QuantRocket

QuantRocket 1.9.0 Release Notes

release-notes

#1

QuantRocket 1.9.0 is now available. All users are encouraged to update to the latest version. See how to update.

Highlights

  • Intelligent Code Editor. This release includes a new browser-based code editor based on Eclipse Theia. While JupyterLab is a great tool for data science, it sorely lacks an intelligent code editor. Now you can switch over to Theia for code editing and benefit from code completion, error checking, refactoring tools, and more. Access Theia via menu buttons from JupyterLab. The QuickStart accessible from the JupyterLab Launcher includes an introduction to Theia.
  • JupyterLab update. This release includes the latest version of JupyterLab, plus new, easy-to-access QuantRocket-related menu items for common tasks such as accessing Theia, streaming logs in terminals, and creating Moonshot strategy files.
  • Execute Python functions via the satellite service. Use the satellite service to execute Python functions using dot notation and pass arguments to them via the command line. (Previously it was only possible to execute shell commands.) See the usage guide.
  • A new function, quantrocket.master.get_contract_nums_reindexed_like, takes a DataFrame of futures prices and returns a DataFrame of integers representing each contract’s sequence in the futures chain as of each date. See the usage guide.

Complete 1.9.0 release notes

quantrocket-client:1.9.0

  • New function: quantrocket.master.get_contract_nums_reindexed_like. From a DataFrame of futures prices, returns a DataFrame of integers representing each contract’s sequence in the futures chain as of each date, where 1 is the front contract, 2 is the second nearest contract, etc. See the usage guide.

quantrocket/history:1.9.0

  • Add new options to shard intraday databases by month or by day. See the usage guide.

quantrocket/jupyter:1.9.0

  • Update to JupyterLab 1.1.3
  • Add menu and launcher buttons for the following:
    • open QuickStart tutorial
    • open Theia Code Editor
    • open IB Gateway GUI
    • stream logs via Terminal
    • create a new Moonshot or MoonshotML strategy file

quantrocket/master:1.9.0

  • Add new option --exclude-expired/exclude_expired to quantrocket master get/download_master_file to exclude expired futures or options contracts.

quantrocket/satellite:1.9.0

  • Execute Python functions via the satellite service. Use the satellite service to execute Python functions using dot notation and pass arguments to them via the command line. (Previously it was only possible to execute shell commands.) See the usage guide.

quantrocket/theia:1.9.0

  • New service which provides Eclipse Theia, a browser-based code editor offering code completion, error checking, refactoring tools, and more. The QuickStart accessible from the JupyterLab Launcher includes an introduction to Theia.