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[Update] Weekly Progress - Week Ending 20th September

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. History() Function - Request historical data for any point in time.
2. Rolling Window Statistics! (Epic PR from @steffanoraggi)
3. New Indicator - Asymetrical Dochian Channel (Awesome @adriantorre!)
4. New Indicator - LogReturn (thanks @chutes!)
5. New Indicator - Keltner Channels (thank you @lockyssmith!)
6. New Indicator - PSAR Indicator (thank you @tzaavi!)
7. New Symbol Identifier class, unique stock identifier - backwards compatible with pure strings.
8. Oanda Brokerage support in open source! Whoop go @kaffeebrewer!
9. Draft of Parameter Inputs (thanks @vincent!)
10. New Account/Subscription Self-Management
11. Control+F to Find in Web IDE :) About time we added this one.
12. THE BAT SIGNAL -- Receive email notification for all forum posts.

Bug Fixes:
1. Fixed memory leak in live trading.
2. Better error messages for IB login errors and figured out 2 factor authentication bug. Thanks @bizcad!
3. Tradier order scanning null error.
4. Interactive Brokers java not installed error.

Pretty epic month for feature releases thanks to all the open source contributions! Keep up all the great work everyone! We're rolling out some exciting features in the next few months, so stay tuned and happy coding!

Jared
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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.



Awesome, Jared, this is one hell of a platform :-)
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Would I be right in assuming that the Oanda Brokerage support will also become available through the web platform at some point?
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Yes! Oanda development is moving along very nicely thanks to the open source community. I'll actually be merging the pull request shortly. I expect Oanda to be supported publicly within the next month.
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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.


Can you please upload some examples with the uses of the new features?
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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.


We'll be posting some examples later tonight of history and warmup features.

You can check out samples on the github page
WarmupAlgorithm: Shows setting a warmup period to preload indicators, this pushes data through the OnData method as well, see the IsWarmingUp flag
HistoryApiAlgorithm: This shows the various ways you can request historical data
WarmupHistoryAlgorithm: Shows how you can use the history function to manually warmup indicators in Initialize()
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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.


Just what I was looking for!
Thanks @Michael.
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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.


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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.


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