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March 29, 2010

OpenQuant Release Notes

Now you can see OpenQuant release notes when you run "Check for Updates" utility from OpenQuant installation folder. Here is a list of recent bugfixes and improvements.

Current OpenQuant version is 2.9.2 released on 2010-02-27






feature: New property (DisplaySize) in IBEx class

feature: An ability to change connection timeout for providers in Options->Providers dialog

feature: New parameter (OrderBookUpdate object) is passed to OnOrderBookChanged callback

feature: New method (EmitNewOrderBookUpdate) is added to UserProvider class

update: OnStopExecuted callback is added to SolutionExplorer window

bugfix: Orders are not saved into database if persistent flag of the configuration
is set

bugfix: TT FIX plugin crashes when receives reports for unknown orders

bugfix: some plugins do not write debug information to its own log files

bugfix: Hotspot plugin sets incorrect value for TransactTime field in execution reports

bugfix: Hotspot plugin sets incorrect value of ordtype field for replaced orders

bugfix: Pats plugin raises NotImplementedException error in requests for broker information

bugfix: IB plugin cannot process historical market data request for 3 min bars

bugfix: Incorrect calculation of InitialWealth statistics





bugfix: Simulation stops 01-Jan-2010 due to incorrect default value of StopDate

update: Chart background color selection algorithm





bugfix: GetUnrealizedPnL method returns 0 if Instrument.Factor == 0

bugfix: memory leak happened when indicators properties are reset.
(ADX, ADXR, CAD, F_Fast, D_Slow, K_Fast, K_SLow, MACD, TRIX)

feature: OnOrderReplaced callback is added to the Strategy class

feature: an ability to rename folders and files in ScriptExplorer window

update: new version of TT FIX plugin - some bugs are fixed





update: an updated version of Open E Cry plugin (OEC API 3.4)

feature: new 'OutsideRTH' property of IB plugin





update: new version of QuantFeed plugin.

bugfix: ImportInstrument dialog crashes in a case of
unsupported security type.

bugfix: Send & Modify order dialogs do not allow to use large numbers in Qty field.





improvement: updated Getting Started guide.

improvement: an ability to use dot(".") in instrument's symbol.

feature: Find and Replace items in Edit menu.

bugfix: NullReferenceException is raised when you click on execution report in Order Manager window.

bugfix: OQ forgets default chart template after reinstall.

bugfix: duplicated fills(execution reports) in a case of IB FA account.





bugfix: Optimization loops count was calculated incorrectly if parameter.Start > parameter.Stop

bugfix: InstrumentImport dialog crashes if the security definition has incorrect value of MaturityMonthYear field.

feature: New plugin(QuantFeed) to QuantHouse market data feed is added.





TT API plugin: new property (ProductContractSeparator) is added.
It allows to setup non-standard maturity date of the instrument in symbol field.

feature: ModifyOrder dialog is added to OrderManager window.
It allows to modify(replace) some fields of the working orders.

feature: OpenQuant opens the solution file given as command line argument at startup
and run it automatically if the second parameter (/r) is passed.

feature: New version of CheckForUpdates utility.
The dialog displays the release notes of the latest version of software.




Posted by admin at 01:42 PM