QuantRocket 2.3.2 Release Notes

QuantRocket 2.3.2 is now available. This is a patch release that fixes a difference in behavior between Zipline backtesting and live trading. See the fuller note below.


  • allow querying calendar without first collecting listings. This is a minor change to support the QuickStart. See related forum post.


  • In live trading, return real-time data from the previously completed minute, not from the current, partially completed minute.
    • Background: In Zipline backtesting, the most recent data available to strategies is from the previously completed minute, but in live trading, real-time data from the current, partially completed minute was being returned, if available. For example: suppose a Zipline strategy queries data.current(asset, ['open', 'high', 'low', 'close', 'volume']) at 9:32:00. In a backtest, the OHLCV of the 9:31:00 bar is returned, representing the trades that occurred from 09:31:00-09:31:59. In live trading, prior to this update, the same request would return the OHLCV of the 9:32:00 bar, representing trades that occurred from 09:32:00-09:32:59. Since this data was returned only a few seconds after 09:32:00, there wasn’t much data to return (because the minute had just started), which often resulted in NaNs. This update aligns the behavior of live trading with that of backtesting so that a query at 9:32:00 always returns the 09:31:00-09:31:59 OHLCV. See related forum post.