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roboquant v2.1.0

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@jbaron jbaron released this 12 Dec 07:20
· 92 commits to main since this release
v2.1.0
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jbaron Peter
GPG key ID: 3ED89C60AFEEDBD4
Learn about vigilant mode.

Release notes roboquant version 2.1.0

This time mostly internal changes that don’t break exposed API’s.

  • Several improvements to the Alpaca Broker and Feeds
  • Reworked the internal working of IBKRBroker to better support time-outs
  • Fixed bug in IBKR historic US data feeds when handling certain types of dates
  • Removed complex “append only list” in favour of setting retention at InternalAccount level
  • Upgraded the different used libraries to their latest versions
  • Improved roboquant-ml module with a better Feature API (still considered alpha)
  • Some smaller performance improvements to multi-currency trading
  • Better trace logging when working with 3rd party feed (and as a result found major bug in Polygon package).
  • Fixed bug in QuestDB module
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