15.09.2021
ISIN, CUSIP, and FIGI Security Lookup
Symbols contain all the information needed to identify a unique Security. While a security’s ticker name may change over time—the way JP Morgan & Chase Co. changed from CBM to JPM—its Symbol remains constant. Basically, a Symbol is an asset’s fingerprint, making it ideal for use in algorithmic trading. QuantConnect recently made a change to […]
12.06.2021
LEAN CLI for Streamlining Cloud and Local Workflows
At QuantConnect, we are always looking for ways to improve quants’ experience across all aspects of our platform through timely updates, new features, and responsive quant-support. To the shared end of making quants lives easier with the best tools, we’ve released LEAN CLI for those quants using, or looking to use, LEAN, the standard-bearer for […]
Pioneering Tomorrow’s Trading
QuantConnect provides a free algorithm backtesting tool and financial data so engineers can design algorithmic trading strategies.
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11.03.2021
Report Generator Improvements, .Net Core Migration – Release Notes v10575-v10864
This release was another big one in moving our system over to .Net Core format to grant you access to the newest and best tools that have been 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 […]
03.02.2021
.Net Core Migration, Github Actions CI, New Python Packages – Release Notes v10339-v10574
This release is a big update for LEAN, we’re marching towards .NET Core support with the migration of our projects to .NET Core format. We’re still a few weeks away from being ready but we’re optimistic Core will bring a speed up and better cross-platform compatibility. We’ve integrated with the new Github Actions CI system […]
20.01.2021
New Indicators, Speed and Performance Improvements – Release Notes v9993-v10335
We rounded out 2020 continuing our focus on speed, stability, and feature-completeness as we added more indicators and debugged some tricky option-universe selection edge cases. We sped up the regression test-suite and welcomed several new open-source contributors! Special thanks to Cnaccio, aarjaneiro, aricooperman,and mathpaquette. QuantConnect is an open-source platform. Join us as we break open […]
24.12.2020
Cloud Optimization and Futures Options Deployment – Release Notes v9766-v9972
Merry Christmas and a special thanks to our community contributors kazazes, jmerle, jKard1210, and IlshatGaripov. Months of intensive technology and engineering have gone into LEAN v9766-v9972. We’ve implemented cloud optimization; harness this powerful tool to test thousands of combinations for your strategy in record time! Identify hot spots in your charting to avoid costly overfitting, […]
24.11.2020
Interactive Brokers Currency Improvements, New Notebook API Support, Options Backtesting Enhancements – Release Notes v9464-v9760
LEAN v9464-v9760 unlocks key live trading functionality for accounts with non-USD base currencies, to better serve our global clients. We’ve streamlined harnessing the QuantConnect API in the Jupyter Research environment to analyze backtests and projects with ease. We made improved options backtesting for better out-of-the-money assignment messaging. Features OptionChain and OptionContract improvements (Github | Docker) […]
05.10.2020
Autocomplete Python Stubs CI, Binance Exchange Integration, LEAN Speed Improvement – LEAN Release Notes v9194-v9449
In the last 2 weeks the QuantConnect team has been focused on stability and bug fixes. Diving deep into some of the long lingering issues and publishing fixes for the along with additional regression tests to lock in that stability. We also surpassed 10,000 unit tests giving the platform a rock solid foundation for expansion! […]
01.09.2020
Python Auto-complete, and with Integrated Docker-Local IDE Support with VSCode, PyCharm and Visual Studio. Release notes v9842-v9185
In this release of updates, we have made substantial changes to improve our local development experience through deep integration of the LEAN Docker containers, along with publishing a research docker container for running your LEAN Research Notebooks locally. These docker containers are completely integrated into VSCode, PyCharm, and Visual Studio allowing you to run backtests […]
07.08.2020
Github Tagging Integration, Docker CI Setup, Upgraded Futures Margins, New Algorithms and Indicators, Update to .net 4.6.2 – LEAN Release Notes v8406-v8943
This release of updates to LEAN is among one of the biggest yet. With this update, we have been working hard to upgrade your user experience. We upgraded futures margins to improve futures backtesting modelling and behavior, and updated to a newer version of .net (4.6.2). Along with this, we have added LEAN docker files […]