.Net Core Migration, Github Actions CI, New Python Packages – Release Notes v10339-v10574
This release is a big update for LEAN, we’re marching towards .NET Core support with the migration of our projects to .NET Core format. We’re still a few weeks away from being ready but we’re optimistic Core will bring a speed up and better cross-platform compatibility.
We’ve integrated with the new Github Actions CI system to help build projects and run tests on each new change implemented in LEAN. We’re working hard on improving the order modeling to make it absolutely perfect. Additionally, this release adds a ton of new Python packages like pingouin, seaborn, pyflux to equip you with top-notch tools for researching and trading.
Special thanks KIk- and itsbalamurali for their work on submitting two new Indian brokerages (Zerodha and Samco) to LEAN. Thank you to ilshat and tightlinesofcode. 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.
In the latest new features we’ve added, we added support for automatic notifications in live trading, and new continuous integration system through Github Actions. We added the primary exchange information to map files on each equity, and integrated TradeConditionFlags and QuoteConditionFlags with LEAN. You can also enjoy several DockerfileLeanFoundation package additions.
One new significant feature was the addition of Easy to Borrow short-share modeling in backtesting and live trading. With the data in place your shorts are restricted to the available short capacity.
We’ve upgraded the versions of IBAutomator, Json.NET, and NodaTime to get ready for our .NET Core upgrade.
Included in this release is a wave of fixes for various issues found from the Github issues list and new reports.
- Fixed RTY price multiplier
- Fixed easy to borrow master
- Added missing early closes for 1999-2008
- Refactored RenkoConsolidator
- Update regression algorithms statistics after updating early closes in MHDB
- Fixed failing ETB/shortable regression algorithms
- Fixed delisted liquidation order cancelation issue
- Refactored brokerage default benchmark
- Adjusted build configuration following migration to CSProj format
- Added 2001-12-24 to US equities early closes in market-hours-database.json
- Added missing constructor routing
- Reduced output log size and warnings emitted when building with Mono msbuild
- Fixed universe selection symbol cache removal
- Fixed thread safety of Mapfile exchange provider
- Fix to unify symbol alias determination into one function
- Adjusted delisting liquidation time
- Fixed non-compiled files
- Remove F# and VB Projects from codebase
- Added missing connection check in IB Brokerage GetHistory
- Fixed broken regression tests
- Fixed hour resolution mapping data handling
- Removed deprecated http package
- Resolved occasional algorithm termination caused by the IB error “Unsupported Version”
- Added helper methods for parsing string FIX format DateTime