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OAuth Handling, Auto-Add Securities, VSCode Tests
These are the LEAN release notes for versions 17572 to 17649. We improved developer ergonomics and project reliability by fixing AlgorithmImports references via an added QuantConnect DLL path, refreshing VSCode environment setup with dedicated testing tasks, and clarifying CONTRIBUTING documentation to reduce workflow friction.
We strengthened research and runtime behavior by initializing and configuring QuantBook’s realtime handler, applying universe settings when adding derivative securities, and improving IndicatorBasedOptionPriceModel to source prices directly from securities for more consistent option valuation.
We shipped key brokerage and trading robustness enhancements. We added a CreateOAuthTokenHandler factory to the Brokerage base class plus an AuthenticationFailed event so token refresh failures can trigger a graceful LEAN shutdown. We also now auto-add and seed traded securities that weren’t previously added, preventing execution failures in both regression and live deployments, and we refined validation to reject only FOP+Future combos while allowing FOP-only spreads.
Thanks shuofengzhang for polishing CONTRIBUTING: fixing typos and clarifying git pull and topic-branch push instructions to prevent confusion—your improvements keep onboarding smooth!
Features
- Shipped (#9330): feat: add CreateOAuthTokenHandler factory to Brokerage base class: We added an OAuth token handler factory and AuthenticationFailed event to route token refresh failures into graceful LEAN shutdown.
- Shipped (#9312): Add securities when trading non added securities: We now auto-add and seed traded securities not previously added, preventing failures; validated via regression and live deployments.
Bug Fixes
- Fixed issue (#9352): We fix AlgorithmImports references by adding QuantConnect DLL path.
- Fixed issue (#9338): We initialize and configure QuantBook’s realtime handler.
- Fixed issue (#9323): We reject only FOP+Future combos; allow FOP-only spreads.
- Fixed issue (#9315): We improved IndicatorBasedOptionPriceModel by sourcing prices from securities.
- Fixed issue (#9309): We apply universe settings when adding derivative securities.
Mia Alissi
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