This release of updates to LEAN is among one of the biggest yet. With this update, we have been working hard to upgrade your user experience. We upgraded futures margins to improve futures backtesting modelling and behavior, and updated to a newer version of .net (4.6.2). Along with this, we have added LEAN docker files and new Github tagging of pull requests to supplement your overall experience with our platform. 

We have added new indicators and example algorithms like custom universe selection using coarse data from Tiingo News. For pandas objects with historical data, we have dynamically created new classes that wrap key functions and properties to provide a reliable and natural way to access variables using Symbol. 

We hope these changes and new features improve your experience and success with QuantConnect, and we are already working diligently toward the next update.

Features 

• Addition of new tests as examples of using our new node API functions (Github | Docker)
• System log now respects “results-destination-folder” (Github | Docker)
• Addition of CPU max allocation to Controls (Github | Docker) 
• Addition of EmaCrossFuturesFrontMonthAlgorithm (Github | Docker)
• Added Controls.StoragePermissions to allow permissions for storing into the object store (Github | Docker) 
• Addition of overload to AddSecurity to accept a symbol parameter (Github | Docker) 
• Addition of new DataPermissionsManager for more control over data permissions (Github | Docker)
• Adding of coarse Tiingo News universe selection algorithm (Github | Docker) 
• Creation of readme.md for Test directory (Github | Docker) 
• Addition of a new regression algorithm focusing on showcasing extended market trading to expand testing (Github | Docker) 
• Added Configuration for contracts NK, IN, TW (SGX) and HSI(HKFE) (Github | Docker) 
• Added new calculations to existing Bollinger Bands indicator (Github | Docker) 
• Addition of Schaff Trend Cycle indicator (Github | Docker) 
• Addition of parameterless constructor for usage in LEAN configuration (Github | Docker)
• Addition of new classes that wrap key functions and properties (Github) 
• Addition of LEAN Docker files (Github)

Updates

• Updated to latest version of SharpZipLib (version v1.20) (Github | Docker) 
• Updated RebalancingParam -> Rebalance in PCM to reflect code (Github | Docker) 
• Renamed json ram allocation from iRamAllocation -> iMaxRamAllocation (Github | Docker)
• Updated IBAutomater to v1.0.23 (Github | Docker) 
• Updated Panda to 0.23.3 in Algorithm.Python/readme.md (Github | Docker) 
• Replaced WebSocketSharp wrapper with System.Net.WebSockets wrapper (Github | Docker) 
• Updated rate limits for multiple WebSocket connections (Github | Docker)
• Updated Bitfinex symbol list with new listings and delistings (Github | Docker)
• Updated futures margins (Github | Docker)
• Updated to IBGateway v978.2c in Dockerfile.LeanFoundation (Github | Docker)
• Update of MarketHoursDatabase function, addition of unit testing of code requiring an instance of MarketHoursDatabase (Github | Docker)
• Update to .net 4.6.2 (Github)

Bug fixes 

• Fixed alignment of series objects created in PandasData causing crash (Github | Docker)
• Fixed bug for docker file copy (Github | Docker)
• Added missing parameters to KaufmanAdaptiveMovingAverage (Github | Docker) 
• Fixed location of the PostBuildEvent script in Algorithm.Python (Github | Docker) 
• Added missing dependencies to Nuget nuspec. (Github | Docker) 
• Fixed file name in Common for nuspec usage (Github | Docker)
• Fixed bug with backtesting progress being 0 or 0.999 (Github | Docker) 
• Fixed bug in Delisted.Warning event time to send warnings on time (Github | Docker) 
• Fixed Resolution.Tick tradebar history (Github | Docker)
• Fixed open-source research notebook docker image (Github | Docker) 
• Fix to correct dockerignore error (Github | Docker)
• Fixed unclosed summary tag in SectorWeightingPortfolioConstructionModel constructors documentation
• Changed order of pack-up in LiveTradingRealTimeHandler.Exit() to avoid a potential NullReferenceException (Github | Docker)
• Fixed QuoteBar open to previous QuoteBar close (Github | Docker)
• Updated the StoreOrderEvents methods in BaseResultsHandler and LiveTradingResultHandler to use the configured file path (Github | Docker) 
• Fixed custom data to allow data from markets outside of the United States (Github | Docker)
• Added missing handler for TradeEvent.Rejected in AlpacaBrokerage.OnTradeUpdate (Github | Docker)
• Added missing null checks on failed algorithm initialization (Github | Docker)
• Fixed IBAutomater main window detection causing initialization failure (Github | Docker)
• Added checks to prevent order submit/update/cancel when disconnected in IBGateway (Github | Docker)
• Removed IBGateway reset handling (Github | Docker)
• Added missing null currency check in InteractiveBrokersBrokerage.CreateHolding (Github | Docker) 
• Fixed Mono reporting double CPU usage (Github | Docker) 
• Fixed Heikin-Ashi Indicator Volume updating issue (Github | Docker)
• Extended the capability of accessing values in a History request, a pandas DataFrame object using a list of Symbol objects (Github | Docker)
• Fixed processing of  SPOT price data to ignore perpetual features (Github | Docker)
• Updated BasicTemplateFuturesHistoryAlgorithm to a regression algorithm and added scheduled event to test history requests every hour (Github | Docker)
• Increased load times of algorithm to reduce the probability of time outs loading the algorithm (Github | Docker)
• Added ToDecimalAllowExponent to allow MinimumPriceVariation values in SymbolPropertiesDatabase to be represented as an exponent (Github | Docker) 

Notes 

Special thanks to contributors on this release: @hsm207, @AnandVishnu, and @JonathanWheele