This is an archived documentation site for release 2.0. For the latest documentation or to access any other site features, please return to www.quantrocket.com

Software Update

Attention version 1 users: Version 2 is a major product upgrade from version 1. Please see the upgrade guide.

How to update

To update to the latest version of QuantRocket, download the latest Docker Compose file.

$ cd /path/to/quantrocket/folder
$ curl 'https://www.quantrocket.com/composefiles/latest/local/docker-compose.yml' -o docker-compose.yml

(You can also download the Compose file from the downloads page.)

Then deploy the changes using Docker Compose.

$ docker-compose -p quantrocket up -d --remove-orphans

You can reclaim disk space by removing old images that are no longer needed:

$ docker image prune --all

To update to the latest version of QuantRocket, download the latest Docker Compose file.

$ cd /path/to/quantrocket/folder
$ curl 'https://www.quantrocket.com/composefiles/latest/cloud/docker-compose.yml' -o docker-compose.yml

(You can also download the Compose file from the downloads page.)

Activate your cloud environment using Docker Machine, then deploy the changes using Docker Compose:

$ docker-machine env quantrocket
$ # then type the command docker-machine displays, for example on Linux/Mac:
$ eval $(docker-machine env quantrocket)
$ docker-compose -p quantrocket up -d --remove-orphans

You can reclaim disk space by removing old images that are no longer needed:

$ docker image prune --all

Versioning scheme

The format of QuantRocket version numbers is MAJOR.MINOR.PATCH (for example 2.0.0). As new features are added, typically the minor version is incremented, with the major version occasionally being incremented for large redesigns or backwards-incompatible changes. Patch versions are incremented for bug fixes and small updates in between successive minor version releases.

The QuantRocket version number is indicated in the Compose file, for example: x-quantrocket-version: '2.0.0'.

Due to QuantRocket's microservice architecture, each service/container has its own version number, for example: quantrocket/master:2.0.0. These version numbers will share the same major and minor version as the Compose file's x-quantrocket-version, but the patch versions can differ.

Some services/containers have version numbers with more than three numeric components to reflect the version number of an important piece of underlying software. For example, quantrocket/ibg version numbers have the format 2.0.972.0, where 972 reflects the version of IB Gateway embedded in the container.

Release Notes

Release 2.0.0

2020-06-09

Highlights

API changes

QuantRocket version 2 is a major product upgrade from version 1. Due to the scale of changes, there are many breaking API changes that version 1 users should be aware of. See the migration guide.

Complete 2.0.0 release notes

quantrocket/account:2.0.0

  • support for querying account balances and portfolios from Alpaca
  • store all available exchange rates from ECB
  • derive GBX exchange rate from GBP

quantrocket/blotter:2.0.0

  • support for Alpaca. See usage guide
  • fix a SQL error that happens when you query summary pnl with a date range only and no other parameters

quantrocket/db:2.0.0

  • encrypt S3 credentials at rest

quantrocket/fundamental:2.0.0

quantrocket/history:2.0.0

quantrocket/ibg:2.0.972.0

  • encrypt IBKR credentials at rest

quantrocket/ibgrouter:2.0.0

  • renamed service from launchpad to ibgrouter

quantrocket/jupyter:2.0.0

quantrocket/license-service:2.0.0

quantrocket/master:2.0.0

quantrocket/postgres:2.0.0

  • update to PostgreSQL 12 and TimescaleDB 1.7.1

quantrocket/realtime:2.0.0

  • new real-time data provider: Polygon.io
  • add ability to drop ticks from tick databases. See usage guide
  • automatic compression of real-time databases

quantrocket/satellite:2.0.0

quantrocket/theia:2.0.0

  • update to latest version of Eclipse Theia

quantrocket/zipline:2.0.0

  • Zipline live trading. See the usage guide
  • redesign data collection API to mirror the API of the history service. See usage guide
  • support for incremental ingestion of history databases. See usage guide
  • Add pipeline support for Sharadar fundamentals, institutions, S&P 500 constituents, Reuters financials and estimates, and securities master. See the usage guide
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