Back

[Update] Weekly Progress - Week Ending 20th July

Hello All!

Each week we release a weekly updates list to show the small, regular steps we've been making to make QuantConnect better. In a given week we fix dozens of smaller bugs and often release a major feature, hopefully we can showcase these updates here.

Features:
1. Added Python and Java support
2. Powerful Order Ticket System - Safer Update and Cancel of Orders
3. Brand New Autocomplete Powered by Microsoft's Roslyn Engine
4. IDE Console Wraps Lines and Allows Copy-Paste
5. Data Manager to Generates Code Hints for Any Language

Bug Fixes:
1. Fixed Tradier API bug when requesting cash balances
2. Statistics now count orders not round-trip trades
3. SetHolding bug fix to allow multiple calls
4. Bug fix loading dynamic data which has same name as equity
5. Daily data fill forward bug fix
6. Fixed waiting for non-market orders at end of algorithm
7. Fixed help documentation tab loading bug

Epic week this week! We're happy to have @Gustavo working with us here in NYC, hacking away on some exciting new features for the IDE. We also saw some solid open source contributions! -- Huge thanks as always to the os-crew! @dpavlenkov @steffano @bizcad @nii236!

Jared
Update Backtest






The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.



Keep up the good work Jared, just joined mate I have been writing a ML algo for Ninjatrader, I wanna see if it works in here speed up my backtesitng. Cheers Peter
1

Hey, Jared. One question regarding Python. Are/how external packages are imported or is it core Python support?
0

Thanks Peter!

@Tadas - We haven't "officially" announced it yet while we figure out questions like that. Which libraries would you like? At the moment I think its just core python support. I'll need to install the libraries. Its actually compiled python :) So its lightening fast. Roughly 1/2 speed of C# but still pretty good for python.
0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Hard question, I started to use Python for research visuals few months ago. Think it's not applicable here as where those charts would appear?

For other things: numpy, pandas, scikit-learn, statmodels. Have no idea how you will be able to do that. Maybe feeding pandas dataframe, then a lot of things can be done (slicing, searching, joining, etc. any math with numpy, macine learning with scikit learn, some models from crappy statmodels). Also many other constantly changing packages, those are must :)
0

Update Backtest





0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Loading...

This discussion is closed