New Indicators, Speed and Performance Improvements – Release Notes v9993-v10335

We rounded out 2020 continuing our focus on speed, stability, and feature-completeness as we added more indicators and debugged some tricky option-universe selection edge cases. We sped up the regression test-suite and welcomed several new open-source contributors!

Special thanks to Cnaccio, aarjaneiro, aricooperman,and mathpaquette. QuantConnect is an open-source platform. 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 added the Chaikin Money Flow indicator, The Awesome Oscillator, The DeMarker indicator, and The Relative Vigor index to enhance and broaden your backtesting experience and capabilities.

Faster is always better. This release directly focused on algorithm initialization and exit speeds, as well as upgraded the API.ReadBacktest speed.  We also added new order related mappingsOpenInterest protobuf support, and LeanDataReader futures options data. 

Updates 

We updated IBAutomator to 1.0.40 to increase initialize timeout to allow IB Gateway to initialize correctly, and updated IQFeed.CSharpApiClient to adapt to the way IQFeed now handles history requests. 

You want the latest software. We’re making moves to begin to upgrade our system to .NET5, the latest release of .NET from Microsoft.

Bug Fixes

We focused heavily on quickly fixing many of the bugs from the GitHub issues list and new reports.

Lexie

By: Lexie

20.01.2021