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.


1. Coarse Universe Selection! - Filter stocks by dollar-volume, symbol or price (LEAN only at the moment)

2. Customizable Benchmark - Benchmark your algorithm to anything (symbol or function)

3. Apply split events in live mode - Handle split events on live algorithms

4. Scheduled Events - Trigger events at any time or date

Bug Fixes:

1. Live algorithm EndOfDay event bug

2. Python live algorithm bug

3. Compiler not sending through all errors when there were more than 50 errors

4. Don't reprocess old jobs twice (prevents single user jobs taking down whole cloud)

5. Try-Catch on internal run methods for better cloud stability

6. Fixed cloud data-updater to ensure we've always get the latest version of the data by 9am next day

This week we also had a great pull-requests from @adriantorrie - allowing the DonchianChannel to be asymmetric, and @SteffanoRaggi started to re-write the Statistics class for better trade stats! @kaffeebrauer is also submitting a pull request for Oanda Brokerage now!