Lean v2.3.0.0 Release Notes

Release Date: 2017-02-01 // about 7 years ago
  • ๐Ÿš€ This release marks the integration of options and futures trading support in LEAN. Options and futures contracts are selected by using a filter universe. It is a substantial revision and improvement of the LEAN Engine.

    ๐Ÿ‘ The new asset classes are supported in live trading. They should be considered bleeding edge and could potentially have unknown bugs. Please report any issues found to the Issues page.

    โœ… Fundamental analysis based on MorningStar data is now also fully supported in live and backtesting modes. This has been burnt in for 8 months and should be stable enough for production purposes. It can be used in conjunction with Coarse Fundamental data. This allows selecting a universe of symbols based on price and volume, then narrowing down the search based on corporate information.

    There have been hundreds of bug fixes since the previous version which are cough [poorly] documented in the commit history but we will strive to start keeping better release notes in the future.

    ๐Ÿš€ Release notes for this version are documented here:
    ๐Ÿš€ https://www.quantconnect.com/blog/release-notes-lean-v2-3-0-0/