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Change Log

Documentation Updates

The following sections describe the latest updates to the documentation.

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

2024-04-12

Added Writing Algorithms > Securities > Asset Classes > Equity Options > Greeks and Implied Volaility > Option Indicators
Made the following changes in response to Lean.DataSource.ThetaData PR #1 and CLI PR #445:

Added LEAN CLI > Datasets > Theta Data
Updated LEAN CLI > API Reference > lean backtest > Description
Updated LEAN CLI > API Reference > lean research > Description
Updated LEAN CLI > API Reference > lean optimize > Description
Updated LEAN CLI > API Reference > lean live deploy > Description

Made the following changes in response to LEAN PR #7861:

Updated Writing Algorithms > Reality Modeling > Brokerages > Supported Models > Interactive Brokers > Buying Power to state the leverage of CFDs
Added Writing Algorithms > Reality Modeling > Transaction Fees > Supported Models > Interactive Brokers Model > CFD

2024-04-05

Made the following changes in response to LEAN PR #7895:

Added Writing Algorithms > Universes > Key Concepts > Selected Securities in response to LEAN PR #7901
Made the following changes in response to LEAN PR #7385:

Added Writing Algorithms > Consolidating Data > Consolidator Types > Range Consolidators
Added Writing Algorithms > Consolidating Data > Getting Started > Range Consolidators

Updated the following tutorials to TF2:

2024-04-04

Added the new event handlers from LEAN PR #7897

2024-03-27

2024-03-26

Made the following changes in response to LEAN PR #7302:

Removed Writing Algorithms > Trading and Orders > Option Strategies > Call Butterfly
Added Writing Algorithms > Trading and Orders > Option Strategies > Long Call Butterfly
Added Writing Algorithms > Trading and Orders > Option Strategies > Short Call Butterfly
Removed Writing Algorithms > Trading and Orders > Option Strategies > Put Butterfly
Added Writing Algorithms > Trading and Orders > Option Strategies > Long Put Butterfly
Added Writing Algorithms > Trading and Orders > Option Strategies > Short Put Butterfly

Made the following changes in response to LEAN PRs #7269 and #7304:

Removed Writing Algorithms > Trading and Orders > Option Strategies > Call Calendar Spread
Added Writing Algorithms > Trading and Orders > Option Strategies > Long Call Calendar Spread
Added Writing Algorithms > Trading and Orders > Option Strategies > Short Call Calendar Spread
Removed Writing Algorithms > Trading and Orders > Option Strategies > Put Calendar Spread
Added Writing Algorithms > Trading and Orders > Option Strategies > Long Put Calendar Spread
Added Writing Algorithms > Trading and Orders > Option Strategies > Short Put Calendar Spread

Removed Writing Algorithms > Datasets > Quiver Quantitative > Twitter Followers
Added the following sections:

Updated the following sections to include more examples:

Updated Python support to 3.11
Updated the environments on the following pages:

Added Cloud Platform > Backtesting > Getting Started > Get Backtest Id
Added Cloud Platform > Live Trading > Getting Started > Get Deployment Id
Added Cloud Platform > Optimization > Getting Started > Get Optimization Id

2024-03-22

Standardized the following tutorials so they all have the same headings:

Added LEAN CLI > Datasets > Terminal Link
Added Cloud Platform > Projects > Getting Started > Get Project Id
Added Writing Algorithms > Reality Modeling > Brokerages > Supported Models > Terminal Link

2024-03-21

Added Writing Algorithms > Universes > Custom Universes > Historical Data
Updated Writing Algorithms > Universes > Custom Universes > Examples to include the DropboxBaseDataUniverseSelectionAlgorithm

2024-03-20

Updated Writing Algorithms > Datasets > CBOE > VIX Daily Price > Supported Indicies to include the new assets from Lean.DataSource.CBOE PR #7
Updated all ETF constituent universe documentation to use ETFConstituentUniverse instead of ETFConstituentData
Added Writing Algorithms > Universes > Crypto > Historical Data
Added Writing Algorithms > Universes > Equity > ETF Constituents Universe > Historical Data

2024-03-19

Added Cloud Platform > API Reference > Examples

2024-03-17

Updated Research Environment > Machine Learning > Stable Baselines to perform Proximal Policy Optimization portfolio optimization

2024-03-15

Updated Writing Algorithms > Datasets > CoinAPI > Kraken Crypto Price Data > Supported Assets
Updated the Example Applications section of the dataset listings under Writing Algorithms > Datasets to have both a C# and Python example
Added Local Platform > Datasets > IEX Cloud
Added Local Platform > Datasets > Alpha Vantage
Updated the Crypto universe documentation to use the new CryptoUniverse helper methods and data objects
Updated Writing Algorithms > Reality Modeling > Short Availability > Key Concepts > Examples to add the InteractiveBrokersShortableProviderAlgorithm

2024-03-14

2024-03-13

Updated Writing Algorithms > Universes > Crypto > Crypto Universes to use the new CryptoUniverse class
Updated Writing Algorithms > Reality Modeling > Short Avilability > Key Concepts to include the new FeeRate and RebateRate properties from LEAN PR #7840

2024-03-12

Added the following pages in response to LEAN PR #7830:

Added Writing Algorithms > Indicators > Supported Indicators > Value At Risk in response to LEAN PR #7757
Added Writing Algorithms > Indicators > Supported Indicators > Variable Index Dynamic Average in response to LEAN PR #7797
Added Writing Algorithms > Importing Data > Streaming Data > Custom Securities > Key Concepts > Debugging
Added Writing Algorithms > Trading and Orders > Order Errors > Common Errors > Why do I get "Backtest Handled Error: Order Error: ids: [1], Insufficient buying power to complete orders" from a Crypto order?

2024-03-08

Made the following changes to explain when corporate actions and contract rollovers occur:

Added Cloud Platform > Datasets > IEX Cloud
Updated LEAN CLI > Datasets > IEX Cloud > Live Trading to cover the case of trading in QC Cloud
Updated the Deploy Live Algorithms tutorials of each brokerage in Cloud Platform > Live Trading > Brokerages to include the new Data Provider field in the deployment wizard
Updated Cloud Platform > Datasets > Interactive Brokers > Hybrid QuantConnect Data Provider to explain how the order of precedence works
Updated the following tutorials to guide members to set the data provider to match the brokerage:

2024-03-07

Updated the pages under Cloud Platform > API Reference to reflect the latest API changes
Made the following changes in response to LEAN PR #7758:

Added Writing Algorithms > Reality Modeling > Dividend Yield > Key Concepts
Added Writing Algorithms > Reality Modeling > Dividend Yield > Supported Models
Updated Writing Algorithms > Reality Modeling > Key Concepts > Security Level Models to include the dividend yield model

2024-03-06

Updated the following sections to elaborate on IEX Cloud:

Added Writing Algorithms > Reality Modeling > Short Availability > Supported Providers > Interactive Brokers Provider in response to LEAN PR #7579
Added Local Platform > Installation > Install on Windows > Troubleshooting > Windows Security

2024-03-05

Added Writing Algorithms > Object Store > Example of Custom Data
Updated Writing Algorithms > Importing Data > Streaming Data > Key Concepts > Set Data Sources to include an example of each data source
Added Cloud Platform > Object Store > Download Files
Updated the following sections to explain how to select specific nodes in QC Cloud:

2024-03-01

Updated LEAN CLI > API Reference > lean cloud live deploy to add the new data providers from CLI PR #428
Updated the deployment tutorials under LEAN CLI > Live Trading > Brokerages and LEAN CLI > Live Trading > Data Providers to include the new data providers, add a cloud deployment tutorial, and update the steps to match the new prompts of the CLI
Updated LEAN CLI > API Reference > lean live deploy to include Trading Technologies as a data provider
Updated Local Platform > Datasets > Polygon to explain how to deploy research notebooks, backtests, optimization jobs, and live trading algorithms
Updated the following sections to link to the related interactive mode tutorial:

2024-02-23

Updated LEAN CLI > API Reference > lean optimize to explain how to use all the supported data providers
Added Local Platform > Datasets > Polygon
Updated Cloud Platform > Datasets > Polygon

2024-02-16

Updated the following sections to use the new --data-provider-live/--data-provider-historical options from CLI PR #416:

Updated Writing Algorithms > Algorithm Framework > Universe Selection > Options Universes > Option Chained Universe Selection to use the OptionChainedUniverseSelectionModel that was fixed in LEAN PR #7741
Updated Local Platform > Development Environment > Autocomplete > Install Python Stubs to include extra steps on finding the correct Python executable path
Updated the reserved chart and series names on Writing Algorithms > Charting
Updated the following sections to add the new Portfolio Margin chart:

2024-02-14

Added Writing Algorithms > Algorithm Framework > Universe Selection > Options Universe > Example
Updated the following sections to include an example code snippet of rolling over Futures contracts:

2024-02-12

Updated Writing Algorithms > Reality Modeling > Settlement > Key Concepts > Model Structure to include the new GetUnsettledCash method from LEAN PR #7727
Updated Writing Algorithms > Universes > Equity > Chained Universes > Chain ETF and US Equity Options to use AddUniverseOptions

2024-02-09

Updated the following pages/sections to change Samco asset class support to just Indian Equities:

Added Cloud Platform > Backtesting > Results > Portfolio Margin Plots > Series Color Changes
Added LEAN CLI > Datasets > Alpha Vantage
Added LEAN CLI > Live Trading > Data Feeds > IEX Cloud
Renamed data feeds to live data providers
Added LEAN CLI > Object Store > Bulk File Upload

2024-02-02

Added the following pages:

Added Cloud Platform > Backtesting > Results > Portfolio Margin Plots

2024-01-29

Updated Writing Algorithms > Historical Data > History Requests > Analyze Results to explain how to manipulate index levels in DataFrames
Updated the following sections in response to LEAN PR #7725:

Updated Writing Algorithms > Universes > Settings
Updated Writing Algorithms > Algorithm Framework > Universe Selection > Universe Settings

2024-01-26

Updated the following sections to add the new supported pairs from LEAN PR #7715:

Updated the following sections to add the new supported pairs from LEAN PR #7693:

Updated Writing Algorithms > API Reference to add the new IV method from LEAN PR #7680
Updated the market hours pages in response to LEAN PR #7718

2024-01-23

Updated the market hours pages for Indicies and Index Options in response to LEAN PR #7707

2024-01-20

Updated Writing Algorithms > Indicators > Custom Indicators > Define Indicators to add an example of a money flow index indicator

2024-01-19

Updated LEAN CLI > Live Trading > Data Feeds > Polygon > Introduction to link to the implementation repo
Updated LEAN CLI > Live Trading > Data Feeds > IQ Feed > Introduction to link to the implementation repo
Made the following changes to explain the new backtest hold out period:

Added Cloud Platform > Organizations > Resources > Backtest Hold Out Periods
Updated Cloud Platform > Organizations > Administration > View the Organizations Homepage to mention the new Backtesting Out of Sample Period section
Updated Cloud Platform > Backtesting > Getting Started > Run Backtests to mention the hold out period
Updated Cloud Platform > Backtesting > Deployment > Run Backtests to mention the hold out period

Updated the code snippets in the following sections to be complete copy-pastable examples:

Removed Writing Algorithms > Algorithm Framework > Portfolio Construction > Key Concepts > Portfolio Target Collection> Copy Portfolio Targets

2024-01-17

Renamed all occurances of GDAX to Coinbase
Updated Writing Algorithms > Charting > Examples to be an SMA-crossover plot

2024-01-16

Added Cloud Platform > Backtesting > Results > Asset Plots
Added Cloud Platform > Live Trading > Results > Asset Plots
Added Writing Algorithms > Charting > Plot Asset Data
Updated Writing Algorithms > Charting > Quotas > Cloud Quotas to explain the cloud quotas

2024-01-12

Updated the following sections to remove Coinbase paper trading since the Sandbox is no longer supported:

Updated Cloud Platform > Live Trading > Brokerages > Coinbase > Deploy Live Algorithms to remove the passphrase and environment steps
Updated the following sections to explain the new Stockplot feature:

Made the following changes in response to LEAN PR #7684:

Updated all code snippets that assign a value to SettlementModel to now use the new SetSettlementModel method
Updated Writing Algorithms > Reality Modeling > Settlement > Key Concepts > Model Structure to have a Python example

Added Writing Algorithms > Key Concepts > Glossary > risk-free interest rate
Added Writing Algorithms > Key Concepts > Glossary > Sortino ratio
Updated LEAN CLI > Key Concepts > Troubleshooting > Common Errors to add another possible fix for the error messsage:
Please make sure Docker is installed and running

2024-01-11

Updated LEAN CLI > Live Trading > Data Feeds > Polygon > Supported Assets
Updated the following sections to reflect the new Polygon data provider integration from CLI PR #387:

Updated LEAN CLI > Live Trading > Data Feeds > Polygon > Supported Assets to include Indices and Options in response to Lean.DataSource.Polygon PRs #4 and #5
Updated the following sections to rename the gdax options to coinbase options in response to CLI PR #394:

2024-01-05

Updated the following pages/sections to fix coding bugs and include full algorithm examples of custom reality models:

Updated the following sections to explain the supported resolutions of each asset class:

Made the following changes in response to LEAN PR #7654:

Added Writing Algorithms > Indicators > Supported Indicators > Time Series Forecast
Updated Writing Algorithms > API Reference > Available QCAlgorithm Methods to include the new TSF method

Updated the following sections to explain the new chart quotas/sampling:

Updated LEAN CLI > Initialization > Configuration > Lean Configuration to add the new maximum-chart-series and maximum-data-points-per-chart-series settings

2024-01-04

Updated the following sections to fix coding bugs and include full algorithm examples of custom reality models:

2023-12-29

Updated the following sections to include history requests with the Fundamentals type:

Updated Writing Algorithms > Universes > Equity > ETF Constituents Universes > Examples to include an example of using technical indicators during universe selection
Updated the following sections to fix the fundamental universe filter functions so that they sort constituents as expected:

Updated the following sections to fix coding bugs and include full algorithm examples of custom reality models:

2023-12-28

Updated LEAN CLI > Projects > Libraries > Third-Party Libraries so that the Add Libraries and Remove Libraries tutorails are language-specific

2023-12-19

Updated the following sections to elaborate on each allocation method:

Updated Writing Algorithms > Live Trading > Data Feeds > Warm Up Periods to remove the limitation for US Fundamental data

2023-12-15

Added Writing Algorithms > Datasets > Federal Reserve Bank of St Louis > US Interest Rate
Updated Writing Algorithms > Indicators > Supported Indicators > Alpha > Introduction to explain the alpha indicator
Added Writing Algorithms > Reality Modeling > Slippage > Supported Models > Market Impact Model
Made the following changes in response to LEAN PR #7580:

Added Writing Algorithms > Reality Modeling > Slippage > Supported Models > Null Model
Updated the Slippage section of all the pages within Writing Algorithms > Reality Modeling > Brokerages > Supported Models

Added Cloud Platform > Organizations > Billing > Pause and Resume Subscriptions
Updated Writing Algorithms > Datasets > QuantConnect > US ETF Constituents > Historical Data to explain how to get historical ETFConstituentData objects.
Updated the following changes in response to the new derivative chain selection frequency in LEAN PR #7620:

2023-12-08

Made the following changes in response to CLI PRs #383 and #382:

Updated LEAN CLI > Projects > Encryption > Encrypt Project in response to CLI PR #385
Made the following changes in response to LEAN PR #7594:

Updated Writing Algorithms > Reality Modeling > Key Concepts > Portfolio Level Models to include the risk free interest rate model
Added Writing Algorithms > Reality Modeling > Risk Free Interest Rate > Key Concepts
Added Writing Algorithms > Reality Modeling > Risk Free Interest Rate > Supported Models
Updated Writing Algorithms > Statistics > Algorithm Statistics > Introduction to mention the risk free interest rate
Updated Writing Algorithms > Statistics > Runtime Statistics > Introduction to mention the risk free interest rate
Added Writing Algorithms > Indicators > Key Concepts > Differences From Third-Party Indicators > Risk Free Interest Rate Differences

2023-12-04

Replaced GetOptionHistory with OptionHistory and GetFutureHistory with FutureHistory in response to LEAN PR #7587

2023-12-01

Added Writing Algorithms > Datasets > CoinAPI > Bybit Crypto Price Data
Added Writing Algorithms > Datasets > CoinAPI > Bybit Crypto Future Price Data
Made the following changes in response to the new Alpha indicator from LEAN PR #7566:

Updated Writing Algorithms > API References to add the new A method
Updated Writing Algorithms > API References to add the new A method

Updated the following sections to increase the required hard drive size:

Added Research Environment > Universe in response to LEAN PR #7587

2023-11-30

Updated Local Platform > Installation > Install on Linux > Requirements to increase the hard drive size

2023-11-24

Updated Writing Algorithms > Indicators > Supported Indicators > Sharpe Ratio > Using SR Indicator to include the new riskFreeRateModel argument
Made the following changes in response to the new Bybit integration:

Added Cloud Platform > Live Trading > Brokerages > Bybit
Added Writing Algorithms > Reality Modeling > Transaction Fees > Supported Models > Bybit Model
Added Writing Algorithms > Reality Modeling > Transaction Fees > Supported Models > Bybit Futures Model
Added Writing Algorithms > Reality Modeling > Brokerages > Supported Models > Bybit
Added Writing Algorithms > Reality Modeling > Margin Interest Rate > Supported Models > Bybit Futures Model
Added LEAN CLI > Live Trading > Brokerages > Bybit
Updated LEAN CLI > API References > lean cloud live deploy to include the new Bybit options
Updated LEAN CLI > API References > lean live deploy to include the new Bybit options

2023-11-16

Updated Writing Algorithms > Datasets > QuantConnect > US Equities Short Availability to include IB and Axos Clearing data
Added Writing Algorithms > Datasets > AlgoSeek > US Futures > Volume Discrepancies
Updated Writing Algorithms > Reality Modeling > Short Availability > Key Concepts > Set Providers to use Axos Clearing data
Updated Writing Algorithms > Reality Modeling > Brokerages > Key Concepts > Model Structure to remove the deprecated IBrokerageModel.ShortableProvider
Made the following changes in response to LEAN PR #7543:

Updated Writing Algorithms > API Reference to add the new C method
Added Writing Algorithms > Indicators > Supported Indicators > Correlation

Updated Writing Algorithms > API Reference to add the new SetRiskFreeInterestRateModel method from LEAN PR #7594

2023-11-15

Made the following changes in response to CLI PR #373:

Added the following pages:

Updated the following sections to include the new options:

Updated LEAN CLI > Projects > Configuration > Properties to include the new encrypted and encrypted-key-path properties

Added Cloud Platform > Projects > Getting Started > Encrypt Projects
Added Local Platform > Projects > Getting Started > Encrypt Projects
Added Cloud Platform > Live Trading > Brokerages > Interactive Brokers > Account Types > Insured Bank Deposit Sweep Program

2023-11-10

Updated Writing Algorithms > Trading and Orders > Order Errors to include the new OrderResponseErrorCode.OptionOrderOnStockSplit from LEAN PR #7550
Updated LEAN CLI > API Reference > lean data generate > Options to include the changes from CLI PR #348 and LEAN PR #7390
Updated the following sections to explain the new downloader-data-update-period value from LEAN commit ce33c393e64051fc445c963ed99e2529c71c88c5:

Updated the following sections to include a demo video of filtering logs:

2023-10-27

Updated Writing Algorithms > API Reference to include the following new CIK and Fundamentals methods from LEAN PR #7490

2023-10-26

Added Cloud Platform > Community > Academic Grants

2023-10-24

Added Writing Algorithms > Universes > Equity > Alternative Data Universes
Updated Research Environment > Datasets > Equity Fundamental Data in response to LEAN PR #7490

2023-10-23

Added the following pages to reflect the fundamental data changes from LEAN PR #7490:

2023-10-20

Made the following changes to reflect the fundamental data changes from LEAN PR #7490:

Added Writing Algorithms > Universes > Equity > Liquidity Universes

2023-10-18

Added Cloud Platform > Projects > Encryption > Libraries

2023-10-13

Updated Writing Algorithms > Importing Data > Streaming Data to favor loading data from the Object Store

2023-10-12

Removed Cloud Platform > Projects > Files > Encryption and added Cloud Platform > Projects > Encryption
Updated Cloud Platform > Organizations > Administration > View the Organization Homepage to include the new Encryption Keys section.

2023-10-09

Updated Cloud Platform > Research > Getting Started > Open Notebooks to include an example of the error message

2023-10-06

Added Cloud Platform > Projects > Files > Encrypt Files
Updated Writing Algorithms > Indicators > Key Conecpts > Reset Indicators to include an example of using ScaledRawSCALED_RAW data
Added the following pages/sections for short availability:

Added Cloud Platform > Live Trading > Brokerages > Bloomberg EMSX > Orders > Order Properties to explain the new order properties from LEAN PRs #7471, #7488, and #7499

2023-09-29

Added Writing Algorithms > Datasets > QuantConnect > US Equities Short Availability
Updated LEAN CLI > Live Trading > Brokerages > Bloomberg EMSX
Updated the following pages to include the Terminal Link options from CLI PR #361:

Updated Cloud Platform > Organizations > Support > Open New Tickets to explain that Mia provides the initial response
Updated Cloud Platform > Organizations > Support > Ticket Quotas to include human and AI support tickets
Updated Cloud Platform > Community > Discord > Introduction to include Mia
Updated Cloud Platform > Community > Forum > Introduction to include Mia
Updated the following sections to include the new live trading GPU nodes:

Added Writing Algorithms > Securities > Properties > Custom Security Properties
Added Writing Algorithms > Universes > Key Concepts > Custom Security Properties
Added Writing Algorithms > Universes > Key Concepts > Selection Functions
Updated the following sections to explain why you need to use a SymbolData/SelectionData class:

2023-09-22

Updated the following sections to add the new trading pairs from LEAN PR #7466:

Updated Cloud Platform > Live Trading > Brokerages > Binance > Account Types to show our new IP address
Added Writing Algorithms > Live Trading > Signal Exports > Collective2

2023-09-15

Added Cloud Platform > Community > Profile > Reset API Token
Added Local Platform > Development Environment > Working With VS Code > Console > Ask Mia
Updated the following sections to explain how to filter logs:

Updated the following sections to explain the new tag arguments from LEAN PR #7456:

Made the following changes in response to LEAN PR #7457:

Updated Cloud Platform > Live Trading > Data Feeds > Brokerage Data > Interactive Brokers > Universe Selection to remove the code snippet and add an example error message from IB
Updated Writing Algorithms > Initialization > Set Algorithm Settings to remove the DataSubscriptionLimit property
Updated Writing Algorithms > Securities > Requesting Data > Quotas to remove the reference to DataSubscriptionLimit

Added Cloud Platform > Organizations > Billing > Payment Failures
Updated to include the new --yes flag from CLI PR #337
Updated the following sections to remove the capacity statistic in response to LEAN PR #7353:

Added Writing Algorithms > Statistics > Runtime Statistics
Removed runtime statistic information from Writing Algorithms > Logging

2023-09-14

Updated Writing Algorithms > Securities > Asset Classes > India Equity > Requesting Data to mention that backtesting data is unavailable

2023-09-13

Updated the following pages to include a link to download the documentation as a PDF file:

2023-09-11

Updated the following sections to add a payoff chart:

2023-09-08

Updated Writing Algorithms > Live Trading > Brokerages > Monitor the Brokerage Connection > Restored Connections to explain that LEAN syncs orders after reconnection
Updated Writing Algorithms > Datasets > Quiver Quantitative > Twitter Followers rename the dataset class names
Updated Writing Algorithms > Datasets > Quiver Quantitative > WallStreetBets > Accessing Data to fix bugs
Updated Writing Algorithms > Datasets > Quiver Quantitative > Wikipedia Page Views > Accessing Data to fix bugs
Updated the following sections to link to Research posts:
Updated Cloud Platform > Organizations > Credit > Apply QCC to Invoices to explain the new process
Updated Writing Algorithms > Reality Modeling > Transaction Fees > Supported Models > Interactive Brokers Model > Equity Options and Index Options to explain how the model determines the premium for each order type and direction based on the changes from LEAN PR #7436
Added LEAN Engine > Getting Started > Roadmap

2023-09-01

Updated the following sections to explain how to view the log storage space you have remaining:

Added LEAN CLI > Object Store in response to CLI PR #356
Updated the following pages to explain the new Object Store GUI:

2023-08-30

Added the following pages in response to CLI PR #356:

Added the following pages for alias commands:

Added the following sections:

2023-08-29

Made the following changes in response to LEAN PR #7446:

Updated Writing Algorithms > Reality Modeling > Trade Fills > Key Concepts > Model Structure to enable Python models to overwrite the combo order fill methods
Updated Writing Algorithms > Reality Modeling > Trade Fills > Key Concepts > Examples to include the new ComboOrdersFillModelAlgorithm

2023-08-28

Added the following sections:

2023-08-25

Updated Research Environment > Datasets > Future Options > Create Subscriptions to include a step for setting the price model
Updated Local Platform > Projects > Version Control to include information on pushing changes to git
Added LEAN CLI > Projects > Version Control
Updated Writing Algorithms > Trading and Orders > Order Types > Trailing Stop Orders to simplify the instructions for placing orders and to explain that the fill model updates the stop price
Made the following changes in response to LEAN PR #7440:

Added Writing Algorithms > Securities > Asset Classes > Futures > Market Hours > CME > LBR
Updated Writing Algorithms > Datasets > AlgoSeek > US Futures > Supported Assets to include LBR

Updated Cloud Platform > Projects > IDE > Cookies to remove Brave since it's not supported by VS Code
Updated Cloud Platform > Research > Getting Started > Run Notebook Cells to mention the timeout period

2023-08-21

Made the following changes in response to LEAN PR #7426:

Updated Writing Algorithms > Reality Modeling > Options Models > Pricing > Default Behavior to change the default for American Options to BinomialCoxRossRubinstein
Updated the code snippets in the following sections to use the BinomialCoxRossRubinstein model:

Writing Algorithms > Securities > Asset Classes > Equity Options > Requesting Data > Create Subscriptions > Subscribe to Contracts
Writing Algorithms > Securities > Asset Classes > Future Options > Requesting Data > Create Subscriptions > Subscribe to Contracts
Research Environment > Datasets > Equity Options > Create Subscriptions

Updated the following sections to fix a bug in the code snippets:

2023-08-18

Added Cloud Platform > Organizations > Support > Features > AI Support
Added Cloud Platform > Projects > IDE > Console > Ask Mia
Made the following changes in response to LEAN PRs #7401 and #7410 and CLI PRs #349 and #351:

Added Cloud Platform > Backtesting > Report > Parameters
Added LEAN CLI > Reports > Parameters
Updated the following sections to explain how to create custom reports:

Updated LEAN CLI > API Reference > lean report > Options to add the new --html and --css options

Updated the following sections in response to the new support for optimization jobs with 3 parameters in QC Cloud:

2023-08-16

Added Cloud Platform > Organizations > Support > AI Support

2023-08-15

Updated LEAN CLI > Installation > Installing pip > Introduction to remove the restriction of needing Python 3.9.x or lower
Updated the following sections to document GetOptionHistory and GetFutureHistory for C# in response to LEAN PR #7176:

2023-08-11

Updated Writing Algorithms > Indicators > Indicator Universes > Define SymbolData Objects to mention that the indicators should be manual indicators
Updated Writing Algorithms > Importing Data > Streaming Data > Custom Securities > Key Concepts > Create Subscriptions to show additional method signatures
Updated Writing Algorithms > Reality Modeling > Trade Fills > Key Concepts > Model Structure to add combo order methods for C#
Updated Cloud Platform > Community > Forum > Search Discussions to remove tag search
Added a Data Normalization section to each asset page in Research Environment > Datasets and each Requesting Data page in Writing Algorithms > Securities > Asset Classes
Made the following changes in response to CLI PR #350:

Updated Cloud Platform > Projects > Files > Supported File Types to list the new file types
Updated Local Platform > Projects > Files > Supported File Types to list the new file types
Updated LEAN CLI > Projects > Cloud Synchronization > Pushing Local Projects to mention that the CLI only pushes supported files

2023-08-10

Made the following changes in response to LEAN PR #7425:

Added Writing Algorithms > Consolidating Data > Getting Started > Plot Consolidated Bars
Updated Writing Algorithms > Charting to include candlestick charts
Updated Writing Algorithms > API Reference > Available QCAlgorithm Methods to include the new Plotplot methods

2023-08-09

Updated the following sections to include a step of setting the notebook time zone:

2023-08-07

Made the following changes in response to LEAN PR #7402:

Made the following changes in response to Lean.Brokerages.InteractiveBrokers PR #72:

Updated Cloud Platform > Live Trading > Brokerages > Interactive Brokers > Orders > Order Types to include trailing stop orders
Updated Writing Algorithms > Reality Modeling > Brokerages > Supported Models > Interactive Brokers > Orders > Order Types to include trailing stop orders

Updated Cloud Platform > Live Trading > Brokerages > Binance > Deploy Live Algorithms to include steps for existing cash and portfolio holdings

2023-08-04

Updated Writing Algorithms > API Reference > Available QCAlgorithm Methods to include the new TrailingStopOrder method from LEAN PR #7402

2023-08-03

Made the following changes in response to LEAN PR #7314:

Updated Writing Algorithms > Historical Data > Rolling Window > Combine with Indicators
Updated Writing Algorithms > Indicators > Rolling Window > Combine with Indicators
Added Writing Algorithms > Indicators > Key Concepts > Set Historical Values Window Size
Updated Writing Algorithms > Indicators > Key Concepts > Check Readiness to explain how to check if the historical values RollingWindow is ready

Updated Cloud Platform > Live Trading > Data Feeds > Brokerage Data Feeds > Interactive Brokers > Pricing to add some more common data packages
Added Research Environment > Charting > Plotly NET > Create Heat Map

2023-08-01

Made the following changes in response to LEAN PR #7314:

Updated Writing Algorithms > Historical Data > Rolling Window > Add Data and Writing Algorithms > Indicators > Rolling Window > Add Data to explain that you can add data at a specific index
Added Writing Algorithms > Historical Data > Rolling Window > Adjust Size
Added Writing Algorithms > Indicators > Rolling Window > Adjust Size

Updated Writing Algorithms > Trading and Orders > Order Types > Trailing Stop Orders > Brokerage Support to explain a workaround for brokerage that don't support trailing stop orders

2023-07-31

Made the following changes in response to LEAN PR #7402:

Added Writing Algorithms > Trading and Orders > Order Types > Trailing Stop Orders
Updated Writing Algorithms > Reality Modeling > Trade Fills > Key Concepts > Model Structure to include TrailingStopFill
Removed Writing Algorithms > Trading and Orders > Order Types > Other Order Types > Trailing Stop Loss Orders

2023-07-28

Updated Cloud Platform > Live Trading > Deployment > Automatic Restarts to explain that automatic restarts trigger when the algorithm has been running for at least five minutes
Updated the Create Subscriptions section of the pages in Research Environment > Datasets to move #load "../Initialize.csx" to its own cell and fix bugs.

2023-07-27

Updated Cloud Platform > API Reference > Live Management > Read Live Algorithm > Orders > Responses to fix the response data type
Added Cloud Platform > API Reference > Live Management > Read Live Algorithm > Insights
Updated Cloud Platform > API Reference > Live Management > Create Live Algorithm to add example arguments and to fix the response members

2023-07-26

Updated Cloud Platform > Projects > IDE > Troubleshooting to include additional steps
Updated the following sections to explain that members shouldn't try to overwrite the default runtime statistics:

Updated Writing Algorithms > Key Concepts > Algorithm Engine > Your Algorithm and LEAN to mention that members should only define one algorithm per project
Updated Writing Algorithms > Trading and Orders > Position Sizing > Multiple Asset Targets to explain all the method arguments
Updated the Introduction of the pages in LEAN CLI > Live Trading > Brokerages to note that the CLI may skip some of the prompts
Moved Writing Algorithms > Trading and Orders > Option Strategies > Straddle to Writing Algorithms > Trading and Orders > Option Strategies > Long Straddle
Added Writing Algorithms > Trading and Orders > Option Strategies > Short Straddle

2023-07-25

Updated LEAN CLI > Backtesting > Debugging to clarify that members should run CLI commands in the organization workspace
Updated the following pages/sections to add the new Binance exchanges from CLI PR #345:

Updated Cloud Platform > Live Trading > Brokerages > FIX Connections > Supported Connections to include Wolverine
Updated Cloud Platform > Live Trading > Brokerages > Biannce > Account Types to include both IP addresses members need to whitelist
Added Writing Algorithms > Trading and Orders > Option Strategies > Naked Put in response to LEAN PRs #7231 and #7298

2023-07-21

Updated the following sections to explain how to add directories of libraries in respones to CLI PR #341:

Updated LEAN CLI > Live Trading > Brokerages > Interactive Brokers to include the new weekly restart prompt from CLI PRs #253 and #340

2023-07-20

Added Writing Algorithms > Trading and Orders > Option Strategies > Naked Call in response to LEAN PRs #7231 and #7298

2023-07-18

Added Writing Algorithms > Trading and Orders > Order Types > Market Orders > Cancel Orders
Added Writing Algorithms > Trading and Orders > Order Types > Combo Market Orders > Cancel Orders
Updated the following sections to explain that orders may not immediately fill:

Updated the following sections to include the new Exchange property:

Cloud Platform > Live Trading > Brokerages > Wolverine > Orders > Order Properties
Writing Algorithms > Reality Modeling > Brokerages > Supported Models > Wolvering > Orders > Order Properties

2023-07-13

Updated LEAN CLI > Datasets > Downloading Data > Download By Ticker > Key Concepts > Using the CLI to fix the list of avaialble datasets in respones to CLI PR #334
Added Writing Algorithms > Live Trading > Notifications > Examples
Updated Writing Algorithms > Live Trading > Notifications > Eamil to explain email attachments
Added the following sections in response to Lean.Brokerages.Wolverine PR #11 and LEAN PR #7355:

Cloud Platform > Live Trading > Brokerages > Wolverine > Orders > Order Properties
Writing Algorithms > Reality Modeling > Brokerages > Supported Models > Wolverine > Orders > Order Properties

Updated the following sections to explain how members know if they can use FA order mangament based on their IB account code:

Made the following changes in response to LEAN PR #7271:

Updated Writing Algorithms > Indicators > Manual Indicators > Introduction
Updated Writing Algorithms > Indicators > Manual Indicators > Automatic Updates to simplify the process for deregistering manual indicators
Updated Writing Algorithms > Indicators > Automatic Indicators > Introduction
Removed Writing Algorithms > Indicators > Automatic Indicators > Common Mistages > Creating Automatic Indicators in a Dynamic Universe
Added Writing Algorithms > Indicators > Automatic Indicators > Deregister Indicators

Updated Cloud Platform > Research > Getting Started > Open Notebooks to explain that members need to wait until the kernel is selected
Updated Cloud Platform > Live Trading > Brokerages > Oanda > Account Types > Create an Account to add an important note for European Union residents

2023-07-11

Updated the following sections to remove the unsupported time-in-force options in response to LEAN PR #7373:

2023-07-07

Updated Lean CLI > Projects > Structure > Project Structure to fix the Research.ipynb file name for C# projects in reponse to CLI PR #323
Updated Writing Algorithms > Algorithm Framework > Universe Selection > Options Universes > Options Universe Selection to correct the default contract filter
Added Writing Algorithms > Statistics in reponse to LEAN PR #7320
Updated the following sections to explain how to get the value of a custom runtime statistic:

Updated the following sections to explain the new dynamic Security properties from LEAN PR #7327:

Added Writing Algorithms > Securities > Asset Classes > Futures > Market Hours
Updated Cloud Platform > Community > Forum > Discussions to mention LaTeX support

2023-07-06

Updated Cloud Platform > Projects > IDE > Cookies to guide Safari users to disable "Prevent cross-site tracking"
Updated Cloud Platform > Organization > Support > Ticket Quotas to explain that the ticket quotas restore according to a rolling window
Updated Writing Algorithms > Algorithm Framework > Insight Manager > Remove Insights to remove references to a Clear method that doesn't exist

2023-07-05

Updated the following sections to remove FaProfile in reponse to LEAN PR #7351:

2023-06-30

Updated Writing Algorithms > Portfolio > Holdings > Properties to note the additional members of FutureHolding objects

2023-06-29

Updated Writing Algorithms > API Reference to include the following new methods:

DeregisterIndicator
UnregisterIndicator
SetStatisticsService
SetSummaryStatistic
Ticker

2023-06-28

Added Writing Algorithms > Reality Modeling > Buying Power > Get Initial Margin Requirements

2023-06-27

Updated the Writing Algorithms > Indicators > Supported Indicators > Candlestick Patterns pages to fix bugs in the code snippets
Added the following sections to link together the Cloud Platform and Local Platform documentation:

2023-06-26

Updated Writing Algorithms > Initialization > Set Algorithm Settings to fix the default value for MinimumOrderMarginPortfolioPercentage
Updated Writing Algorithms > Algorithm Framework > Alpha > Supported Models > EMA Cross Model to fix typos in the description
Updated Writing Algorithms > Algorithm Framework > Portfolio Construction > Supported Models > Insight Weighting Model in response to LEAN PR #7333
Updated Writing Algorithms > Logging > Access Logs and Statistics to include Local Platform and to correct a typo with CLI

2023-06-25

Deleted Cloud Platform > Community > Discord > Channels

2023-06-23

Added Local Platform > Key Concepts > Deployment Targets > Comparison

2023-06-22

Added Local Platform > Live Trading > Getting Started > Result Files
Added the following sections in response to LEAN PR #7258:

Updated the following sections to explain that members need to tap the notification on the IB Key device at the end of deployment:

Updated Writing Algorithms > Trading and Orders > Option Strategies > Protective Put > Strategy Payoff to fix a LaTeX typo
Added the following glossary definitions:

2023-06-21

Added Local Platform
Added the following pages in response to LEAN PRs #7258 and #7297:

Updated Writing Algorithms > Trading and Orders > Option Strategies > Covered Call to use the new OptionStrategies.CoveredCall method from LEAN PR #7296
Added Writing Algorithms > Trading and Orders > Option Strategies > Covered Put in response to LEAN PR #7297

2023-06-20

Added Writing Algorithms > Algorithm Framework > Universe Selection > Futures Universes > Open Interest Universe Selection for Python in response to LEAN PR #7220
Updated the following sections to explain how to get the canoncial Symbol in response to LEAN PR #7313:

Writing Algorithms > Algorithm Framework > Universe Selection > Futures Universes

Updated Writing Algorithm > Reality Modeling > Buying Power > What is Margin? in response to LEAN PR #7294

2023-06-19

Updated Writing Algorithms > Trading and Orders > Order Management > Transaction Manager > Get a Single Order Ticket to fix syntax errors
Updated the following sections in response to LEAN PR #7317:

Updated the following sections in response to LEAN PR #7317:

Writing Algorithms > Securities > Assest Classes > Equity Options > Requesting Data > Create Subscriptions > Configure the Underlying Equity
Writing Algorithms > Securities > Assest Classes > Future Options > Requesting Data > Create Subscriptions > Configure the Underlying Futures Contract
Writing Algorithms > Securities > Assest Classes > Index Options > Requesting Data > Create Subscriptions > Configure the Underlying Index
Writing Algorithms > Universes > Equity Options > Create Universes
Writing Algorithms > Universes > Index Options > Create Universes

Updated Writing Algorithms > Object Store > Live Trading Considerations
Updated the following sections in response to LEAN PR #7289:

Writing Algorithms > Historical Data > History Requests > Request Data > Multiple Symbol History Requests
Research Environment > Datasets > Key Concepts > Request Data > Multiple Symbol History Requests

2023-06-13

Added the following sections:

2023-06-12

Added Writing Algorithms > Object Store > Live Trading Considerations
Added a Historical Data section to each QC data feed page in Cloud Platform > Live Trading > Data Feeds

2023-06-09

Updated Writing Algorithms > Key Concepts > Security Identifiers > Encoding Symbols to remove the table of examples for each asset class
Updated Writing Algorithms > Trading and Orders > Option Strategies > Covered Call to use the new CoveredCall method from LEAN PR #7296
Added Writing Algorithms > Trading and Orders > Option Strategies > Covered Put to use the new CoveredPut method from LEAN PR #7297
Updated Writing Algorithms > Trading and Orders > Option Strategies > Iron Condor to use the new IronCondor method from LEAN PR #7305

2023-06-08

Updated LEAN CLI > Installation > Installing Lean CLI > Install LEAN CLI to remove the extra steps for M1 chips in response to LEAN PR #7299

2023-06-07

Added Writing Algorithms > Reality Modeling > Buying Power > What Are Position Groups?
Updated Writing Algorithms > Reality Modeling > Buying Power > Supported Models to include the position group buying power models
Updated Writing Algorithms > Reality Modeling > Buying Power > Diable Buying Power to explain how to override position group margin requirements in response to LEAN PR #7286

2023-06-02

Updated Writing Algorithms > Initialization > Set Account Currency to include the new overload from LEAN PR #7284
Updated Writing Algorithms > Reality Modeling > Brokerages > Supported Models > Tradier > Orders to explain the new order validations from LEAN PR #7256
Updated Writing Algorithms > Live Trading > Signal Exports > CrunchDAO
Updated the pages in Research Environment > Datasets to include #r "../Microsoft.Data.Analysis.dll" and using Microsoft.Data.Analysis; so that C# DataFrames work

2023-05-30

Updated the following sections to explain why GPU nodes can be slower than CPU nodes:

2023-05-24

Updated LEAN CLI > Installation > Installing pip > Install on Windows to include conda update --all
Updated Writing Algorithms > Key Concepts > Event Handlers > Data Events to clarify the difference between backtesting and live trading

2023-05-22

Updated Writing Algorithms > Algorithm Framework > Alpha > Key Concepts > Model Structure to clarify the default Alpha model names

2023-05-17

Updated Research Environment > Key Concepts > Getting Started > Learn Jupyter to include a tutorial for C# DataFrames
Updated Writing Algorithms > Algorithm Framework > Portfolio Construction > Key Concepts > Model Structure so that the methods are defined to call the base class definitions
Updated the following sections to elaborate on pre-order checks:

2023-05-16

Updated LEAN CLI > Installation > Installing LEAN CLI > Installing Docker to update the colima start command in response to colima issue #705

2023-05-15

Updated the following section to fix the typo of OnWarmUpFinished to OnWarmupFinishedon_warmup_finished:

Updated LEAN CLI > Installation > Installing LEAN CLI > Installing Docker to explain how to pull the AMD64 version of Research for macOS

2023-05-11

Updated Writing Algorithms > Securities > Filtering Data > Examples to add the algorithm from LEAN PR #7222

2023-05-10

Updated the code snippets on the Handling Data pages of each asset class in Writing Algorithms > Securities > Asset Classes to demonstrate how to access the data members
Updated the code snippets in the following sections to include the Greeks:

Updated LEAN CLI > Research > Running Local Research Environment
Updated LEAN CLI > API Reference > lean research to include the new --no-update option from CLI PR #315
Updated LEAN CLI > Projects > Structure so that the page only displays content for the member's default programming language
Updated LEAN CLI > Projects > Libraries > Project Libraries so that the page only displays content for the member's default programming language and follows the same pattern as Cloud Platform > Projects > Shared Libraries

2023-05-09

Added Writing Algorithms > Live Trading > Signal Exports > Numerai
Updated Writing Algorithms > Datasets > TickData > US Cash Indices > Supported Indices > NDX - Nasdaq 100 Index to update the description to match the description from Nadsaq.
Updated Writing Algorithms > Datasets > Nasdaq > Data Link > Historical Data to explain how to get the data in the Research Environment

2023-05-08

Added LEAN CLI > Datasets > Downloading Data > Download By Ticker > Costs > Futures
Added LEAN CLI > Datasets > Downloading Data > Download By Ticker > Costs > Index Options
Added Writing Algorithms > Indicators > Supported Indicators > Delay
Added a Cancel Orders section to the pages in Writing Algorithms > Trading and Orders > Order Types that support cancellations

2023-05-05

Added Cloud Platform > Live Trading > Brokerages > Interactive Brokers > Orders > Brokerage Liquidations in response to LEAN PR #7228
Updated Cloud Platform > Live Trading > Results > View All Live Projects to explain the new Strategy Explorer page
Added LEAN CLI > Installation > Installing Lean CLI > Next Steps
Standardized "workspace" to "organization workspace" in the LEAN CLI pages
Added Cloud Platform > Datasets > Misconceptions > Adjusted Prices

2023-05-04

Removed Cloud Platform > Community > Ambassadors
Removed Cloud Platform > Community > Forum > View Ambassador Leaderboard
Updated the following sections to add SetDefaultTimeZone and At(int hour, int minute, int second, DateTimeZone timeZone):

Updated LEAN CLI > Datasets > Downloading Data > Download By Ticker > Key Concepts > Using the CLI to include the non-interactive mode
Updated Cloud Platform > Datasets > Licensing > Download to link to the CLI tutorial that explain the steps

2023-05-02

Renamed LEAN CLI > Initialization > Authenticating Accounts to LEAN CLI > Initialization > Authentication
Added Research Environment > Meta Analysis > Backtest Analysis > Plot Metadata
Added Research Environment > Meta Analysis > Live Analysis > Plot Metadata
Updated Writing Algorithms > Reality Modeling > Settlement > Key Concepts > Model Structure in response to LEAN PR #7225
Made the following changes in response to LEAN PR #7226:

Updated Writing Algorithms > Portfolio > Holdings > Get Total Close Profit to explain the new optional arguments
Added Writing Algorithms > Reality Modeling > Settlement > Supported Models > Futures Model
Updated the following sections to include the FutureSettlementModel:

2023-05-01

Updated Cloud Platform > Live Trading > Notifications to remove the code snippets
Updated all occurrences of "US Coarse Universe" to "US Equity Coarse Universe"
Updated the pages in LEAN CLI > Datasets > Downloading Data > Download in Bulk to include dataset pricing
Updated Cloud Platform > Organizations > Members > Membership Quotas to include the minimum number of members on each tier
Updated the following pages in response to LEAN PR #7176:

Updated Writing Algorithms > Securities > Key Concepts > Quote Currency to show how to calculate the value of the minimum price movement in the account currency
Added Writing Algorithms > Trading and Orders > Key Concepts > Quote Currency

2023-04-28

Updated the following sections to explain the token argument of Telegram notifications:

2023-04-27

Added Writing Algorithms > Securities > Filtering Data
Updated Cloud Platform > Live Trading > Brokerages > FIX Connections > Supported Connections to include a link to the brokerage model implementation from LEAN PR #7216
Updated Writing Algorithms > Live Trading > Brokerages to include the new example algorithms from LEAN PR #7214
Updated the following sections in response to LEAN PR #7213:

Renamed Writing Algorithms > Datasets > QuantConnect > US Coarse Universe to Writing Algorithms > Datasets > QuantConnect > US Equity Coarse Universe
Updated Writing Algorithms > Datasets > Brain > Brain Sentiment Indicator > Universe Selection to explain when universe selection occurs
Updated Writing Algorithms > API Reference
Added Writing Algorithms > Datasets > CoinGecko
Updated Writing Algorithms > Importing Data > Key Concepts > File Quotas

2023-04-26

Added Cloud Platform > Live Trading > Brokerages > FIX Connections
Updated the following sections to clarify the results of the GetOptionContractList and GetFutureContractList:

Added Research Environment > Meta Analysis > Backtest Analysis > Plot Equity Curve
Added Research Environment > Meta Analysis > Live Analysis > Plot Equity Curve

2023-04-25

Updated LEAN CLI > API Reference > lean optimize to add the new --no-update option from LEAN CLI PR #314
Updated Cloud Platform > Live Trading > Brokerags > Tradier > Orders and Writing Algorithms > Reality Modeling > Brokerages > Supported Models > Tradier > Orders

2023-04-24

Updated Writing Algorithms > Algorithm Framework > Alpha > Supported Models > Constant Model to add the weight argument in response to LEAN PR #7189
Updated Writing Algorithms > Securities > Asset Classes > Crypto Futures to add a link to BasicTemplateCryptoFutureAlgorithm.py in response to LEAN PR #7206
Updated Cloud Platform > Projects > Package Environments and LEAN CLI > Projects > Libraries > Third-Party Libraries > Supported Libraries for AMD64 Systems
Made the following changes in response to LEAN PR #7197:

Updated Writing Algorithms > Reality Modeling > Option Models > Exercise in response to LEAN PR #7193
Added Local Platform > Backtesting > Getting Started
Added Local Platform > Backtesting > Deployment

2023-04-21

2023-04-20

Updated the tutorials in the Writing Algorithms > Machine Learning > Popular Libraries and Research Environment > Machine Learning to remove the unnecessary calls to ObjectStore.Save
Removed Atreyu
Renamed fillDataForward to fillForward in response to LEAN PR #7180
Renamed extendedMarket to extendedMarketHours in response to LEAN PR #7191
Updated Writing Algorithms > Algorithm Framework > Portfolio Construction > Key Concepts > Model Structure to clarify which methods need to be overridden.
Updated Writing Algorithms > Live Trading > Signal Exports > Collective2 > Send Portfolio Targets to include the SetTargetPortfolioFromPortfolio method
Added LEAN CLI > Datasets > Downloading Data > Download in Bulk > US Futures
Added LEAN CLI > Datasets > Downloading Data > Download in Bulk > CFD Data
Added LEAN CLI > Datasets > Downloading Data > Download in Bulk > FOREX Data
Updated Writing Algorithms > Datasets > QuantConnect > US ETF Constituents > Introduction to mention the dataset depends on the security master

2023-04-19

Updated Writing Algorithms > Reality Modeling > Key Concepts > Security Level Models to include assignment models
Updated and restructured the LEAN CLI > Datasets chapter
Removed Research Environment > Datasets > India Equities
Updated Writing Algorithms > Reality Modeling > Brokerages > Key Concepts > Default Behavior to link to the QuantConnect Paper Trading brokerage documentation

2023-04-18

Made the following changes in response to LEAN PR #7165:

2023-04-17

Updated LEAN CLI > API Reference > lean optimize to change config.json to config.example.json in response to LEAN PR #7181
Updated the following sections to explain the new GPU nodes:
Added Writing Algorithms > Live Trading > Signal Exports in response to LEAN PR #7145
Removed the Alpha and Alpha Count charts from Writing Algorithms > Charting > Series > Names in response to LEAN PR #7190
Updated Research Environment > Datasets > Equity Fundamental Data > Introduction to add a link to the dataset listing
Updated Writing Algorithms > Datasets > AlgoSeek > US Futures > Supported Assets to add Ether Futures, remove BTIC on Micro Ether Futures, and remove BTIC on Micro Bitcoin Futures in response to LEAN PR #6884
Updated Writing Algorithms > Datasets > CoinAPI > Binance Crypto Price Data > Supported Assets and Writing Algorithms > Datasets > CoinAPI > Binance US Crypto Price Data > Supported Assets in response to LEAN PR #7040
Added Writing Algorithms > Algorithm Framework > Insight Manager > Preserve Insights Between Deployments

2023-04-12

Updated Writing Algorithms > Machine Learning > Popular Libraries > MlFinLab > Import Libraries to remove the usage of project parameters
Updated Writing Algorithms > Indicators > Supported Indicators > Exponential Moving Average > Introduction in response to LEAN PR #7173
Updated the following sections to add more information on the GetLastKnownPrices method and the BrokerageModelSecurityInitializer:
Added Writing Algorithms > Object Store > Example for Insights

2023-04-10

2023-04-05

Updated Writing Algorithms > Datasets > CBOE > VIX Daily Price > Supported Indices to add VIX1Y and the new Indices from Lean.DataSource.CBOE PR #5

2023-04-04

Updated Writing Algorithms > Algorithm Framework > Alpha > Supported Models > MACD Model in response to LEAN PR #7140

2023-04-03

Updated Writing Algorithms > Datasets > Energy Information Administration > US Energy Information Administration (EIA) > Supported Datasets to fix typos in the accessor codes
Removed the following pages:
- Writing Algorithms > Datasets > TrueData
- Writing Algorithms > Datasets > TrueData > India Equities
- Writing Algorithms > Datasets > TrueData > India Equities Security Master
Updated the following sections in response to LEAN PR #7007:
- Writing Algorithms > Securities > Asset Classes > Equity Options > Market Hours > Holidays
- Writing Algorithms > Securities > Asset Classes > Equity Options > Market Hours > Early Closes
Updated LEAN CLI > API Reference > lean live to remove some options in response to LEAN CLI PR #297 and #301
Updated LEAN CLI > Live Trading > Brokerages > Prime Brokerages > Orders to state that order updates aren't supported in response to Lean.Brokerages.TerminalLink PR #40
Updated LEAN CLI > API Reference > lean live > Options to add the new --terminal-link-openfigi-api-key option from LEAN CLI PR #308
Updated LEAN CLI > Live Trading > Brokerages > Prime Brokerages > Historical Data to add the new historical data quotas from Lean.Brokerages.TerminalLink PR #45
Updated LEAN CLI > Live Trading > Brokerages > Prime Brokerages > Deploy Local Algorithms in response to the preceding PRs
Updated LEAN CLI > API Reference > lean research and LEAN CLI > API Reference > lean backtest to add the new --data-provider functionality from LEAN CLI PR #310

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

2023-03-30

Updated Writing Algorithms > Algorithm Framework > Alpha > Supported Models > Historical Returns Model in response to LEAN PR #7151
Updated Our Platform > Community > Discord > Channels to include the new Discord channels
Updated the embedded backtest in Writing Algorithms > Datasets > Tiingo > Tiingo News > Example Applications to be a backtest that uses Tiingo News
Made the following changes to explain the new live trading notification quotas:
- Updated Cloud Platform > Organizations > Tier Features
- Added Cloud Platform > Organizations > Resources > Live Trading Notification Quotas
- Updated Cloud Platform > Live Trading > Notficiations
- Updated Writing Algorithms > Live Trading > Notficiations
- Updated the Deploy Cloud Algorithms sections of the pages in LEAN CLI > Live Trading > Brokerages
Updated the Introduction section of each indicator and candlestick pattern page in Writing Algorithms > Indicators > Supported Indicators to include a link to the implementation
Added the following sections to explain an edge case with indicator and consolidator warm up:
Updated Cloud Platform > Backtesting > Results > Built-in Charts to include the new Portfolio Turnover chart from LEAN PR #7055
Updated the following sections to include the new --no-update option from LEAN CLI PR #286:
- LEAN CLI > API Reference > lean backtest > Options
- LEAN CLI > API Reference > lean live > Options

2023-03-24

Updated the following sections to remove the CoinAPI.WebSocket.V1, IQFeed.CSharpApiClient, and LaunchDarkly.EventSource C# libraries:
Made the following changes in response to LEAN PR #7038:
- Added Writing Algorithms > Indicators > Supported Indicators > Mc Clellan Oscillator
- Added Writing Algorithms > Indicators > Supported Indicators > Mc Clellan Summation Index
- Added Writing Algorithms > Indicators > Supported Indicators > Advance Decline Difference
- Updated Writing Algorithms > API Reference > Available QCAlgorithm Methods to include the MOSC, MSI, and ADDIFF methods.
Updated the following sections in response to LEAN PR #6998:
- Writing Algorithms > Securities > Asset Classes > Forex > Market Hours > Regular Trading Hours
- The Market Opening Hours sections of some pages under Writing Algorithms > Securities > Asset Classes > CFD > Market Hours
Made the following changes in response to LEAN PR #6884:
- Updated the following pages:
- Removed the following pages:
  - Writing Algorithms > Securities > Asset Classes > Futures > Market Hours > CME > MIB
  - Writing Algorithms > Securities > Asset Classes > Futures > Market Hours > CME > MRB
Removed the following pages in response to LEAN PR #6990
- Writing Algorithms > Securities > Asset Classes > Futures > Market Hours > HKFE
- Writing Algorithms > Securities > Asset Classes > Futures > Market Hours > HKFE > HSI
Updated Writing Algorithms > Securities > Asset Classes > Index Options > Market Hours in response to LEAN PR #6970
Added Writing Algorithms > Datasets > QuantConnect > Binance Crypto Future Margin Rate Data
Added Writing Algorithms > Datasets > QuantConnect > US ETF Constituents > Supported ETFs
Added Writing Algorithms > Datasets > CoinGecko > Crypto Market Cap
Added Writing Algorithms > Datasets > Quiver Quantitative > Insider Trading
Updated Writing Algorithms > Universes > Alternative Data Universes > Supported Datasets to include the new Insider Trading and Crypto Market Cap datasets

2023-03-23

Updated Writing Algorithms > Algorithm Framework > Risk Management > Supported Models > Maximum Security Drawdown Model in response to LEAN PR #7103
Updated Writing Algorithms > Algorithm Framework > Risk Management > Supported Models > Maximum Portfolio Drawdown Model in response to LEAN PR #7105
Updated Writing Algorithms > Algorithm Framework > Risk Management > Supported Models > Maximum Unrealized Profit Model in response to LEAN PR #7105
Updated Writing Algorithms > Algorithm Framework > Risk Management > Supported Models > Trailing Stop Model in response to LEAN PR #7131
Updated the following sections in response to LEAN PR #7127:
- Writing Algorithms > Algorithm Framework > Insight Manager > Cancel Insights
- Writing Algorithms > Algorithm Framework > Alpha > Key Concepts > Insights
Updated the following sections in response to LEAN PR #7077:

2023-03-21

Made the following changes in response to LEAN PR #7005:
- Added Writing Algorithms > Algorithm Framework > Insight Manager
- Updated Writing Algorithms > Algorithm Framework > Alpha > Key Concepts > Insights and Writing Algorithms > Algorithm Framework > Risk Management > Model Structure to add information on cancelling insights
- Removed Writing Algorithms > Algorithm Framework > Alpha > Key Concepts > Insight Collection
- Updated Writing Algorithms > Algorithm Framework > Overview > Strategy Styles and Writing Algorithms > Algorithm Framework > Overview > Separation of Concerns

2023-03-15

Updated Writing Algorithms > Reality Modeling > Trade Fills > Supported Models > Equity Model in response to LEAN PRs #7005, #7042, #7057, and #7060.
Updated Writing Algorithms > Universes > Equity > ETF Constituents Selection in response to LEAN PR #7006.

2023-03-10

Updated Cloud Platform > Backtesting > Results > Built-in Charts to remove the framework algorithms charts in response to LEAN PR #7055
Updated the following sections to explain the changes from LEAN PR #7001:

2023-03-09

Updated Writing Algorithms > Algorithm Framework > Portfolio Construction > Supported Optimizers > Unconstrained Mean Variance Optimizer to remove the word "annualized" from the table in response to LEAN PR #7053

2023-03-08

Updated LEAN CLI > Research > Opening Research Notebooks in VS Code

2023-03-07

Updated LEAN CLI > Installation > Installing Docker > Install on macOS to use Intel architecture to start vm.
Made the following changes to document the new file size quotas:

2023-03-06

Updated Cloud Platform > Live Trading > Brokerages > Binance to clarify that paper trading only works on the Binance Global brokerage.
Updated Writing Algorithms > Securities > Asset Classes > Index Options > Requesting Data to clarify that we only currently support European-style Index Options.
Updated Writing Algorithms > Securities > Asset Classes > Index Options > Requesting Data to clarify that we only currently support American-style Equity Options.
Updated Writing Algorithms > Securities > Asset Classes > Index Options > Requesting Data to clarify that we only currently support American-style Future Options and to correct the supported markets.
Updated Writing Algorithms > Algorithm Framework > Risk Management > Supported Models > Maximum Portfolio Drawdown Model to fix typos.
Updated Writing Algorithms > Key Concepts > Security Identifiers > Encoding Symbols to add more examples and more information on how we encode symbols.

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 AddCryptoFutureadd_crypto_future 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 EndTimeend_time and Timetime 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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