.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.

Features 

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.

Updates

We’ve upgraded the versions of IBAutomator, Json.NET, and NodaTime to get ready for our .NET Core upgrade.

Bug fixes 

Included in this release is a wave of fixes for various issues found from the Github issues list and new reports. 

Lexie Robinson

By: Lexie Robinson

03.02.2021
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