LEAN v9464-v9760 unlocks key live trading functionality for accounts with non-USD base currencies, to better serve our global clients. We’ve streamlined harnessing the QuantConnect API in the Jupyter Research environment to analyze backtests and projects with ease. We made improved options backtesting for better out-of-the-money assignment messaging. 

Features 

• OptionChain and OptionContract improvements (Github | Docker) 
• Added CustomBuyingPowerModelAlgorithm (Github | Docker)
• Feature Notebook API Support (Github | Docker) 
• Added new property IBrokerage.AccountBaseCurrency (Github | Docker)
• Added check to prevent unordered ticks to be processed (Github | Docker) 

Updates 

• IB Brokerage updates (Github | Docker) 

Bug Fixes 

• Added missing check to prevent IBAutomater restart after Dispose is called (Github | Docker) 
• Fixed “0” group code value for FixturesAndAppliances (Github | Docker)
• Fixed LocalObjectStore.Delete() to delete file from the local object store path if present (Github | Docker) 
• Market Hours Database Adjustment to fix errors found (Github | Docker) 
• Notebook fix for “DirectoryNotFoundException” on linux/mac (Github | Docker)
• Add unit tests to fix regression algorithms executed together (Github | Docker)
• Refactored OptionExerciseOrder.Quantity to be consistent with other Order types (Github | Docker) 
• Fixed Bitfinex Liquidate error with AccountType.Cash (Github | Docker)
• Improved option assignment modeling (Github | Docker)  
• Fixed API test to reflect current web API (Github | Docker) 
• Standardized API.cs to use JSON Objects (Github | Docker)
• Fixed bug to make StartDate relative to Algorithm TimeZone in Live mode (Github | Docker) 
• Linux/Mac docker scripts now supports config file (.cfg) for parameters at launch (Github | Docker)
• Fixed the MaximumDrawdownPercentPortfolio not trading after a drawdown was hit (Github | Docker)
• Fix the default tag values for Order and add tags to Order string representation (Github | Docker) 
• Fixed ToolBox tickers parsing (Github | Docker)
• Removed check to allow account currency to be overridden by algorithm (Github | Docker)
• Fixed bug to set QuantBook start date to appropriate day relative to data release times (Github | Docker) 
• LocalObjectStore refactor and fixes (Github | Docker) 
• Added DC future contract symbol mapping for IB and fixed SPDB entry (Github | Docker) 
• Fixed bug to check TiingoNews for spaces in raw ticker data (Github | Docker) 
• Added default dllmap locations to Python.Runtime (Github | Docker) 
• Fix to terminate algorithm for exceptions in GDAX Fill Monitor (Github | Docker) 
• Fixed ambiguous future symbol error in IB brokerage (Github | Docker) 
• Fixed bugs to improve LEAN backtesting performance by 10-20% (Github | Docker) 
• Fix to pass command line parameters values as string (Github | Docker) 
• Fix to stop IBrokerage.OptionPositionAssigned raising on exercise (Github | Docker) 
• Fixed generation of explicit “null” value in Smart Insider Transactions/Intentions (Github | Docker) 

Special thanks to GitHub users @Reginaldouis, @mchandschuh, @mathpaquette, @adam-may, and @aarjaneiro