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Change Log
Documentation Updates
The following sections describe the latest updates to the documentation.
2023-03-31
- Updated Writing Algorithms > Securities > Asset Classes > Forex > Market Hours and added some new pair-specific sub-pages in response to LEAN PR #6998
As we continue to update and refactor the documentation on a regular basis, some links in the following sections may no longer work.
2023-03-30
- 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:
- Writing Algorithms > Indicators > Automatic Indicators > Warm Up Indicators > Timing Considerations
- Writing Algorithms > Indicators > Manual Indicators > Warm Up Indicators > Timing Considerations
- Writing Algorithms > Algorithm Framework > Alpha > Key Concepts > Universe Timing Considerations
- Writing Algorithms > Algorithm Framework > Portfolio Construction > Key Concepts > Universe Timing Considerations
- Writing Algorithms > Algorithm Framework > Risk Management > Key Concepts > Universe Timing Considerations
- Writing Algorithms > Algorithm Framework > Execution > Key Concepts > Universe Timing Considerations
- Writing Algorithms > Algorithm Framework > Hybrid Algorithms > Universe Timing Considerations
- 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:
2023-03-24
- Updated the following sections to remove the
CoinAPI.WebSocket.V1
,IQFeed.CSharpApiClient
, andLaunchDarkly.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
, andADDIFF
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:
- 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
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
andGetOrdersByBrokerageId
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:
- Added Writing Algorithms > Reality Modeling > Transaction Fees > Supported Models > Binance Futures Model
- Added Writing Algorithms > Reality Modeling > Transaction Fees > Supported Models > Binance Coin Futures Model
- Updated Writing Algorithms > Reality Modeling > Brokerages > Supported Models > Binance > Fees
- Updated the following sections to explain how to update orders for brokerages that don't fully support order updates:
- Writing Algorithms > Trading and Orders > Order Management > Order Tickets > Update Orders
- Writing Algorithms > Reality Modeling > Brokerages > Supported Models > Binance > Orders
- Writing Algorithms > Reality Modeling > Brokerages > Supported Models > Coinbase > Orders
- Writing Algorithms > Reality Modeling > Brokerages > Supported Models > Kraken > Orders
- Writing Algorithms > Reality Modeling > Brokerages > Supported Models > Tradier > Orders
- Updated the following pages in response to LEAN PRs #6876 and #6957:
- Writing Algorithms > Consolidating Data > Consolidator Types > Time Period Consolidators
- Writing Algorithms > Consolidating Data > Consolidator Types > Calendar Consolidators
- 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:
- Cloud Platform > Organizations > Data Storage > Storage Sizes
- Cloud Platform > Data Storage > Storage Sizes
- 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:
- Writing Algorithms > Initialization > Set Universe Settings
- Writing Algorithms > Universes > Settings > Properties
- Writing Algorithms > Algorithm Framework > Universe Selection > Universe Settings > Properties
- Writing Algorithms > Universes > Futures > Create Universes
- Writing Algorithms > Universes > Equity > ETF Constituents Selection
2023-01-17
- Updated the following sections in response to LEAN PR #6864:
- Writing Algorithms > Trading and Orders > Order Types > Combo Market Orders > Place Orders
- Writing Algorithms > Trading and Orders > Order Types > Combo Limit Orders > Place Orders
- Writing Algorithms > Trading and Orders > Order Types > Combo Leg Limit Orders > Place Orders
- 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:
- Writing Algorithms > Reality Modeling > Trade Fills > Supported Models > Equity Model
- Writing Algorithms > Reality Modeling > Trade Fills > Supported Models > Future Model
- Writing Algorithms > Reality Modeling > Trade Fills > Supported Models > Future Option Model
- 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:
- Writing Algorithms > Trading and Orders > Order Types > Combo Market Orders
- Writing Algorithms > Trading and Orders > Order Types > Combo Limit Orders
- Writing Algorithms > Trading and Orders > Order Types > Combo Leg Limit Orders
- Writing Algorithms > Reality Modeling > Trade Fills > Supported Models > Immediate Model
- Writing Algorithms > Reality Modeling > Trade Fills > Supported Models > Latest Price Model
- The pages in Writing Algorithms > Trading and Orders > Option Strategies that use the
OptionStrategies
class - Our Platform > Live Trading > Brokerages > Interactive Brokers > Orders > Order Types
- Our Platform > Live Trading > Brokerages > QuantConnect Paper Trading > Orders
- Added Writing Algorithms > Securities > Asset Classes > Crypto Futures > Handling Data > Margin Interest Rates in response to LEAN PR #6836
- Updated Our Platform > Live Trading > Brokerages > Interactive Brokers > Account Types > Paper Trading to note the differences between real and paper trading
- Added Our Platform > Live Trading > Brokerages > Interactive Brokers > Orders > Order Size Limits
2023-01-09
- Updated the code snippets in the Visualization sections of the Writing Algorithms > Indicators > Supported Indicators pages to fix bugs.
- Updated Writing Algorithms > API Reference to include the new
AddCryptoFuture
method. - Updated Writing Algorithms > Trading and Orders > Order Errors to include the new
EuropeanOptionNotExpiredOnExercise
error from LEAN PR 6734. - Added some missing landing pages throughout the docs to ensure members don't land on empty pages after clicking a link.
2023-01-06
- Updated the following content in response to LEAN PR #6720:
- The Create Subscriptions sections in the Writing Algorithms > Securities > Assets Classes pages
- The Create Universes sections in the Writing Algorithms > Universes pages
- Writing Algorithms > Algorithm Framework > Universe Selection > Options Universes
- Writing Algorithms > Reality Modeling > Options Models > Pricing
- Writing Algorithms > Reality Modeling > Options Models > Volatility > Key Concepts
- Updated almost all of the security initializer examples to use a
BrokerageModelSecurityInitializer
.
2023-01-05
- Updated the following sections to remove an invalid Python code snippet:
- Writing Algorithms > Key Concepts > Time Modeling > Time Zones > Algorithm Time Zone
- Writing Algorithms > Initialization > Set Time Zone
- Research Environment > Initialization > Set Time Zone
- Updated Writing Algorithms > Indicators > Plotting Indicators > View Charts and Writing Algorithms > Charting > View Charts to add links to
ReadBacktest
andReadLiveAlgorithm
. - 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:
- Our Platform > Live Trading > Brokerages > TD Ameritrade
- Writing Algorithms > Reality Modeling > Brokerages > Supported Models > TD Ameritrade
- 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:
- Writing Algorithms > Reality Modeling > Brokerages > Supported Models > Samco > Buying Power
- Writing Algorithms > Reality Modeling > Brokerages > Supported Models > Wolverine > Buying Power
- Writing Algorithms > Reality Modeling > Brokerages > Supported Models > Zerodha > Buying Power
- Updated the following sections in response to IB Brokerage PR #41 and LEAN PR #6773:
- Our Platform > Live Trading > Brokerages > Interactive Brokers > Security and Stability > System Resets
- Our Platform > Live Trading > Brokerages > Interactive Brokers > Deploy Live Algorithms
- 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 contractSymbol
objects in theOptionFilterUniverse
/FutureFilterUniverse
: - Writing Algorithms > Universes > Equity Options > Filter Contracts
- Writing Algorithms > Universes > Futures > Filter Contracts
- Writing Algorithms > Universes > Future Options > Filter Contracts
- Writing Algorithms > Universes > Index Options > Filter Contracts
- Writing Algorithms > Algorithm Framework > Universe Selection > Options Universes
- Writing Algorithms > Algorithm Framework > Universe Selection > Futures Universes > Future Universe Selection
- 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:
- Writing Algorithms > Algorithm Framework > Alpha > Key Concepts > Model Structure
- Writing Algorithms > Algorithm Framework > Portfolio Construction > Key Concepts > Model Structure
- Writing Algorithms > Algorithm Framework > Portfolio Construction > Key Concepts > Portfolio Optimizer Structure
- Writing Algorithms > Algorithm Framework > Risk Management > Key Concepts > Model Structure
- Writing Algorithms > Algorithm Framework > Execution > Key Concepts > Model Structure
- 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):
- Our Platform > Projects > Collaboration > Add Team Members
- LEAN CLI > Projects > Cloud Synchronization > Pulling Cloud Projects
- LEAN CLI > API Reference > lean cloud pull > Description
- Updated the following sections to explain how to remove yourself as a collaborator:
- Our Platform > Projects > Collaboration > Remove Team Members
- LEAN CLI > Projects > Project Management > Delete Projects
- LEAN CLI > API Reference > lean project-delete > Description
- 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:
- LEAN CLI > Projects > Project Management > Create Projects
- LEAN CLI > Projects > Project Management > Rename Projects
- LEAN CLI > API References > lean project-create
- Our Platform > Projects > Getting Started > Rename Projects
- Updated the following sections to add code examples that demonstrate how to encapsulate all of the universe selection logic into its own class:
- Writing Algorithms > Algorithm Framework > Universe Selection > Manual Universes > Add Manual Universe Selection
- Writing Algorithms > Algorithm Framework > Universe Selection > ETF Constituents Universes > Add ETF Constituents Universe Selection
- Writing Algorithms > Algorithm Framework > Universe Selection > Futures Universes > Future Universe Selection
- Writing Algorithms > Algorithm Framework > Universe Selection > Futures Universes > Open Interest Future Universe Selection
- Writing Algorithms > Algorithm Framework > Universe Selection > Options Universes > Options Universe Selection
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
null
None
.
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:
- Our Platform > Live Trading > Brokerages > Wolverine
- Writing Algorithms > Reality Modeling > Brokerages > Supported Models > Wolverine
- Writing Algorithms > Reality Modeling > Transaction Fees > Supported Models > Wolverine Model
- Updated the following pages to add the new
tickers
option from CLI PR #217:
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:
- Writing Algorithms > Algorithm Framework > Universe Selection > Fundamental Universes > Coarse Fundamental Selection
- Writing Algorithms > Algorithm Framework > Universe Selection > Fundamental Universes > Fine Fundamental Selection
- Writing Algorithms > Algorithm Framework > Universe Selection > ETF Constituents Universes > Add ETF Constituents Universe Selection
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
: - Writing Algorithms > Universes > Equity Options > Filter Contracts
- Writing Algorithms > Universes > Index Options > Filter Contracts
- 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:
- Writing Algorithms > Universes > Equity Options > Filter Contracts
- Writing Algorithms > Universes > Futures > Filter Contracts
- Writing Algorithms > Universes > Future Options > Filter Contracts
- Writing Algorithms > Universes > Index Options > Filter Contracts
- 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
datetime
DateTime
objects. - Updated LEAN CLI > Projects > Configuration > Properties to include the new
lean-engine
andpython-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:
- Our Platform > Projects > Libraries
- Our Platform > Projects > Code Sessions > Key Concepts
- Our Platform > Projects > Code Sessions > LEAN Engine Branches
- Our Platform > Projects > Code Sessions > Environments
- Updated the following pages to add the initial portfolio holdings functionality from CLI PR #181:
- LEAN CLI > Live Trading > Brokerages > QuantConnect Paper Trading
- LEAN CLI > Live Trading > Brokerage > Atreyu
- LEAN CLI > API Reference > lean live
- LEAN CLI > API Reference > lean cloud live
- 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
andTimeRules
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:
- Our Platform > Backtesting > Results > Orders
- Our Platform > Backtesting > Results > Insights
- Our Platform > Live Trading > Results > Orders
- Our Platform > Live Trading > Results > Insights
- 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
toBrainStockRanking21Day
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
tolean project-create
andlean delete-project
tolean 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:
- LEAN CLI > Projects > Configuration > Properties
- LEAN CLI > Projects > Libraries > Project Libraries
- LEAN CLI > API Reference > lean library add
- LEAN CLI > API Reference > lean library remove
- 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
toBrainStockRanking21Day
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
: - Writing Algorithms > Reality Modeling > Trade Fills > Key Concepts > Set Models
- Writing Algorithms > Reality Modeling > Slippage > Key Concepts > Set Models
- Writing Algorithms > Reality Modeling > Transaction Fees > Key Concepts > Set Models
- Writing Algorithms > Reality Modeling > Buying Power > Set Models
- Writing Algorithms > Reality Modeling > Settlement > Key Concepts > Set Models
- Writing Algorithms > Reality Modeling > Short Availability > Key Concepts > Set Providers
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
- Updated LEAN CLI > API Reference > lean live to rename Bloomberg to Terminal Link (related PR)
- Updated Writing Algorithms > Object Store and Research Environment > Object Store so the storage keys use the
ProjectId
attribute - Added Vimeo videos to the following sections:
- Our Platform > Projects > Collaboration > Other Collaboration Methods
- Our Platform > Optimization > Results > Server Stats
- Our Platform > Backtesting > Report
- Our Platform > Projects > IDE
- Our Platform > Projects > Structure > Parameters
- Our Platform > Projects > Getting Started > Edit Parameters
- Our Platform > Optimization > Parameters
- Our Platform > Projects > Files
- Our Platform > Projects > IDE > Manage Nodes
- Our Platform > Live Trading > Getting Started
- Our Platform > Projects > Environments > LEAN Engine Branches
- Our Platform > Live Trading > Brokerages > Atreyu > Deploy Live Algorithms
- Our Platform > Live Trading > Brokerages > QuantConnect Paper Trading > Deploy Live Algorithms
- Our Platform > Live Trading > Brokerages > Trading Technologies > Deploy Live Algorithms
- Our Platform > Backtesting > Debugging
- Our Platform > Backtesting > Results > Adjust Charts
- Our Platform > Live Trading > Results > Adjust Charts
- Our Platform > Backtesting > Getting Started
- Added Writing Algorithms > Object Store > Cache Data and Research Environment > Object Store > Cache Data
- Updated the following section to clarify the default Option contract filter:
- Writing Algorithms > Universes > Equity Options > Filter Contracts
- Writing Algorithms > Universes > Future Options > Filter Contracts
- Writing Algorithms > Universes > Index Options > Filter Contracts
- Research Environment > Datasets > Equity Options > Create Subscriptions
- Research Environment > Datasets > Futures Options > Create Subscriptions
- Research Environment > Datasets > Index Options > Create Subscriptions
2022-08-31
- Reorganized the Writing Algorithms > Trading and Orders > Option Strategies pages
- Updated Our Platform > Live Trading > Brokerages > Interactive Brokers > Security and Stability > Connections to explain troubleshooting methods
- Added
EndTime
andTime
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:
- Our Platform > Organizations > Resources > Remove Nodes
- Our Platform > Organizations > Members > Add Seats
- Our Platform > Organizations > Billing > Change Organization Tiers
- Our Platform > Datasets > Licensing > Cloud
- 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
andlean 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