Release Notes v10575-v10864

This release was another big one in moving our system to .Net Core format to grant you access to the newest and best tools added to C#. Also included in this release are changes to our report generator; now, any report you run on a backtest will include an estimated capacity attached to let you know the funds available for allocation on your strategy if it becomes licensed. This is part of our newest remodel in our Alpha Streams structure, allowing anyone to license high-quality alpha and compete in the quantitative arena.

Special thanks to IlshatGaripov. Join us as we break open the world of algorithmic trading! See the guidelines on contributing to our algorithmic trading engine.

The latest docker image of these changes can be pulled from LEAN Dockerhub.


We’ve brought the time series indicator and LimitIfTouchedOrder to the platform, added capacity estimation in our report generator, and updated how we calculate report statistics. We added support for live trading delisting events and added the ability to limit live cash allocations. We have also made several logging improvements to increase speed and performance. 


We updated System.Collections.Immutable and the IB API to netstandard to continue on our voyage to supporting the .Net core runtime, and updated IBAutomater to v1.0.44. We also updated Nlog Math and fasterflect. In our push for .Net Core format, we’ve also: 

Bug Fixes