QuantRocket

QuantRocket 1.4.0 Release Notes

release-notes

#1

QuantRocket 1.4.0 is now available. Existing users, please see the migration guide.

Highlights

  • Sharadar premium data integration. Sharadar provides harmonized point-in-time fundamentals and end of day prices for 14,000 US companies, active and delisted. Fully integrated with QuantRocket and Moonshot. See the usage guide, data overview, and pricing.
  • Codeload Library. This release introduces support for cloning sample code into your deployment from QuantRocket’s browsable Codeload library.
  • Set credentials and configuration within JupyterLab. With this release, credentials and configuration that were previously set via the Configuration Wizard can now be set or edited from within JupyterLab using the CLI or Python API. This includes IB credentials, license key, S3 credentials, Papertrail integration, and more. See the migration guide.

API changes

  • For the CLI, quantrocket master listings has been deprecated in favor of quantrocket master collect. This change is to bring parity with the data collection terminology of other commands (such as quantrocket history collect). The deprecated command is still available but will print a warning.
  • quantrocket master collect/quantrocket.master.collect_listings now support multiple exchanges using the exchanges parameter. The exchange parameter (singular) is deprecated and will print a deprecation warning.
  • Delisted securities are now included by default in the master file (quantrocket master get/download_master_file). They can optionally be excluded with the --exclude-delisted/exclude_delisted parameter. Previously, delisted securities were excluded from the master file by default, but this diverged from QuantRocket’s standard behavior of returning all query results by default.

See the full release notes.


Fundamental Data from more than 6 years
[Feature Request] Quandl Support for new Datasets
Sharadar Already in the Docs
#2