QuantRocket 2.6.1 is now available. See how to update.
This is a patch release that fixes an issue with IBKR historical data collection of intraday bars, and includes several other minor enhancements.
quantrocket/blotter:2.6.1
- force PNL recalculation after recording non-QuantRocket executions
quantrocket/history:2.6.1
- Fix an issue where data gaps occurred at request boundaries in IBKR intraday data collection. See related forum post.
quantrocket/jupyter:2.6.1
- update zipline to 2.6.1 to match zipline service
quantrocket/postgres:2.6.1
- update to TimescaleDB version 2.4.1
quantrocket/realtime:2.6.1
- handle the possibility of Polygon returning ticks for symbols that weren't requested. See related forum post.
quantrocket/zipline:2.6.1
- retry transient S3 sync errors when ingesting usstock
- in replay of executions in live trading, handle the possibility that the execution may reference an order id that doesn't actually exist (which can happen if the execution was triggered manually from TWS)
- increase timeout when polling realtime minute data from 4 to 10 seconds because sometimes Alpaca minute data doesn't start flowing right after the minute ends