QuantRocket 2.3.0 Release Notes

[Brian]

QuantRocket 2.3.0 is now available. This release includes improvements for teams and financial advisors, and other enhancements and bug fixes. All version 2 users are encouraged to update to the latest version. See how to update.

Highlights

• improvements for teams, including a dedicated documentation section, support for linked license keys, and support for read-only S3 credentials. See the teams documentation
• new dedicated documentation section for financial advisors, and support for placing FA Group/FA Profile orders through Interactive Brokers. See the documentation.
• new endpoint: quantrocket flightlog wait/quantrocket.flightlog.wait_for_message. This function allows you to search for a log message and block until the message appears. This can be useful when you need your code to wait until a background process such as data collection finishes. See the usage guide.
• add continuous_future function to Zipline research environment. See the API Reference.

Documentation

• Document continuous futures in Zipline
• Document how to use Linux programs on your crontab
• Document how to incorporate non-Pipeline datasets in Zipline strategies

Complete 2.3.0 release notes

quantrocket/blotter:2.3.0

• support for placing FA Group/FA Profile orders through Interactive Brokers. See the usage guide.
• fix an issue where only a subset of order IDs might be returned when running Alpaca live and paper trading simultaneously and querying order status with the --open/open_orders=True parameter

quantrocket/db:2.3.0

• add a --region/region parameter to quantrocket db s3config/quantrocket.db.set_s3_config to support pushing to and pulling from S3 buckets in regions other than us-east-1. See the API Reference.
• read-only S3 credentials are now supported and can be used for pulling databases from S3 (without allowing pushing to S3). Intended for teams.

quantrocket/flightlog:2.3.0

• new endpoint: quantrocket flightlog wait/quantrocket.flightlog.wait_for_message. This function allows you to search for a log message and block until the message appears. See the usage guide.

quantrocket/history:2.3.0

• fix an issue reported in a forum post where IBKR data collection failed because ibkr_ConIds were not treated as integers.
• fix an issue where multiple corporate actions occurring for the same security on the same day resulted in the second corporate action being incorrectly adjusted by the amount of the first adjustment factor, in EDI history databases

quantrocket/license-service:2.3.0

• license keys are now encrypted at rest and are obfuscated in display output.
• support linked license keys for teams.

quantrocket/realtime:2.3.0

• fix an issue reported in a forum post where IBKR data collection failed because ibkr_ConIds were not treated as integers.
• automatically re-connect when PostgreSQL connection is disconnected after being idle

quantrocket/zipline:2.3.0

• add continuous_future function to research environment. See the API Reference.
• fix futures contracts being out of order in data.current_chain(). See related forum post.
• modify continuous futures "calendar" roll to roll on RolloverDate, not LastTradeDate. See related forum post.
• fix an issue reported in a forum post where Zipline backtests could fail with KeyError due to stale trading calendars in the calendar cache.
• make REPORTPERIOD and CALENDARDATE Sharadar fundamentals fields available in Pipeline API