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Change Log

Documentation Updates

The following sections describe the latest updates to the documentation.

2023-03-31

Updated Writing Algorithms > Securities > Asset Classes > Forex > Market Hours and added some new pair-specific sub-pages in response to LEAN PR #6998

As we continue to update and refactor the documentation on a regular basis, some links in the following sections may no longer work.

2023-03-03

Removed the following sections in response to LEAN PR #7028:

Cloud Platform > Projects > Package Environments > Tensorforce Environment
Local Platform > Projects > Package Environments > Tensorforce Environment
Writing Algorithms > Key Concepts > Libraries > Tensorforce Libraries

2023-02-28

Updated LEAN CLI > Installation > Installing Docker > Installing on macOS to remove steps that caused Docker issues.

2023-02-27

Updated the pages in LEAN Engine > Contributions > Datasets to elaborate on the contribution process.

2023-02-24

Updated the pages in LEAN Engine > Contributions > Datasets to elaborate on the contribution process.

2023-02-23

Updated LEAN CLI > Key Concepts > Troubleshooting > Common Errors to add the "We couldn't find you account in the given organization" error.
Added Writing Algorithms > Object Store > Example for Plotting and Research Environment > Object Store > Example.

2023-02-22

Updated the following sections in response to LEAN PR #6989:

Cloud Platform > Live Trading > Brokerages > Samco > Orders > Order Types
Writing Algorithms > Reality Modeling > Brokerages > Supported Models > Samco > Orders > Order Types

Added/Updated the following sections in response to LEAN PR #6977:

2023-02-21

Updated the Wrangle Data section of the pages in the Research Environment > Datasets chapter to include examples of wrangle DataFrames in C#.
Added Writing Algorithms > Machine Learning > Popular Libraries > Aesera and Research Environment > Machine Learning > Aesera
Removed Writing Algorithms > Algorithm Framework > Universe Selection > Fundamental Universes > Uncorrelated Assets Selection in response to LEAN PR #6976

2023-02-20

Updated LEAN CLI > API Reference > lean report > Options to include the new --pdf option from CLI PR #281.
Updated Cloud Platform > Live Trading > Brokerages > Binance > Account Types > Create an Account to explain that members need to white-list our IP address.
Updated Research Environment > Datasets > India Equity to remove unsupported data formats (quotes and ticks).
Updated Writing Algorithms > Reality Modeling > Margin Calls > Monitor Margin Call Events to fix bugs in the code snippets.
Moved Cloud Platform > Research > Debugging to Research Environment > Debugging
Updated Research Environment > Datasets > Index Options to include non-standard Option contracts.

2023-02-16

Updated Writing Algorithms > Securities > Assets Classes > Index Options > Requesting Data > Create Subscriptions and Research Environment > Datassets > Index Options > Create Subscriptions to explain how to work with weekly Options

2023-02-15

Added Cloud Platform > Live Trading > Brokerages > Interactive Brokers > Orders > Fractional Trading and Writing Algorithms > Reality Modeling > Brokerages > Supported Models > Interactive Brokers > Orders > Fractional Trading.
Updated Writing Algorithms > Trading and Orders > Key Concepts > Symbol Properties to explain how LEAN rounds order prices.
Renamed and updated Writing Algorithms > Trading and Orders > Order Management > Transaction Manager > Get Orders to include the GetOrders and GetOrdersByBrokerageId methods.
Updated LEAN CLI > Initialization > Configuration > Lean Configuration to show the configuration settings that the CLI commands don't change.

2023-02-14

Updated Writing Algorithms > Key Concepts > Security Identifiers > Industry Standard Identifiers to include the new method overloads from LEAN PR #6893.
Made the following changes in reponse to LEAN PR #6874:

Updated the following sections to explain how to update orders for brokerages that don't fully support order updates:

Updated the following pages in response to LEAN PRs #6876 and #6957:

Updated Writing Algorithms > Consolidating Data > Getting Started > Consolidator Types to include the new Volume Renko consolidator.
Restructured all the pages in Writing Algorithms > Indicators > Supported Indicators

2023-01-30

Removed Writing Algorithms > Strategy Library > Contribute Tutorials

2023-01-25

Updated the ObjectStore storage sizes in the following sections:

Updated Cloud Platform > Learning Center > Educators > Compensation to increase the Educator compensation
Removed Cloud Platform > API Reference > Node Management and added Cloud Platform > API Reference > Project Management > Read Project Nodes and Cloud Platform > API Reference > Project Management > Update Project Nodes
Updated Writing Algorithms > Reality Modeling > Options Models > Pricing > What Is Implied Volatility? to improve readability
Updated Writing Algorithms > Trading and Orders > Order Errors > Order Response Error Reference to fill in remaining content

2023-01-24

Updated Writing Algorithms > Reality Modeling > Brokerages > Key Concepts > Model Structure to fix syntax errors in the C# code snippet
Updated Cloud Platform > Live Trading > Brokerages > QuantConnect Paper Trading > Introduction to link to the brokerage implementation
Updated Writing Algorithms > Trading and Orders > Order Errors > Order Response Error Reference to elaborate on each order response error

2023-01-23

Updated Writing Algorithms > Trading and Orders > Key Concepts > Order Types to add the new combo orders
Updated Writing Algorithms > Historical Data > History Requests > Data Formats to include Crypto Futures
Moved Local Platform > Getting Started to Local Platform > Key Concepts > Getting Started and added Local Platform > Key Concepts > Getting Started > Basic Usage
Added Local Platform > Key Concepts > Deployment Targets
Updated Local Platform > Projects > IDE > Use Autocomplete to include the command to update the Python stubs
Updated Cloud Platform > Security and IP
Added Cloud Platform > API Reference > Node Management
Updated the LEAN Engine landing page to include links to the chapters in the product

2023-01-20

Updated Writing Algorithms > Trading and Orders > Order Events > Track Order Events to fix the Python type helper
Updated Writing Algorithms > Trading and Orders > Option Strategies > Iron Condor

2023-01-19

Updated Supported Brokerages to include new brokerages
Updated some of the Python code snippets so the Callable type helpers have the correct syntax

2023-01-18

Updated Cloud Platform > Welcome > Business Model and Cloud Platform > Welcome > Our Mission
Updated Writing Algorithms > Machine Learning > Key Concepts > Supported Libraries to include Stable Baselines and added Writing Algorithms > Machine Learning > Popular Libraries > Stable Baselines
Added Cloud Platform > Getting Started
Updated the Local Platform landing page
Updated Cloud Platform > Community > Discord > Channels
Reformatted the tables in the following sections:

2023-01-17

Updated the following sections in response to LEAN PR #6864:

Updated LEAN CLI > Installation > Installing Lean CLI > Install to provide additional steps for Windows users that get an error
Updated Our Platform > Live Trading > Brokerages > Binance > Account Types to include a step for creating Crypto Future API credentials
Renamed Our Platform to Cloud Platform and added Local Platform
Updated Cloud Platform > Organizations > Resources > Live Trading Nodes to state that each security subscription requires about 5MB of RAM
Updated the following sections in response to LEAN PR #6849:

2023-01-16

Added the following fill model pages:

Moved the capacity documentation to Writing Algorithms > Key Concepts > Statistics > Capacity
Updated the following sections in response to LEAN PR #6858:

Writing Algorithms > Trading and Orders > Order Types > Combo Limit Orders
The Combo Limit Orders sections of the fill models documentation

2023-01-13

Updated Writing Algorithms > Historical Data > Rolling Window > Cast to Other Types and Writing Algorithms > Indicators > Rolling Window > Cast to Other Types to reverse the lists so they are in the correct order after casting.

2023-01-12

Added/Updated the following pages in response to LEAN PR #6813, LEAN PR #6842, and IB Brokerage PR #54:

Added Writing Algorithms > Securities > Asset Classes > Crypto Futures > Handling Data > Margin Interest Rates in response to LEAN PR #6836
Updated Our Platform > Live Trading > Brokerages > Interactive Brokers > Account Types > Paper Trading to note the differences between real and paper trading
Added Our Platform > Live Trading > Brokerages > Interactive Brokers > Orders > Order Size Limits

2023-01-09

Updated the code snippets in the Visualization sections of the Writing Algorithms > Indicators > Supported Indicators pages to fix bugs.
Updated Writing Algorithms > API Reference to include the new AddCryptoFuture method.
Updated Writing Algorithms > Trading and Orders > Order Errors to include the new EuropeanOptionNotExpiredOnExercise error from LEAN PR 6734.
Added some missing landing pages throughout the docs to ensure members don't land on empty pages after clicking a link.

2023-01-06

Updated the following content in response to LEAN PR #6720:

The Create Subscriptions sections in the Writing Algorithms > Securities > Assets Classes pages
The Create Universes sections in the Writing Algorithms > Universes pages
Writing Algorithms > Algorithm Framework > Universe Selection > Options Universes
Writing Algorithms > Reality Modeling > Options Models > Pricing
Writing Algorithms > Reality Modeling > Options Models > Volatility > Key Concepts

Updated almost all of the security initializer examples to use a BrokerageModelSecurityInitializer.

2023-01-05

Updated the following sections to remove an invalid Python code snippet:

Updated Writing Algorithms > Indicators > Plotting Indicators > View Charts and Writing Algorithms > Charting > View Charts to add links to ReadBacktest and ReadLiveAlgorithm.
Added Writing Algorithms > Indicators > Rolling Window
Updated Writing Algorithms > Reality Modeling > Margin Calls > Monitor Margin Call Events to fix a bug in the Python code
Added LEAN Engine > Statistics > Capacity

2023-01-04

Made the following changes in response to LEAN PR #6807:

Added Writing Algorithms > Securities > Asset Classes > Crypto Futures
Updated the Writing Algorithms > Reality Modeling chapter to include margin interest rate models.
Updated Our Platform > Live Trading > Brokerages > Binance to include Futures and margin interest rate modeling.

2022-12-26

Expanded and restructured the Writing Algorithms > Consolidating Data chapter.

2022-12-22

Updated Writing Algorithms > Indicators > Supported Indicators > Target Downside Deviation to fix bugs.

2022-12-19

Updated LEAN CLI > API Reference > lean cloud push > Description in response to CLI PR #236.
Updated LEAN CLI > API Reference > lean optimize in response to CLI PR #237.

2022-12-16

Updated Our Platform > Live Trading > Brokerages > Interactive Brokers > Deploy Live Algorithms to include some examples of converting from UTC time to other time zones.
Added LEAN Engine > Contributing Brokerages.
Added/Updated the following pages in response to CLI PR #254:

2022-12-15

Added the following pages in response to LEAN PR #6791:

Added the following sections to explain what happens to active orders when stock splits occur:

Our Platform > Live Trading > Brokerages > Interactive Brokers > Orders > Handling Splits
Our Platform > Live Trading > Brokerages > QuantConnect Paper Trading > Orders > Handling Splits
Our Platform > Live Trading > Brokerages > Samco > Orders > Handling Splits
Our Platform > Live Trading > Brokerages > Tradier > Orders > Handling Splits
Our Platform > Live Trading > Brokerages > Zerodha > Orders > Handling Splits

Updated the following sections to correct the selected buying power models:

Updated the following sections in response to IB Brokerage PR #41 and LEAN PR #6773:

Updated LEAN CLI > Live Trading > Brokerages > Interactive Brokers > Deploy Local Algorithms in response to LEAN PR #6707.
Updated Writing Algorithms > Trading and Orders > Order Types > Market On Close Orders > Place Orders in response to LEAN PR #6769.
Moved the Contributing Datasets tutorial to LEAN Engine > Contributing Datasets.
Updated LEAN CLI > Datasets > Generating Random Data to include an image that shows simulated data.

2022-12-14

Added Our Platform > Security Privacy.
Added Writing Algorithms > Reality Modeling > Transaction Fees > Supported Models > TD Ameritrade Model in response to LEAN PR #6791.

2022-12-09

Updated Our Platform > Projects > IDE > Troubleshooting to recommend clearing browser cache even if the project was made after the new IDE was released and to add some external resources that explain how to change your network settings.

2022-12-08

Updated LEAN CLI > Installation > Installing Docker > Install on macOS to include additional steps for M1 users.
Updated Our Platform > Projects > IDE > Troubleshooting to include an external link to a page that explains how to change Avast settings to fix the service workers issue.
Updated Writing Algorithms > Reality Modeling > Settlement > Key Concepts > Default Behavior and the Settlements sections of the relevant brokerage guides to change the Equity settlement period from T+3 to T+2 in response to LEAN PR #6766.
Updated Writing Algorithms > Key Concepts > Research Guide > Outliers to fix an issue with the LaTeX display.

2022-12-07

Renamed Coinbase Pro to Coinbase in response to the new release of "Advanced Trade".

2022-11-23

Updated LEAN CLI > Installation > Installing Lean CLI > Install to include a step to check if the CLI is already installed and to include a step to tell Windows users to open PowerShell.

2022-11-22

Updated Our Platform > Datasets > Data Issues > Report New Issues to correct the steps to use the current data issue form.
Updated the following sections to explain that some of the OptionFilterUniverse/FutureFilterUniverse methods don't reduce the number of contract Symbol objects in the OptionFilterUniverse/FutureFilterUniverse:

Updated Writing Algorithms > Algorithm Framework > Portfolio Construction > Key Concepts > Portfolio Optimizer Structure to correct the Python data types in the method header.
Updated Our Platform > Projects > Structure > Files to explain the contents of notebook files.
Updated Our Platform > Optimization > Results > View All Optimizations to fix the results button icon in the IDE.
Updated Our Platform > Live Trading > Brokerages > Interactive Brokers > Orders > Order Types to state that Option exercise orders aren't available for Index Options or cash-settled US Equity Options in resposne to LEAN PR #6744.
Updated the following sections to provide a link to the LEAN GitHub repo that shows a full implementation of each framework component:

Updated the following sections to explain that you don't get access to project libraries if a team member adds you as a collaborator to a project file but not the library file (in response to CLI PR #232):

Updated the following sections to explain how to remove yourself as a collaborator:

Updated Writing Algorithms > Trading and Orders > Live Trading Considerations and Writing Algorithms > Live Trading > Trading and Orders > Introduction to explain that the fill models check if orders should fill as frequently as the resolution of the security subscription allows.
Updated Writing Algorithms > Securities > Key Concepts > Tradable Status and Writing Algorithms > Trading and Orders > Order Errors > Common Errors to explain that continuous Futures contracts aren't tradable.
Updated Writing Algorithms > Trading and Orders > Order Types > Option Exercise Orders > Place Orders to mention that you can (depending on your brokerage) exercise European-style Options on their expiration date in response to LEAN PR #6734.

2022-11-21

Updated the following pages/sections to explain the new project name rules from CLI PR#234:

Updated the following sections to add code examples that demonstrate how to encapsulate all of the universe selection logic into its own class:

2022-11-18

Updated Our Platfrom > Live Trading > Brokerages > Wolverine and Writing Algorithms > Reality Modeling > Transaction Fees > Supported Models > Wolverine Model to rename Wolverine to Wolverine Execution Services.
Removed FTX and FTX US
Updated Our Platform > Live Trading > Brokerages > Interactive Brokers > Security and Stability > SMS 2FA to mention the Online Security Code Card in reponse to Lean.Brokerages.InteractiveBrokers PR #37 and IBAuomater PR #72.
Updated Writing Algorithms > Machine Learning > Popular Libraries > MlFinLab > Introduction to mention that mlfinlab is currently only available in QuantConnect Cloud.
Updated Writing Algorithms > Consolidating Data > Consolidator Types > Renko Consolidators to point to GitHub Issue #3754 for volume bars.
Updated Writing Algorithms > Initialization > Set Warm Up Period to explain that we need security subscriptions to do warm-up.
Updated Writing Algorithms > Indicators > Plotting Indicators > Plot Update Events and Writing Algorithms > Charting > Plot Data to remove the reference to LEAN Issue #6730 in response to LEAN PR #6745.
Updated the following pages/sections to explain the new project name rules from CLI PR#231:

2022-11-17

Updated Writing Algorithms > Consolidating Data > Consolidator Types > Time Period Consolidators > CalendarInfo Periods to add information on time zones.
Updated Writing Algorithms > Universes > Future Options to fix bugs in the code snippets.
Updated Writing Algorithms > Consolidating Data > Consolidator Types > Renko Consolidators to add the ClassicRenkoConsolidator.
Updated Writing Algorithms > Consolidating Data > Key Concepts > Receive Consolidated Bars to add the handlers for Renko consolidators.

2022-11-16

Updated Writing Algorithms > Algorithm Framework > Portfolio Construction > Key Concepts > Rebalance Frequency to mention that the PCM can still rebalance if the rebalancing function returns nullNone.

2022-11-15

Updated Writing Algorithms > Indicators > Automatic Indicators > Warm Up Indicators > Automatic Indicator Warm-up to remove the reference to GitHub Issue #6701 in response to LEAN PR #6746.
Expanded LEAN CLI > Installation > Installing Docker > Install on macOS to include additional steps for M1 chip users.

2022-11-14

Updated Writing Algorithms > Reality Modeling > Transaction Fees > Supported Models to explain which currency each model charges fees in.

2022-11-11

Updated Writing Algorithms > Historical Data > Warm Up Periods > Event Handler to fix a typo in the code snippet.
Made the following updates to the Writing Algorithms > Indicators chapter and all the links pointing to this chapter:

Renamed Indicator Reference to Supported Indicators
Renamed Candlestick Pattern to Candlestick Patterns
Moved Supported Indicators to the beginning of the chapter

Added/Updated the following content in response to CLI PR #219:

Added LEAN CLI > Projects > Project Management > Rename Projects.
Updated LEAN CLI > API Reference > lean cloud push and LEAN CLI > API Reference > lean cloud pull.
Updated LEAN CLI > Projects > Project Management > Create Projects and LEAN CLI > API References > lean project-create to explain the invalid project names.

Made the following changes in response to CLI PR #220:

Updated LEAN CLI > Projects > Cloud Synchronization to explain that you push/pull from a single organization.
Updated the Deploy Local Algorithms sections in the LEAN CLI > Live Trading > Brokerages pages to remove the step where you need to select an organization.
Updated LEAN CLI > API Reference > lean init to include the new organization option.
Updated LEAN CLI > API Reference > lean live and LEAN CLI > API Reference > lean data download to remove the organization option.
Updated LEAN CLI > Datasets > Downloading QuantConnect Data > Using the CLI to remove the step that asks you to select an organization.
Updated LEAN CLI > Backtesting > Deployment > Run Local Backtests to remove the organization option.
Updated LEAN CLI > API Reference > lean cloud push to remove the organization-id option.
Renamed LEAN CLI > Initialization > Directory Structure to Workspace and reorganized the page.
Updated the LEAN CLI documentation to rename "CLI root directory" to "workspace".

Added the following pages/sections to support the new Wolverine brokerage integration:

Updated the following pages to add the new tickers option from CLI PR #217:

LEAN CLI > API Reference > lean data generate

2022-11-09

Updated Writing Algorithms > Indicators > Plotting Indicators > Plot Update Events and Writing Algorithms > Charting > Plot Data to mention that PlotIndicator doesn't currently support indicator extensions.

2022-11-08

Updated LEAN CLI > Live Trading > Brokerages > Interactive Brokers > Deploy Local Algorithms to state that M1 chips aren't currently supported.
Updated the following sections to show how to move the universe selection methods out of the algorithm class and into a separate universe selection model class:

2022-11-07

Updated Writing Algorithms > Datasets > Nasdaq > Data Link > Getting Started to explain which datasets our Data Link integration supports and how to import them.
Updated Writing Algorithms > Datasets > Nasdaq > Data Link > Data Summary to explain how to see the data summary of each dataset.

2022-11-04

Updated the following sections to add an example of IncludeWeeklys:

Updated the Sourcing section of the brokerage data feed pages to explain the auxiliary datasets that QC provides.
Updated Our Platform > Live Trading > Data Feeds > Brokerage Data Feeds > Interactive Brokers > Universe Selection to clarify that the universe selection data isn't the TWS market scanners.

2022-11-03

Updated Our Platform > Projects > IDE > Split the Editor to explain why members shouldn't open multiple browser tabs.

2022-11-01

Updated/Added the following pages to include the new Sortino and Target Downside Deviation indicators from LEAN PR #6696:

2022-10-31

Updated LEAN CLI > API Reference > lean live > Options and the Deploy Local Algorithms sections of each brokerage to use "brokerage seat" terminology instead of "brokerage module".

2022-10-27

Updated Research Environment > Key Concepts > Research Engine > Import Project Code to explain how to restart the Research Environment session.

2022-10-26

Removed Writing Algorithms > Universes > Key Concepts > Dynamic vs Static Universes and the links that pointed to this section.
Reorganized content to add Writing Algorithms > Universes > Settings and Writing Algorithms > Algorithm Framework > Universe Selection > Universe Settings.
Updated Our Platform > Live Trading > Data Feeds > Brokerage Data Feeds > Interactive Brokers > Historical Data to include the quotas for tick and second resolution data.
Updated Research Environment > Datasets > Equity Options to explain how to get theoretical Option prices, Greeks, and Implied Volatility.

2022-10-21

Updated Writing Algorithms > Indicators > Combining Indicators > Custom Chains to note GitHub Issue #6708.
Updated Writing Algorithms > Reality Modeling > Brokerages > Supported Models > Coinbase Pro > Fills in response to LEAN PR #6705.
Updated the Receive Custom Data sections in the Writing Algorithms > Importing Data chapter to explain how LEAN adjusts the custom property names from your Reader method so they follow the convention of member variables.

2022-10-20

Updated Writing Algorithms > Indicators > Automatic Indicators > Warm Up Indicators > Automatic Indicator Warm-up to note GitHub Issue #6701.
Updated Writing Algorithms > Reality Modeling > Brokerages > Key Concepts > Model Structure to fix a bug in the Python example.
Updated LEAN CLI > API Reference > lean live > Description to change the data feed options in response to CLI PR #194.

2022-10-18

Updated Writing Algorithms > Universes > Future Options > Filter Contracts to remove the explanation of Option filters, which don't apply to Future Options.
Updated the following pages in response to CLI PR #194:

LEAN CLI > API Reference > lean cloud live to remove some unnecessary options for Trading Technologies.
LEAN CLI > API Reference > lean live to remove Trading Technologies data feed.
The Deploy Local Algorithms section of the pages in LEAN CLI > Live Trading > Brokerages to remove Trading Technologies as a data feed in the interactive prompts.

2022-10-17

Added Our Platfrom > Live Trading > Data Feeds > Brokerage Data Feeds > Interactive Brokers > Historical Data in response to Lean.Brokerages.InteractiveBrokers PR #30.
Reorganized the pages in the Our Platform > Projects chapter.

2022-10-14

Updated the following sections in response to LEAN PR #6693:

Updated Writing Algorithms > Machine Learning > Popular Libraries > MlFinLab > Import Libraries to fix a bug with the import statements.
Added Writing Algorithms > Machine Learning > Popular Libraries > MlFinLab > Example Algorithm.

2022-10-13

Updated Writing Algorithms > Reality Modeling > Trade Fills > Supported Models > Immediate Model > Introduction to clarify how to read the tables on the page.
Added Writing Algorithms > Reality Modeling > Trade Fills > Supported Models > Latest Price Model.

2022-10-12

Updated Writing Algorithms > Historical Data > History Requests and Research Environment > Datasets > Key Concepts to include examples of history requests with datetimeDateTime objects.
Updated LEAN CLI > Projects > Configuration > Properties to include the new lean-engine and python-venv properties from CLI PR #188.
Added Writing Algorithms > Reality Modeling > Brokerages > Supported Models.
Updated LEAN CLI > API Reference > lean live to unify the --organization options in response to CLI PR #192.

2022-10-11

Restructured the library and code session documentation into the following pages:

Updated the following pages to add the initial portfolio holdings functionality from CLI PR #181:

Updated the code snippets in the Nasdaq Data Link listing so they set the API key as a project parameter.

2022-10-10

Updated Writing Algorithms > Trading and Orders > Trading Calendar to fix bugs in the code snippets.
Updated Research Environment > Datasets > Futures > Get Historical Data to include examples of history requests for tick data.
Added Writing Algorithms > Machine Learning > Popular Libraries > MlFinLab.
Updated LEAN CLI > API Reference > lean live to include --polygon-api-key.
Updated LEAN CLI > Projects > Libraries > Project Libraries > Python Libraries to explain the valid library names enforced by CLI PR #186.
Updated LEAN CLI > API Reference > lean live > Options and LEAN CLI > API Reference > lean cloud live > Options to include --live-cash-balance from CLI PR #172.
Updated the following sections to include steps for the initial cash holdings from CLI PR #172:

2022-10-07

Updated Writing Algorithms > Scheduled Events and Writing Algorithms > Algorithm Framework > Universe Selection > Scheduled Universes to state that DateRules and TimeRules are relative to the algorithm time zone.
Updated Writing Algorithms > Initialization > Set Dates to mention that the dates are based in the algorithm time zone.
Updated the Get Historical Data sections in the Research Environment > Datasets pages to explain how the notebook time zone affects history requests that are based on datetime objects.
Updated the following pages to clarify the time zone of the data:

Updated Writing Algorithms > Key Concepts > Time Modeling > Timeslices > Time Frontier to include the situation of handling daily data from multiple time zones.
Updated Writing Algorithms > Historical Data > History Requests > Key History Concepts and Research Environment > Datasets > Key Concepts > Key History Concepts to include information on how time zones affect history requests.
Updated LEAN CLI > API Reference > lean cloud live > Description and LEAN CLI > API Reference > lean cloud live > Description to add some missing options and fix typos

2022-10-06

Updated Writing Algorithms > Consolidating Data > Key Concepts > Receive Consolidated Bars and Writing Algorithms > Key Concepts > Time Modeling > Time Zones > Data Time Zone to state that time period consolidators operate based on the data time zone.
Updated Writing Algorithms > Initialization > Set Dates to clarify the default end date in response to LEAN PR #6672.
Removed the following pages/sections and updated all the sections that linked to them:
- Our Platform > Live Trading > Brokerages > Atreyu
- Our Platform > Live Trading > Promotions
- Writing Algorithms > Datasets > Atreyu Trading
- Writing Algorithms > Reality Modeling > Short Availability
- Writing Algorithms > Key Concepts > Research Guide > Short Availability
- Writing Algorithms > Securities > Asset Classes > US Equity > Shorting > Short Availability
Made the following changes in response to CLI PR #172:

Added LEAN CLI > Live Trading > Brokerages > Trading Technologies > Deploy Cloud Algorithms.
Updated LEAN CLI > Live Trading > Brokerages > QuantConnect Paper Trading > Deploy Cloud Algorithms to include initial cash holdings prompt.
Updated LEAN CLI > API Reference > lean cloud live > Description and LEAN CLI > API Reference > lean cloud live > Description to add some missing options, fix typos, and state that the CLI uses the option values from the LEAN configuration file if you omit required options in non-interactive mode.

2022-10-05

Updated Writing Algorithms > Datasets > QuantConnect > US Futures Security Master > Data Mapping Modes so the widget displays the data mapping modes instead of the data normalization modes
Updated Writing Algorithms > Datasets > QuantConnect > Brain ML Stock Ranking to rename BrainStockRanking30Day to BrainStockRanking21Day in response to PR #11
Updated Writing Algorithms > Key Concepts > Time Modeling > Timeslices > Get Time Slices to state the dynamic object type for minute and second resolutions.
Updated Our Platform > Datasets > Contributing Datasets > Defining Data Sources > Key Concepts to describe the following methods:

SupportedResolutions
DefaultResolution
IsSparse
DataTimeZone
RequiresMapping
ToString
Clone

Added Our Platform > Datasets > Contributing Datasets > Defining Data Sources > Trading Data > Examples and Our Platform > Datasets > Contributing Datasets > Universe Datasets > Examples.
Renamed lean create-project to lean project-create and lean delete-project to lean project-delete in response to CLI pull request #178.

2022-10-04

Updated Writing Algorithms > Reality Modeling > Transaction Fees > Supported Models > Constant Model to clarify that the model takes the absolute value of the constant value.
Updated the following sections to document the new project library functionality from PR #175:

Refactored and updated part of the Our Platform > Datasets > Contributing Datasets pages

2022-10-03

Updated LEAN CLI > Initialization > Directory Structure > lean init and LEAN CLI > API Reference > lean init > Options to explain the new --language option from PR #174
Updated Writing Algorithms > Datasets > Brain > Brain ML Stock Ranking > Example Applications so that the embedded backtest uses the correct dataset
Updated the Brain ML Stock Ranking dataset listing to rename BrainStockRanking30Day to BrainStockRanking21Day in response to PR #11
Added Writing Algorithms > Historical Data > Rolling Window > Combine with Consolidators

2022-09-30

Updated Writing Algorithms > Portfolio > Key Concepts > Cost Averaging Accounting to explain more about average price and holdings cost
Removed Writing Algorithms > Community > Profile > Code Settings since the settings were deprecated by the new web IDE
Updated Our Platform > Projects > IDE > Use Autocomplete to have images of the new IDE

2022-09-29

Updated Our Platform > Projects > Environments > View Running Environments to state that the environments don’t close if you log out
Updated Writing Algorithms > Key Concepts > Glossary > win rate to mention that the calculation incorporates transaction fees
Added Our Platform > Datasets > Vendors > Give Free Trials

2022-09-26

Updated Writing Algorithms > Algorithm Framework > Universe Selection > ETF Constituents Universes > Add ETF Constituents Universe Selection to remove the Python import statement (related PR)
Updated Writing Algorithms > Reality Modeling > Buying Power > Default Behavior to reflect the changes in this PR
Added Our Platform > Backtesting > Results > Errors

2022-09-22

Updated the following sections to incorporate the information from this GitHub Issue:

2022-09-21

Added a Virtual Pairs section to each Crypto brokerage in Our Platform > Live Trading > Brokerages
Updated Our Platform > Organizations > Resources > Coding Session Quotas and Our Platform > Projects > Environments > Coding Session Quotas to note that the coding session quota can increase if you have a lot of live trading nodes
Updated LEAN CLI > Live Trading > Data Feeds > IQFeed > Deploy Local Algorithms to include the case where members don’t have a developer account

2022-09-20

Updated Writing Algorithms > Live Trading > Brokerages > Coinbase Pro > Orders > Order Properties to fix typo of CoinBaseProOrderProperties
Updated LEAN CLI > API Reference > lean cloud push > Options and LEAN CLI > Projects > Cloud Synchronization > Pushing Local Projects to add the new --organization-id option from this PR
Updated LEAN CLI > API Reference > lean cloud live > Options and the Deploy Cloud Algorithms sections on the LEAN CLI > Live Trading > Brokerages pages to include the new Telegram notifications from this PR
Updated LEAN CLI > Projects > Custom Docker Images > Building Custom Images and LEAN CLI > API Reference > lean build to remove reference to Alpha Streams SDK (related PR)
Updated LEAN CLI > Projects > Configuration > Properties to include the new organization-id property from this PR

2022-09-16

Updated Writing Algorithms > Machine Learning > Key Concepts > Supported Libraries to include a link to the full list of supported libraries
Updated Our Platform > Backtesting > Results > Custom Charts and Our Platform > Live Trading > Results > Custom Charts to explain how candlestick plots work
Updated Writing Algorithms > Securities > Asset Classes > Futures > Requesting Data > Extended Market Hours to explain why we split it up to pre and post market

2022-09-15

Added --python-venv to LEAN CLI > API Reference > lean live > Options and LEAN CLI > API Reference > lean backtest > Options
Updated Our Platform > Projects > Libraries > Third-Party Libraries and Writing Algorithms > Key Concepts > Libraries to include the new library environments
Added LEAN CLI > Projects > Project Management > Delete Projects
Added LEAN CLI > API Reference > lean delete-project
Updated LEAN CLI > API Reference > lean cloud push > Description to mention that cloud files can be deleted now

2022-09-14

Moved the Sponsorships section from Our Platform to LEAN Engine > Getting Started > Sponsorships
Deleted the LEAN Engine > Configuration page

2022-09-13

Updated the pages in the Writing Algorithms > Algorithm Framework > Universe Selection section to describe the selection frequency of each model
Updated the history requests pages to include examples of DataFrame that are built from QuoteBar data (related PR)
Updated the following sections in response to the changes in this PR:

2022-09-12

Renamed pages in the Writing Algorithms > Securities chapter to Requesting Data and Handling Data
Added Fill Forward and Extended Market Hours sections to each asset class page that supports them
Added a Selection Frequency section to each page in the Writing Algorithms > Universes chapter

2022-09-09

Updated Our Platform > Optimization > Deployment > Resources to show the max cluster size of each optimization node type
Added Research Environment > Key Concepts > Getting Started > Stop Nodes and Our Platform > Research > Getting Started > Stop Nodes
Added LEAN CLI > Live Trading > Data Feeds > IQ Feed > Supported Assets and LEAN CLI > Live Trading > Data Feeds > Polygon > Supported Assets
Added Our Platform > Projects > IDE > Troubleshooting
Updated the following sections to include the BrokerageModelSecurityInitializer:

2022-09-08

Updated Writing Algorithms > Securities > Asset Classes > Futures > Requesting Data > Margin and Leverage
Added Writing Algorithms > Algorithm Framework > Universe Selection > ETF Constituents Universes and updated the US ETF Constituents dataset listing to include the new universe selection model.
Updated Writing Algorithms > Trading and Orders > Option Strategies > Straddle and Writing Algorithms > Trading and Orders > Option Strategies > Strangle to use the OptionStrategies class
Updated Writing Algorithms > Trading and Orders > Option Strategies > Iron Condor and Writing Algorithms > Trading and Orders > Option Strategies > Iron Butterfly to include a disclaimer that there is no OptionStrategy helper yet

2022-09-06

2022-08-31

Reorganized the Writing Algorithms > Trading and Orders > Option Strategies pages
Updated Our Platform > Live Trading > Brokerages > Interactive Brokers > Security and Stability > Connections to explain troubleshooting methods
Added EndTime and Time to the code snippets in the Writing Algorithms > Importing Data chapter that were missing them

2022-08-30

Added missing chapter links to the following product landing pages:

Updated the following Object Store documentation:

2022-08-29

Updated the following pages to reflect the new Pricing page:

Added Research Environment > Initialization
Updated Writing Algorithms > Historical Data > History Requests and Research Environment > Datasets > Key Concepts to add examples of alternative datasets

2022-08-26

Refactored the LEAN CLI > Live Trading chapter to include the new live trading commands
Added Our Platform > Research > Debugging
Added Research Environment > Indicators > Custom Indicators > Plot Indicators and Research Environment > Indicators > Custom Resolutions > Plot Indicators

2022-08-25

Updated Research Environment > Datasets > Equity Fundamental Data
Updated the pages in Research Environment > QuantConnect API
Added a page for each brokerage in Research Environment > QuantConnect API > Live Algorithms > Create Live Algorithms

2022-08-24

Updated the Wrangle Data section of the Research Environment > Datasets pages so they include a LINQ example for the Slice objects
Updated the Orders > Order Types sections of the brokerage guides to show the supported order types for each asset class that the brokerage supports
Updated Writing Algorithms > Historical Data > History Requests > Key History Concepts > Return Formats and Research Environment > Datasets > Key Concepts > Key History Concepts > Return Formats to explain the benefit of selecting the return type in python
Updated Research Environment > Datasets > Futures > Plot Data and Research Environment > Datasets > Futures Options > Plot Data

2022-08-23

Updated Writing Algorithms > Machine Learning > Popular Libraries > Keras
Updated some of the Writing Algorithms > Trading and Orders > Option Strategies tutorials

2022-08-22

Updated Our Platform > Live Trading > Brokerages > Interactive Brokers > Fees to match the new fees from this LEAN PR
Updated LEAN CLI > Reports > Key Statistics and Our Platform > Backtesting > Report > Key Statistics to include the new Runtime Days statistic from this LEAN PR
Updated Our Platform > Live Trading > Results > Runtime Statistics to explain that they runtime statistics reset if you stop and redeploy an algorithm (info from this forum post)
Sorted LEAN CLI > API Reference pages so they are alphabetical
Updated the Requesting Data pages in Writing Algorithms > Securities > Asset Classes so that they have a Properties section (example).
Updated the following sections to explain the properties you can use to filter the results of GetOptionContractList:

Writing Algorithms > Securities > Asset Classes > Equity Options > Requesting Data > Create Subscriptions > Get Contract Symbols
Writing Algorithms > Securities > Asset Classes > Future Options > Requesting Data > Create Subscriptions > Get Contract Symbols
Writing Algorithms > Securities > Asset Classes > Index Options > Requesting Data > Create Subscriptions > Get Contract Symbols

Updated Our Platform > Live Trading > Notifications > Telegram and Writing Algorithms > Live Trading > Notifications > Telegram to explain how to add emoticons to telegram messages (related forum post)
Updated Our Platform > API Reference so that it links to the docs on the python/C# wrappers.

2022-08-19

Removed Inception Date Universes
Merged the pull requests from yesterday
Standardized Research Environment > Key Concepts > Getting Started and Our Platform > Research > Getting Started
Added a gif to Writing Algorithms > Key Concepts > Getting Started > Example Algorithm

2022-08-18

Updated LEAN CLI > API Reference > lean live > Description to fix the Atreyu options that were accidentally changed in this PR when we changed “Atreyu” to “Atreyu Trading”
Updated LEAN CLI > API Reference > lean live > Options to include the new data-provider option from this PR
Updated Our Platform > Optimization > Parameters > Setting Values to fix syntax errors and add comments
Made a PR to update the Python tutorials in Research Environment > Indicators so they are more efficient
Made a PR to add a Reading Orders section (ReadLiveOrders method) to Research Environment > QuantConnect API > Live Algorithms
Made a PR to update the Importing Data chapter
Made a PR to add the new lean live and lean cloud live commands to the CLI reference

2022-08-17

Updated Research Environment > Datasets > Futures Options
Updated Research Environment > Datasets > Custom Data
Updated Writing Algorithms > Importing Data > Streaming Data > Custom Securities > JSON Format Example > Demonstration Algorithm
Added Our Platform > Live Trading > Brokerages > Samco > Deploy Live Algorithms and Our Platform > Live Trading > Brokerages > Zerodha > Deploy Live Algorithms
Updated Our Platform > Live Trading > Brokerages > Zerodha > Account Types to include steps to get the access key and token.
Updated the CLI tutorials for Samco and Zerodha

2022-08-16

Added Getting Started pages to several chapters in Our Platform
Updated Research Environment > Datasets > Futures

2022-08-15

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