quantconnect--lean

Algorithm/Framework

Follow up: Fix weights calculation in VBaseSignalExport (#9281 )

2026-02-12 09:42:45 -03:00

Api

Make Collaborator.Uid nullable to fix JSON deserialization error (#9170 )

2025-12-30 15:40:22 -03:00

Benchmarks

Support new Pythonnet delegates auto conversion (#8913 )

2025-08-07 09:40:06 -04:00

Brokerages

Fix InteractiveBrokersFixModel to reject FOP+Future combo orders (#9323 )

2026-03-09 17:01:43 -05:00

Commands

OrderCommand should use default order properties (#9274 )

2026-02-09 09:37:15 -03:00

Data

Fix invalid time on Session working bar (#9300 )

2026-02-24 11:57:35 -05:00

Exceptions

Fix performance degradation on expirying assets (#9065 )

2025-10-27 18:17:53 -03:00

Indicators

Implement indicator-based option price model (#9237 )

2026-02-19 15:15:25 -04:00

Interfaces

Use universe settings when adding derivatives (#9309 )

2026-03-03 12:18:10 -04:00

Messages

Fix InteractiveBrokersFixModel to reject FOP+Future combo orders (#9323 )

2026-03-09 17:01:43 -05:00

Notifications

Update IB gateway v10.39.1f (#8923 )

2025-08-13 14:51:48 -03:00

Optimizer

Private cloud minor improvements (#8409 )

2024-11-14 17:22:33 -03:00

Orders

Add WEX optional locate broker order property (#9264 )

2026-02-03 16:57:14 -03:00

Packets

Update Packet.cs

2026-02-13 13:39:16 -03:00

Parameters

Fix Warnings V2 (#5436 )

2021-04-02 11:20:01 -07:00

Properties

Remove all nuspec files (#5311 )

2021-02-18 17:13:11 -03:00

Python

Adds support for custom option pricing models (#9270 )

2026-02-09 12:46:15 -03:00

Scheduling

Minor refactor to use lazy timer schedling (#9027 )

2025-10-13 09:21:27 -03:00

Securities

Add securities when trading non added securities (#9312 )

2026-03-03 17:09:21 -04:00

Statistics

Add orders associated with closed trades on streaming (#9282 )

2026-02-12 12:31:56 -03:00

Storage

Throw exceptions when ObjectStore limits are exceeded in Research mode (#9060 )

2025-10-27 10:16:25 -05:00

Util

JsonConverter for decimal and decimal? types (#9291 )

2026-02-16 11:29:19 -03:00

AlgorithmConfiguration.cs

Normalize OutOfSampleMaxEndDate datetime format (#8935 )

2025-08-18 18:44:25 -03:00

AlgorithmImports.py

Dotnet 9 (#8459 )

2024-12-19 14:01:26 -03:00

AlgorithmSettings.cs

Seed securities by default (#9045 )

2025-11-18 13:05:56 -04:00

AlgorithmUtils.cs

Seed securities by default (#9045 )

2025-11-18 13:05:56 -04:00

BaseSeries.cs

Improve portfolio margin chart (#9011 )

2025-10-03 17:56:27 -03:00

BinaryComparison.cs

Add OptionStrategyMatcher (#4924 )

2020-12-02 18:42:24 -03:00

BinaryComparisonExtensions.cs

Add OptionStrategyMatcher (#4924 )

2020-12-02 18:42:24 -03:00

Candlestick.cs

Add support for null chart points (#7622 )

2023-12-12 20:26:58 -03:00

CandlestickSeries.cs

fix CandlestickSeries constructor (#8664 )

2025-03-31 16:44:22 -03:00

CapacityEstimate.cs

Fix warnings CA1574 (#8186 )

2024-07-09 17:52:07 -03:00

Chart.cs

Improve portfolio margin chart (#9011 )

2025-10-03 17:56:27 -03:00

ChartPoint.cs

Fix scatter chart point serialization (#7772 )

2024-02-08 15:36:38 -03:00

ChartSeriesJsonConverter.cs

Fix warnings part 12 (#8182 )

2024-07-09 11:08:42 -03:00

Country.cs

Adds Country Static Class (#8389 )

2024-11-01 19:13:07 -03:00

Currencies.cs

Fix USDC binance crypto future and stable pairs (#9246 )

2026-01-28 09:49:28 -03:00

DataDownloaderGetParameters.cs

Implement Download Project in Lean (#7975 )

2024-04-25 19:53:58 -03:00

DataMonitorReport.cs

Data monitor (#6725 )

2022-11-09 17:38:34 -03:00

DataProviderEvents.cs

DividedEventProvider distribution computation (#4828 )

2020-11-11 15:47:51 -03:00

DataUniverseDownloaderGetParameters.cs

Futures and Future Options file-based universes (#8480 )

2025-03-25 16:22:38 -04:00

DefaultConverter.cs

Fix warnings part 12 (#8182 )

2024-07-09 11:08:42 -03:00

DocumentationAttribute.cs

Add file and line number to documentation attribute (#6122 )

2021-12-20 17:30:04 -08:00

Exchange.cs

Euro Stoxx 50 Index and Index Futures support (#8278 )

2024-09-12 10:00:16 -04:00

Expiry.cs

Fixes Expiry.EndOfMonth and Expiry.EndOfYear Methods

2020-04-02 02:35:47 +01:00

ExtendedDictionary.cs

ExtendedDictionary improvements (#8723 )

2025-05-02 11:02:06 -04:00

Extensions.cs

Implement indicator-based option price model (#9237 )

2026-02-19 15:15:25 -04:00

Field.cs

Add more options to Field class (#8228 )

2024-08-07 19:08:34 -03:00

FileExtension.cs

Fix warnings part 12 (#8182 )

2024-07-09 11:08:42 -03:00

Global.cs

Replace /// with <summary> (#9095 )

2025-11-24 17:09:39 -04:00

Globals.cs

Private cloud minor improvements (#8409 )

2024-11-14 17:22:33 -03:00

IDataDownloader.cs

Feature: Generic brokerage downloader wrapper (#8235 )

2024-07-31 19:02:13 -03:00

IIsolatorLimitResultProvider.cs

Properly handle events raised in ScheduledEvents

2019-10-19 14:52:34 -04:00

ISeriesPoint.cs

Candlestick charts (#7425 )

2023-08-08 17:52:46 -03:00

Isolator.cs

Stop forcing full GC collection when reduced memory (#9267 )

2026-02-04 13:54:27 -03:00

IsolatorLimitResult.cs

Refactors scheduled events to execute on main thread

2019-10-19 14:52:34 -04:00

IsolatorLimitResultProvider.cs

Refactor IsolatorLimitResultProvider

2020-03-02 18:23:20 -03:00

ITimeProvider.cs

Move ITimeProvider and RealTimeProvider to Common

2019-10-19 01:52:07 -04:00

LocalTimeKeeper.cs

Remove usage of Lazy<DateTime> in LocalTimeKeeper

2017-12-29 01:12:58 +01:00

Market.cs

Fix dydx camel case (#9223 )

2026-01-14 11:55:29 -03:00

OS.cs

Move QuantConnect namespace's messages to Messages folder (#6924 )

2023-02-10 10:41:05 -03:00

PandasMapper.py

QCAlgorithm's OptionChain() api refactor (#8334 )

2024-10-04 12:26:15 -04:00

Parse.cs

Move QuantConnect namespace's messages to Messages folder (#6924 )

2023-02-10 10:41:05 -03:00

QuantConnect.csproj

Update Pythonnet version to 2.0.53 (#9303 )

2026-02-23 11:24:04 -04:00

RealTimeProvider.cs

Defines ITokenBucket and a LeakyBucket implementation

2019-10-19 01:52:07 -04:00

RealTimeSynchronizedTimer.cs

Update all LEAN threads to be Background threads

2017-06-28 21:02:59 +02:00

RegressionTestException.cs

1/4 of the changes of RegressionTestException (#8100 )

2024-06-24 15:23:33 -03:00

Result.cs

Add total performance statistics to live result files (#9224 )

2026-01-16 15:41:35 -04:00

ScatterChartPoint.cs

Fix scatter chart point serialization (#7772 )

2024-02-08 15:36:38 -03:00

ScatterChartPointJsonConverter.cs

Fix warnings part 6 (#8107 )

2024-06-26 13:21:53 -03:00

SecurityIdentifier.cs

Fix SecurityIdentifier properties lazy initialization (#9214 )

2026-01-09 18:07:26 -03:00

Series.cs

Replace /// with <summary> (#9095 )

2025-11-24 17:09:39 -04:00

SeriesSampler.cs

Improve portfolio margin chart (#9011 )

2025-10-03 17:56:27 -03:00

StringExtensions.cs

PEP8 style algorithm API (#7909 )

2024-04-12 17:29:15 -03:00

StubsAvoidImplicitsAttribute.cs

Add StubsAvoidImplicitsAttribute to avoid generating implicit types in stubs (#8718 )

2025-04-23 14:22:14 -03:00

StubsIgnoreAttribute.cs

PEP8 style algorithm API (#7909 )

2024-04-12 17:29:15 -03:00

Symbol.cs

Futures and Future Options file-based universes (#8480 )

2025-03-25 16:22:38 -04:00

SymbolCache.cs

QCAlgorithm's OptionChain() api refactor (#8334 )

2024-10-04 12:26:15 -04:00

SymbolCapacity.cs

Make continuous future untradable (#6252 )

2022-03-14 14:23:26 -03:00

SymbolJsonConverter.cs

Feat: support downloading single contract in DownloaderProvider (#9285 )

2026-02-13 13:45:10 -03:00

SymbolRepresentation.cs

Feat: support downloading single contract in DownloaderProvider (#9285 )

2026-02-13 13:45:10 -03:00

SymbolValueJsonConverter.cs

Move QuantConnect namespace's messages to Messages folder (#6924 )

2023-02-10 10:41:05 -03:00

Time.cs

Fix start time calculation for daily requests (#8975 )

2025-09-15 18:35:25 -03:00

TimeKeeper.cs

Fix price shifts around futures rollover date (#8371 )

2024-10-21 09:38:00 -03:00

TimeUpdatedEventArgs.cs

Fix half of the CA1051 warnings (#8137 )

2024-07-03 15:43:17 -03:00

TimeZoneOffsetProvider.cs

Add note for TimeZoneOffsetProvider StartTime (#5469 )

2021-04-08 18:00:17 -03:00

TimeZones.cs

Indian stock markets support & Zerodha brokerage implementation (#4873 )

2021-03-08 18:51:54 -03:00

TradingCalendar.cs

Move QuantConnect namespace's messages to Messages folder (#6924 )

2023-02-10 10:41:05 -03:00

TradingDay.cs

Update enum values in comments (#6460 )

2022-07-05 10:29:28 -03:00