Python Auto-complete, and with Integrated Docker-Local IDE Support with VSCode, PyCharm and Visual Studio. Release notes v9842-v9185

In this release of updates, we have made substantial changes to improve our local development experience through deep integration of the LEAN Docker containers, along with publishing a research docker container for running your LEAN Research Notebooks locally. These docker containers are completely integrated into VSCode, PyCharm, and Visual Studio allowing you to run backtests inside docker containers from your own IDE! 

We have integrated API stubs for the QCAlgorithm layer enabling autocomplete for local development! This is also continuously integrated with the LEAN open source project to instantly update the autocomplete system when new API methods are added.

To increase our data available to users, we have added a new PolygonDataQueueHandler with support for Equity, Forex and Crypto security types, as well as a new PolygonDataDownloader. We have also added the Ease of Movement indicator value  to give users another form of analysis that helps smooth out outliers. 

As always, we are always taking suggestions from our community to help us better serve our users. We are continually working towards our next update. 


  • Added Support for A/D Ratio, A/D Volume Ratio and Arms Index (TRIN) Indicators (Github | Docker
  • Integration of our Docker container with local development in VSCode, VS, and PyCharm (Github | Docker
  •  Addition of research docker scripts that store and launch notebooks locally (Github | Docker)
  • Allow LeanDataWriter to create zip files for futures data (Github | Docker
  • Addition of the indicator Ease of Movement value by Richard W. Arms Jr. (Github | Docker)
  • Added support for using IQFeed on Docker (Github | Docker)
  • Addition of new AggregationManager which handles aggregation using consolidators and a ScannableEnumerator (Github | Docker
  • Addition of Python wrapper around IDataConsolidator for use in creating custom Python consolidators (Github | Docker
  • Addition of Python stubs search path for Visual Studio, PyCharm, and VS Code (AutoComplete) (Github | Docker
  • Addition of new PolygonDataQueueHandler (Github | Docker


  • Updated symbol-properties-database.csv for both exchanges with the latest data from CoinApi, CoinBase and Bitfinex exchanges.(Github | Docker)
  • Upgrade IBAutomater to v1.0.29 (Github | Docker)
  • Removed Robintrack implementation due to removal of the underlying data source (Github | Docker
  • Updates .travis.yml to include build/deploy scripts for Python stubs (autocomplete) (Github | Docker)

Bug Fixes 

  • Added a missing dictionary (KeyNotFoundException) check in Cash.EnsureCurrencyDataFeed (Github | Docker)
  • Fixed stalling of LiveFillForwardEnumerator (Github | Docker
  • Added a check for zero TotalPortfolioValue in BrokerageSetupHandler (Github | Docker
  • Adds two read-only lists of BaseData to save the last list of Tick of TickType.Trade and TickType.Quote (Github | Docker
  • Fixed bug to improve IQFeeder to be more performant (Github | Docker)
  • Modifying IDQH interface so subscriptions are per SubscriptionDataConfig allowing a finer control by the IDQH. (Github | Docker
  • UniverseSelection and Research will always use AlgorithmHandler.DataProvider instance instead of DefaultDataProvider (Github | Docker)

By: Lexie

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