QuantRocket 2.4.1 Release Notes

QuantRocket 2.4.1 is now available. See how to update.

This is a patch release that fixes a regression affecting data collection of the US Stock minute bundle. Users of the US Stock minute bundle who collected the bundle prior to the release of version 2.4.0 and are now collecting bundle updates using version 2.4.0 are affected by this regression and should update to 2.4.1. Users who first collected the minute bundle using version 2.4.0 are not affected. Users who are only collecting the daily bundle are also not affected.

quantrocket/zipline:2.4.1

  • Fix a regression introduced in version 2.4.0 where collecting updates for an existing minute bundle resulted in only the daily updates being synced from the cloud. Background: before version 2.4.0, the stored US Stock bundle config did not specify “minute” or “daily” frequency, since only “minute” was supported. With the introduction of “daily” support starting in 2.4.0, “daily” was incorrectly being assumed as the data frequency for existing bundles that did not specify a data frequency.

Important: After updating to 2.4.1, users should run a “force” update of their minute bundle to sync any missing minute data, which can be done as follows by substituting the correct bundle name:

$ BUNDLE_NAME=usstock-1min
$ curl -X POST "http://houston/zipline/ingestions/$BUNDLE_NAME?force=true"