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Is there a change/feature log?
Simon Thornington
posted Jul 30, 2017

If coming back after a year or two absence, it seems tough to know what has changed, what new features exist and so on...

Off the top of my head, since late 2015, there has been added:

  • optimizer API, a basic wrapper around cvxopt ?
  • futures, are they in production trading yet?
  • a variety of changes to pipeline but I am not sure what

Is there a definitive list?

Since I am asking things, what is the status of (or is there a bug/feature status page that shows the status of?):

  • placing orders pre-open, for the opening auctions
  • using other order types, particular d-peg or primary peg on IEX, and the variety of IB execution algos (adaptive etc)?
  • one-cancels-all, and generally more control over the execution at the sub-minute level

Thanks!

Simon.

3 responses
Grant Kiehne
Jul 30, 2017

Hi Simon -

Grant Kiehne
Aug 1, 2017

Note also that besides the Q Optimize API, CVXPY is available directly (i.e. it was white-listed).

Also, regarding pipeline, there has been some fairly recent best-practice guidance on how to speed things up a bit. I'm murky on this one--perhaps someone can elaborate or provide a link?

Dan Whitnable
Aug 1, 2017

Simon, good hearing from you (again). The research notebooks have been upgraded along with the 'get_pricing' method. (See https://www.quantopian.com/posts/research-updates-get-pricing-and-jupyter-notebook-upgrade ).

Pandas has been upgraded to ver 0.18 (See https://www.quantopian.com/posts/soon-upgrade-to-pandas-0-dot-18 ) The dataframe behavior has changed a bit too. One change I find nice is datetime aware dataframes. One can easily change history returned in UTC to be in ET (market time) simply by using the '.tz_convert(timezone('US/Eastern'))'

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