Rebalance Ep 21: Data Feed Work Scheduling

Rebalance is a weekly flash briefing of new features and updates for you, our QC community. In our 21st episode we’re happy to share:

  1. A new data feed work scheduling system! The implementation prioritizes the most recent work items by their size. CPU and RAM usage was reduced, leading to an improvement in backtesting speeds and python launch time. Learn more about the new data feed work scheduling system here.
  2. In addition to the new boot camp tutorial videos, you can now share Boot Camp coding lessons with anyone interested in developing algorithms, not just other QC user! The new social media links don’t require a user to log in to view the content. The update reflects QC’s mission to make algorithm development universally accessible. Share each boot camp from its lesson overview page, the links are under the lesson title.
  3. Several bugs were squashed! Now universes added in the Initialize() method use start and end times that appropriately reflect potential changes in the method. Additionally, division by zero in the Fundamental Universe Selection Model is now prevented, which allows the universe selection a new attempt on the next trading day while keeping the universe unchanged.
  4. A shout out to Jeff Ward for his contribution to LEAN this week! Jeff added a new portfolio construction model, the Accumulative Construction Model which scales up your position as you emit more insights for each asset. You can find an example of how to use this new model in C# and in python.
Sherry Yang

By: Sherry Yang

16.01.2020
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