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The following sections describe the latest updates to the documentation.

2026-04-16

• [Source] Clarified colocation details by adding an external link and specifying servers are racked in Equinix NY7 across Cloud Platform and Live Trading docs.
• [Source] Standardized C# research notebook setup: switched Plotly.NET references to NuGet packages, added Plotly.NET.Interactive, replaced HTML(GenericChart.toChartHTML(...)) with display(chart), and improved cell separation across datasets, charting, indicators, universes, and applying research pages.
• [Source] Fixed broken link to the parameters documentation in the Live Reconciliation OOS Backtest page.

2026-04-15

• [Source] New Live Reconciliation guide: dedicated, step-by-step OOS backtest reconciliation for live deployments (read live params, run matched OOS backtest, overlay Strategy Equity, plot live vs backtest fills, full example). Content moved from Live Analysis; sibling pages renumbered and Live Deployment Automation shifted to section 06; updated anchor links.
• [Source] Added C# code snippets across Live Reconciliation steps alongside Python, with notes that DTW/tslearn scoring is Python-only.
• [Source] Fixed order-fetch logic in Live Reconciliation tutorial by paginating ReadLiveOrders/ReadBacktestOrders beyond the 100-order limit and adding retry-on-first-window helpers (C# and Python).
• [Source] Expanded MCP Server Tools docs with new Research Jupyter notebook tools (create/read/update/delete/execute cells, execute notebook), News tools, Environment tools (library support, datasets), and Notifications tools (email, SMS, Telegram).

2026-04-09

• [Source] Added a new 'Order Tagging' debugging page with C# and Python examples, linked it from the Order Tags documentation, fixed HTML entities, and reordered the Debugging section.
• [Source] Updated Lean CLI dataset download docs: removed CoinAPI datasets (Crypto and Crypto Future) from CLI examples and costs, renumbered remaining cost pages, added data-provider selection, and switched examples to US Equities.
• [Source] Fixed OpenAPI 3.1 schema issues across API Reference: corrected types and model names, simplified rollingWindow typing, and added new fields (created, psr, sharpeRatio, trades, cloneId) to the Read Optimization response.

2026-04-08

• [Source] Added joblib-based binary transport guide with Base64 serialization and restore steps to prevent corruption when using download().
• [Source] Updated Bulk Downloads example to fetch a Base64-encoded joblib model, load via BytesIO, and save a Base64 copy to the Object Store.
• [Source] Delta-hedged short straddle example: increased initial cash to 1,000,000 and added a contract-quantity guard (C# and Python).
• [Source] Bracket Risk Model example: added required sklearn and xgboost imports for the XGBoost Alpha model.
• [Source] Backtest API (Create Backtest): responses now include an analysis array and a documented AnalysisResult model with issue samples and solutions.
• [Source] Backtest API (Read Backtest Statistics): added analysis array and AnalysisResult model to response schema with examples.

2026-04-07

• [Source] Morningstar US Fundamentals: updated filtering guidance to use enumeration helpers; adjusted example member to ApplicationSoftware; added new documented enumerations with samples (StockType, StyleBox, MorningstarEconomySphereCode).
• [Source] Quiver WallStreetBets dataset now ends in February 2025; clarified it’s free to use on QuantConnect Cloud for research; data summary updated to include End Date.
• [Source] API authentication docs overhauled: C# and Python examples use environment variables and built-in SHA-256; unified request example with HttpClient; added cURL and PowerShell authenticated request examples.
• [Source] McClellan Oscillator docs fixed to use default periods (removed explicit 19, 39) in usage and indicator history examples.
• [Source] New Highs New Lows (NHNL) and NHNL Volume (NHNLV) docs corrected: constructors now require a period (2); updated usage, universe, and history code snippets accordingly.
• [Source] Equity Options Handling Data: added Example 4 (Delta-Hedged Short Straddle) with StraddleSelector and DeltaHedger helpers; later refined sample dates/cash and minor C# cleanup.
• [Source] Custom Indicators: added Example 3 (Custom Annualized Volatility Indicator) powering a short-universe strategy with ConnorsRSI; formatting improvements and combined C# field declarations.
• [Source] Risk Management (Algorithm Framework): added Example 3 (Python) Bracket Risk Model combining trailing stop-loss and take-profit; wrapped as Python-only.

2026-04-06

• [Source] Corrected Python enum name in QuantConnect Paper Trading examples (QUANTCONNECT_BROKERAGE -> QUANT_CONNECT_BROKERAGE) to match the API.
• [Source] Fixed options pricing model example to inherit from CurrentPriceOptionPriceModel for proper behavior.
• [Source] Added SetEndDate/set_end_date to unit testing workflow examples to bound backtests.
• [Source] Added a new 'Example for Logging' section to Object Store docs (and Research), and updated related anchors (e.g., 'Example of Custom Data' moved to #14).

2026-04-02

• [Source] Added annotated payoff charts for all 41 option strategy docs: new 1200x630 images with leg decomposition, breakeven markers, strike labels, example P/L, and net cost; updated CDN image paths and added trade-setup explanation paragraphs; removed old SEO images; integrated matplotlib into the SEO image generator workflow.
• [Source] Corrected arithmetic, fee, and rounding errors in six example pages (Short Call Butterfly, Naked Call, Long Straddle, Short Straddle, Long Strangle, Short Strangle), updating displayed P/L outcomes and fee calculations.
• [Source] Fixed dollar-sign rendering across option strategy pages by wrapping currency amounts to prevent formatting issues and improve readability.

2026-03-31

• [Source] Set Data Sources: Added examples for loading remote files with Basic Authentication headers in C# and Python, clarified the headers parameter type (C#: IEnumerable>; Python: dict[str,str]), and corrected the sample to use the source variable.
• [Source] Save Models: Added instructions to upload externally trained models to the Object Store via the LEAN CLI or Cloud API and pointed to per-library upload guides.
• [Source] Popular ML Libraries: Introduced new Upload Models sections across library tutorials (Aesera, Copula, GPlearn, Hmmlearn, Keras, PyTorch, Scikit-Learn, TensorFlow, Tslearn, XGBoost) and shifted Load Models to the next section.
• [Source] PyCharm Autocomplete (Python): Added setup steps to install quantconnect-stubs via PyCharm Settings to enable autocomplete.
• [Source] PyCharm Debugging (Python): Added steps to add a pydevd-pycharm version matching PyCharm via the Lean CLI and accept installation in PyCharm.

2026-03-30

• [Source] Added a new Behavioral Finance section to Key Concepts, covering Momentum, Mean Reversion, Value, and Quality strategies, a reference on 12 dangerous investment biases, and example algorithms; renumbered subsequent Key Concepts pages (Globals and Statics, Libraries, Debugging Tools).
• [Source] Introduced a Unit Testing workflow for the LEAN CLI that uses backtests to run assertions, with C# and Python examples and guidance on running tests via 'lean backtest'.
• [Source] Standardized and clarified multiple ML tutorials: corrected library names (aesara, stable_baselines3, tensorflow), improved step-by-step training/testing instructions, and updated Object Store save/load procedures across examples (including tslearn and xgboost).

2026-03-28

• [Source] US Equity Market Hours docs migrated from static includes to a new JS-driven layout with content containers and updated descriptions.
• [Source] Equity Options Market Hours docs converted to the new dynamic (JS-rendered) format and updated descriptions.
• [Source] Forex Market Hours consolidated into a single dynamic page (div placeholders + scripts); numerous symbol-specific pages and the "Assets With Other Hours" page were removed; the initially added symbol search input on the intro was subsequently removed.
• [Source] New Futures Market Hours page added with a symbol search UI, replacing the previous JSON landing.

2026-03-20

• [Source] Added a LEAN CLI Cheat Sheet section to the Getting Started page, summarizing common commands with an image, downloadable version, and link to the full API reference.

2026-03-19

• [Source] Namespace Object Store keys with the project ID across ML docs to avoid collisions. Updated save/load examples for Aesera, Copula, GPlearn, Hmmlearn, Keras, PyTorch, Scikit-Learn, TensorFlow, Tslearn, XGBoost, and Hugging Face (Chronos-T5) to use keys like f"{self.project_id}/...".
• [Source] Updated Charles Schwab CLI auth flow to require a Login ID and include userId in the Auth0 URL. Prompts and examples now ask for Login ID instead of a cloud project ID.
• [Source] Standardized MathJax usage to fix formula rendering: removed inline scripts, migrated pages to use a shared _mathjax include across Optimization Objectives and Glossary entries.
• [Source] Fixed GPLearn research example: removed an undefined predict call and added explicit Object Store persistence with qb.object_store.save for saved models.
• [Source] Added missing descriptions to many CLI API reference pages, including lean cloud live (and subcommands), object-store operations (cloud/local), encrypt/decrypt, live command suite, and private-cloud commands.

2026-03-18

• [Source] Added --charles-schwab-user-name option across Lean CLI commands (backtest, live deploy, cloud live deploy, data download, optimize, research) to provide the Charles Schwab login ID.
• [Source] Expanded Hugging Face documentation with new example pages and linked entries for Sentiment Analysis, Fill-Mask, Text Generation, and Chronos-Bolt; updated the Popular Models table.
• [Source] Standardized the historical data provider name to 'Databento' (from 'DataBento') and corrected commands/examples across CLI options and Databento dataset pages.
• [Source] Refactored glossary to shared PHP includes per term and added MathJax; updated Glossary and Optimization Objectives pages to use centralized definitions.
• [Source] Added trusted IP address 207.182.16.137 for Binance.US in API key restriction setup guidance.