the quantitative arena.
Special thanks to IlshatGaripov. Join us as we break open the world of algorithmic trading! See the guidelines on contributing to our algorithmic trading engine.
The latest docker image of these changes can be pulled from LEAN Dockerhub.
Features
We’ve brought the time series indicator and LimitIfTouchedOrder to the platform, added capacity estimation in our report generator, and updated how we calculate report statistics. We added support for live trading delisting events and added the ability to limit live cash allocations. We have also made several logging improvements to increase speed and performance.
Updates
We updated System.Collections.Immutable and the IB API to netstandard to continue on our voyage to supporting the .Net core runtime, and updated IBAutomater to v1.0.44. We also updated Nlog Math and fasterflect. In our push for .Net Core format, we’ve also:
- Replaced Microsoft.Extensions.CommandLineUtils with McMaster.Extensions.CommandLineUtils
- Removed App.config files
- Removed/updated System.ComponentModel.Composition package
- Updated CPU performance metrics gathering approach
- Replaced AppDomain.CurrentDomain with AssemblyBuilder
Bug Fixes
- Fixed IB future chain starting at reset hours
- Fixed Bitfinex Brokerage history call
- Fixed CBOE custom data consolidation
- Removed extra day in CBOE Time
- Fixed underlying hash function for OrderListHash
- Improved Coin API streaming
- Added check for DaysLiveReportElement
- Fixed crash in report generator for rolling Sharpe calculation in daily resolution
- Fixed assembly information
- Added missing license files for project packages
- Added Static AlgorithmCreationTimeout Property to BaseSetupHandler
- Fixed OpenInterest data
- Fixed regression test History Request
- Fixes strategy capacity estimation for reports
- Increased conversion rate history request warmup time span
- Added securities using the algorithms UniverseSettings.Resolution value
Lexie Robinson
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!