QuantConnect · Martin-Molinero · Dec 19, 2024 · Dec 11, 2024 · Dec 18, 2024
diff --git a/.github/workflows/api-tests.yml b/.github/workflows/api-tests.yml
@@ -9,14 +9,19 @@ on:
 
 jobs:
   build:
-    runs-on: ubuntu-20.04
+    runs-on: ubuntu-24.04
     # Only run on push events (not on pull_request) for security reasons in order to be able to use secrets
     if: ${{ github.event_name == 'push' }}
     steps:
       - name: Checkout
         uses: actions/checkout@v2
-      - name: Free space
-        run: df -h && rm -rf /usr/share/dotnet && sudo rm -rf /usr/local/lib/android && sudo rm -rf /opt/ghc && rm -rf /opt/hostedtoolcache* && df -h
+      - name: Liberate disk space
+        uses: jlumbroso/free-disk-space@main
+        with:
+          tool-cache: true
+          large-packages: false
+          docker-images: false
+          swap-storage: false
       - name: Run API Tests
         uses: addnab/docker-run-action@v3
         with:

diff --git a/.github/workflows/gh-actions.yml b/.github/workflows/gh-actions.yml
@@ -9,12 +9,18 @@ on:
 
 jobs:
   build:
-    runs-on: ubuntu-20.04
+    runs-on: ubuntu-24.04
     steps:
       - name: Checkout
         uses: actions/checkout@v2
-      - name: Free space
-        run: df -h && rm -rf /usr/share/dotnet && sudo rm -rf /usr/local/lib/android && sudo rm -rf /opt/ghc && rm -rf /opt/hostedtoolcache* && df -h
+
+      - name: Liberate disk space
+        uses: jlumbroso/free-disk-space@main
+        with:
+          tool-cache: true
+          large-packages: false
+          docker-images: false
+          swap-storage: false
 
       - uses: addnab/docker-run-action@v3
         with:

diff --git a/.github/workflows/rebase-org-branches.yml b/.github/workflows/rebase-org-branches.yml
@@ -7,7 +7,7 @@ on:
 
 jobs:
   build:
-    runs-on: ubuntu-20.04
+    runs-on: ubuntu-24.04
     steps:
       - uses: actions/checkout@v2
         with:

diff --git a/.github/workflows/regression-tests.yml b/.github/workflows/regression-tests.yml
@@ -9,12 +9,17 @@ on:
 
 jobs:
   build:
-    runs-on: ubuntu-20.04
+    runs-on: ubuntu-24.04
     steps:
       - name: Checkout
         uses: actions/checkout@v2
-      - name: Free space
-        run: df -h && rm -rf /usr/share/dotnet && sudo rm -rf /usr/local/lib/android && sudo rm -rf /opt/ghc && rm -rf /opt/hostedtoolcache* && df -h
+      - name: Liberate disk space
+        uses: jlumbroso/free-disk-space@main
+        with:
+          tool-cache: true
+          large-packages: false
+          docker-images: false
+          swap-storage: false
 
       - uses: addnab/docker-run-action@v3
         with:

diff --git a/.github/workflows/report-generator.yml b/.github/workflows/report-generator.yml
@@ -9,12 +9,17 @@ on:
 
 jobs:
   build:
-    runs-on: ubuntu-20.04
+    runs-on: ubuntu-24.04
     steps:
       - name: Checkout
         uses: actions/checkout@v2
-      - name: Free space
-        run: df -h && rm -rf /usr/share/dotnet && sudo rm -rf /usr/local/lib/android && sudo rm -rf /opt/ghc && rm -rf /opt/hostedtoolcache* && df -h
+      - name: Liberate disk space
+        uses: jlumbroso/free-disk-space@main
+        with:
+          tool-cache: true
+          large-packages: false
+          docker-images: false
+          swap-storage: false
 
       - uses: addnab/docker-run-action@v3
         with:

diff --git a/.github/workflows/research-regression-tests.yml b/.github/workflows/research-regression-tests.yml
@@ -9,12 +9,17 @@ on:
 
 jobs:
   build:
-    runs-on: ubuntu-20.04
+    runs-on: ubuntu-24.04
     steps:
       - name: Checkout
         uses: actions/checkout@v2
-      - name: Free space
-        run: df -h && rm -rf /usr/share/dotnet && sudo rm -rf /usr/local/lib/android && sudo rm -rf /opt/ghc && rm -rf /opt/hostedtoolcache* && df -h
+      - name: Liberate disk space
+        uses: jlumbroso/free-disk-space@main
+        with:
+          tool-cache: true
+          large-packages: false
+          docker-images: false
+          swap-storage: false
 
       - uses: addnab/docker-run-action@v3
         with:

diff --git a/.github/workflows/virtual-environments.yml b/.github/workflows/virtual-environments.yml
@@ -9,12 +9,17 @@ on:
 
 jobs:
   build:
-    runs-on: ubuntu-20.04
+    runs-on: ubuntu-24.04
     steps:
       - name: Checkout
         uses: actions/checkout@v2
-      - name: Free space
-        run: df -h && rm -rf /usr/share/dotnet && sudo rm -rf /usr/local/lib/android && sudo rm -rf /opt/ghc && rm -rf /opt/hostedtoolcache* && df -h
+      - name: Liberate disk space
+        uses: jlumbroso/free-disk-space@main
+        with:
+          tool-cache: true
+          large-packages: false
+          docker-images: false
+          swap-storage: false
 
       - uses: addnab/docker-run-action@v3
         with:

diff --git a/Algorithm.CSharp/QuantConnect.Algorithm.CSharp.csproj b/Algorithm.CSharp/QuantConnect.Algorithm.CSharp.csproj
@@ -4,13 +4,11 @@
     <Platform Condition=" '$(Platform)' == '' ">AnyCPU</Platform>
     <RootNamespace>QuantConnect.Algorithm.CSharp</RootNamespace>
     <AssemblyName>QuantConnect.Algorithm.CSharp</AssemblyName>
-    <TargetFramework>net6.0</TargetFramework>
+    <TargetFramework>net9.0</TargetFramework>
     <GenerateAssemblyInfo>false</GenerateAssemblyInfo>
     <OutputPath>bin\$(Configuration)\</OutputPath>
     <AnalysisMode>AllEnabledByDefault</AnalysisMode>
     <AppendTargetFrameworkToOutputPath>false</AppendTargetFrameworkToOutputPath>
-    <AutoGenerateBindingRedirects>true</AutoGenerateBindingRedirects>
-    <GenerateBindingRedirectsOutputType>true</GenerateBindingRedirectsOutputType>
     <Description>QuantConnect LEAN Engine: Algorithm.CSharp Project - A collection of C# algorithm demonstrations for how to use the API</Description>
     <NoWarn>CS0618;CA1062;CA1002</NoWarn>
   </PropertyGroup>

diff --git a/Algorithm.Framework/QuantConnect.Algorithm.Framework.csproj b/Algorithm.Framework/QuantConnect.Algorithm.Framework.csproj
@@ -4,14 +4,13 @@
     <Platform Condition=" '$(Platform)' == '' ">AnyCPU</Platform>
     <RootNamespace>QuantConnect.Algorithm.Framework</RootNamespace>
     <AssemblyName>QuantConnect.Algorithm.Framework</AssemblyName>
-    <TargetFramework>net6.0</TargetFramework>
+    <TargetFramework>net9.0</TargetFramework>
     <GenerateAssemblyInfo>false</GenerateAssemblyInfo>
     <OutputPath>bin\$(Configuration)\</OutputPath>
     <AnalysisMode>AllEnabledByDefault</AnalysisMode>
     <DocumentationFile>bin\$(Configuration)\QuantConnect.Algorithm.Framework.xml</DocumentationFile>
     <PackageTags>Library</PackageTags>
     <AppendTargetFrameworkToOutputPath>false</AppendTargetFrameworkToOutputPath>
-    <AutoGenerateBindingRedirects>false</AutoGenerateBindingRedirects>
     <Description>QuantConnect LEAN Engine: Algorithm.Framework Project - The core QCAlgorithm framework implementation</Description>
     <NoWarn>CA1062</NoWarn>
   </PropertyGroup>

diff --git a/Algorithm.Python/CallbackCommandRegressionAlgorithm.py b/Algorithm.Python/CallbackCommandRegressionAlgorithm.py
@@ -76,7 +76,7 @@ def initialize(self):
         bool_command.something_else = { "Property": 10 }
         bool_command.array_test = [ "SPY", "BTCUSD" ]
         link = self.link(bool_command)
-        if "&command[array_test][0]=SPY&command[array_test][1]=BTCUSD&command[result]=True&command[something_else][Property]=10&command[$type]=BoolCommand" not in link:
+        if "&command%5barray_test%5d%5b0%5d=SPY&command%5barray_test%5d%5b1%5d=BTCUSD&command%5bresult%5d=True&command%5bsomething_else%5d%5bProperty%5d=10&command%5b%24type%5d=BoolCommand" not in link:
             raise ValueError(f'Invalid link was generated! {link}')
 
         potential_command = VoidCommand()
@@ -85,12 +85,12 @@ def initialize(self):
         potential_command.parameters = { "tag": "Signal X" }
 
         command_link = self.link(potential_command)
-        if "command[target][0]=BAC&command[quantity]=10&command[parameters][tag]=Signal+X&command[$type]=VoidCommand" not in command_link:
+        if "&command%5btarget%5d%5b0%5d=BAC&command%5bquantity%5d=10&command%5bparameters%5d%5btag%5d=Signal+X&command%5b%24type%5d=VoidCommand" not in command_link:
             raise ValueError(f'Invalid link was generated! {command_link}')
         self.notify.email("email@address", "Trade Command Event", f"Signal X trade\nFollow link to trigger: {command_link}")
 
         untyped_command_link = self.link({ "symbol": "SPY", "parameters": { "quantity": 10 } })
-        if "&command[symbol]=SPY&command[parameters][quantity]=10" not in untyped_command_link:
+        if "&command%5bsymbol%5d=SPY&command%5bparameters%5d%5bquantity%5d=10" not in untyped_command_link:
             raise ValueError(f'Invalid link was generated! {untyped_command_link}')
         self.notify.email("email@address", "Untyped Command Event", f"Signal Y trade\nFollow link to trigger: {untyped_command_link}")
 

diff --git a/Algorithm.Python/QuantConnect.Algorithm.Python.csproj b/Algorithm.Python/QuantConnect.Algorithm.Python.csproj
@@ -4,13 +4,11 @@
     <Platform Condition=" '$(Platform)' == '' ">AnyCPU</Platform>
     <RootNamespace>QuantConnect.Algorithm.Python</RootNamespace>
     <AssemblyName>QuantConnect.Algorithm.Python</AssemblyName>
-    <TargetFramework>net6.0</TargetFramework>
+    <TargetFramework>net9.0</TargetFramework>
     <AnalysisMode>AllEnabledByDefault</AnalysisMode>
     <OutputPath>bin\$(Configuration)\</OutputPath>
     <GenerateAssemblyInfo>false</GenerateAssemblyInfo>
     <AppendTargetFrameworkToOutputPath>false</AppendTargetFrameworkToOutputPath>
-    <AutoGenerateBindingRedirects>true</AutoGenerateBindingRedirects>
-    <GenerateBindingRedirectsOutputType>true</GenerateBindingRedirectsOutputType>
     <Description>QuantConnect LEAN Engine: Algorithm.Python Project - A collection of Py algorithm demonstrations for how to use the API</Description>
   </PropertyGroup>
   <PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|AnyCPU' ">

diff --git a/Algorithm/QuantConnect.Algorithm.csproj b/Algorithm/QuantConnect.Algorithm.csproj
@@ -4,14 +4,13 @@
     <Platform Condition=" '$(Platform)' == '' ">AnyCPU</Platform>
     <RootNamespace>QuantConnect.Algorithm</RootNamespace>
     <AssemblyName>QuantConnect.Algorithm</AssemblyName>
-    <TargetFramework>net6.0</TargetFramework>
+    <TargetFramework>net9.0</TargetFramework>
     <SolutionDir Condition="$(SolutionDir) == '' Or $(SolutionDir) == '*Undefined*'">..\</SolutionDir>
     <GenerateAssemblyInfo>false</GenerateAssemblyInfo>
     <AnalysisMode>AllEnabledByDefault</AnalysisMode>
     <OutputPath>bin\$(Configuration)\</OutputPath>
     <DocumentationFile>bin\$(Configuration)\QuantConnect.Algorithm.xml</DocumentationFile>
     <AppendTargetFrameworkToOutputPath>false</AppendTargetFrameworkToOutputPath>
-    <AutoGenerateBindingRedirects>false</AutoGenerateBindingRedirects>
     <Description>QuantConnect LEAN Engine: Algorithm Project - Core QCAlgorithm implementation</Description>
     <NoWarn>CA1062</NoWarn>
   </PropertyGroup>

diff --git a/AlgorithmFactory/QuantConnect.AlgorithmFactory.csproj b/AlgorithmFactory/QuantConnect.AlgorithmFactory.csproj
@@ -4,13 +4,12 @@
     <Platform Condition=" '$(Platform)' == '' ">AnyCPU</Platform>
     <RootNamespace>QuantConnect.AlgorithmFactory</RootNamespace>
     <AssemblyName>QuantConnect.AlgorithmFactory</AssemblyName>
-    <TargetFramework>net6.0</TargetFramework>
+    <TargetFramework>net9.0</TargetFramework>
     <GenerateAssemblyInfo>false</GenerateAssemblyInfo>
     <OutputPath>bin\$(Configuration)\</OutputPath>
     <AnalysisMode>AllEnabledByDefault</AnalysisMode>
     <DocumentationFile>bin\$(Configuration)\QuantConnect.AlgorithmFactory.xml</DocumentationFile>
     <AppendTargetFrameworkToOutputPath>false</AppendTargetFrameworkToOutputPath>
-    <AutoGenerateBindingRedirects>false</AutoGenerateBindingRedirects>
     <Description>QuantConnect LEAN Engine: Algorithm.AlgorithmFactory Project - Factory for instantiation of QCAlgorithm algorithm objects to be used with LEAN</Description>
     <NoWarn>CA1062</NoWarn>
   </PropertyGroup>

diff --git a/Api/QuantConnect.Api.csproj b/Api/QuantConnect.Api.csproj
@@ -4,15 +4,14 @@
     <Platform Condition=" '$(Platform)' == '' ">AnyCPU</Platform>
     <RootNamespace>QuantConnect.Api</RootNamespace>
     <AssemblyName>QuantConnect.Api</AssemblyName>
-    <TargetFramework>net6.0</TargetFramework>
+    <TargetFramework>net9.0</TargetFramework>
     <SolutionDir Condition="$(SolutionDir) == '' Or $(SolutionDir) == '*Undefined*'">..\</SolutionDir>
     <RestorePackages>true</RestorePackages>
     <AnalysisMode>AllEnabledByDefault</AnalysisMode>
     <GenerateAssemblyInfo>false</GenerateAssemblyInfo>
     <OutputPath>bin\$(Configuration)\</OutputPath>
     <DocumentationFile>bin\$(Configuration)\QuantConnect.Api.xml</DocumentationFile>
     <AppendTargetFrameworkToOutputPath>false</AppendTargetFrameworkToOutputPath>
-    <AutoGenerateBindingRedirects>false</AutoGenerateBindingRedirects>
     <Description>QuantConnect LEAN Engine: API Project - C# SDK for interaction with the QuantConnect.com</Description>
     <NoWarn>CA1062</NoWarn>
     <PackageLicenseFile>LICENSE</PackageLicenseFile>

diff --git a/Brokerages/QuantConnect.Brokerages.csproj b/Brokerages/QuantConnect.Brokerages.csproj
@@ -4,13 +4,12 @@
     <Platform Condition=" '$(Platform)' == '' ">AnyCPU</Platform>
     <RootNamespace>QuantConnect.Brokerages</RootNamespace>
     <AssemblyName>QuantConnect.Brokerages</AssemblyName>
-    <TargetFramework>net6.0</TargetFramework>
+    <TargetFramework>net9.0</TargetFramework>
     <AnalysisMode>AllEnabledByDefault</AnalysisMode>
     <GenerateAssemblyInfo>false</GenerateAssemblyInfo>
     <OutputPath>bin\$(Configuration)\</OutputPath>
     <DocumentationFile>bin\$(Configuration)\QuantConnect.Brokerages.xml</DocumentationFile>
     <AppendTargetFrameworkToOutputPath>false</AppendTargetFrameworkToOutputPath>
-    <AutoGenerateBindingRedirects>false</AutoGenerateBindingRedirects>
     <Description>QuantConnect LEAN Engine: Brokerages Project - A collection of brokerages for live trading and backtesting</Description>
     <NoWarn>CA1062</NoWarn>
     <PackageLicenseFile>LICENSE</PackageLicenseFile>

diff --git a/Common/AlgorithmImports.py b/Common/AlgorithmImports.py
@@ -75,12 +75,14 @@
 from QuantConnect.Securities.Volatility import *
 from QuantConnect.Securities.Interfaces import *
 from QuantConnect.Data.UniverseSelection import *
+from QuantConnect.Securities.IndexOption import  *
 from QuantConnect.Data.Custom.IconicTypes import *
 from QuantConnect.Securities.CryptoFuture import *
 from QuantConnect.Algorithm.Framework.Risk import *
 from QuantConnect.Algorithm.Framework.Alphas import *
 from QuantConnect.Algorithm.Framework.Execution import *
 from QuantConnect.Algorithm.Framework.Portfolio import *
+from QuantConnect.Indicators.CandlestickPatterns import *
 from QuantConnect.Algorithm.Framework.Portfolio.SignalExports import *
 from QuantConnect.Algorithm.Framework.Selection import *
 

diff --git a/Common/Brokerages/BybitBrokerageModel.cs b/Common/Brokerages/BybitBrokerageModel.cs
@@ -15,6 +15,7 @@
 
 using System;
 using System.Collections.Generic;
+using System.Linq;
 using QuantConnect.Benchmarks;
 using QuantConnect.Orders;
 using QuantConnect.Orders.Fees;

diff --git a/Common/Extensions.cs b/Common/Extensions.cs
@@ -4376,9 +4376,14 @@ public static decimal SafeDivision(this decimal numerator, decimal denominator,
             }
         }
 
+        /// <summary>
+        /// Retrieve a common custom data types from the given symbols if any
+        /// </summary>
+        /// <param name="symbols">The target symbols to search</param>
+        /// <returns>The custom data type or null</returns>
         public static Type GetCustomDataTypeFromSymbols(Symbol[] symbols)
         {
-            if (symbols.Any())
+            if (symbols.Length != 0)
             {
                 if (!SecurityIdentifier.TryGetCustomDataTypeInstance(symbols[0].ID.Symbol, out var dataType)
                     || symbols.Any(x => !SecurityIdentifier.TryGetCustomDataTypeInstance(x.ID.Symbol, out var customDataType) || customDataType != dataType))

diff --git a/Common/QuantConnect.csproj b/Common/QuantConnect.csproj
@@ -2,7 +2,7 @@
   <PropertyGroup>
     <Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration>
     <Platform Condition=" '$(Platform)' == '' ">AnyCPU</Platform>
-    <TargetFramework>net6.0</TargetFramework>
+    <TargetFramework>net9.0</TargetFramework>
     <AssemblyName>QuantConnect.Common</AssemblyName>
     <SolutionDir Condition="$(SolutionDir) == '' Or $(SolutionDir) == '*Undefined*'">..\</SolutionDir>
     <RestorePackages>true</RestorePackages>

diff --git a/Common/Util/LinqExtensions.cs b/Common/Util/LinqExtensions.cs
@@ -26,18 +26,6 @@ namespace QuantConnect.Util
     /// </summary>
     public static class LinqExtensions
     {
-        /// <summary>
-        /// Creates a dictionary enumerable of key value pairs
-        /// </summary>
-        /// <typeparam name="K">The key type</typeparam>
-        /// <typeparam name="V">The value type</typeparam>
-        /// <param name="enumerable">The IEnumerable of KeyValuePair instances to convert to a dictionary</param>
-        /// <returns>A dictionary holding the same data as the enumerable</returns>
-        public static Dictionary<K, V> ToDictionary<K, V>(this IEnumerable<KeyValuePair<K, V>> enumerable)
-        {
-            return enumerable.ToDictionary(kvp => kvp.Key, kvp => kvp.Value);
-        }
-
         /// <summary>
         /// Creates a new read-only dictionary from the key value pairs
         /// </summary>

diff --git a/Compression/QuantConnect.Compression.csproj b/Compression/QuantConnect.Compression.csproj
@@ -4,13 +4,12 @@
     <Platform Condition=" '$(Platform)' == '' ">AnyCPU</Platform>
     <RootNamespace>QuantConnect.Compression</RootNamespace>
     <AssemblyName>QuantConnect.Compression</AssemblyName>
-    <TargetFramework>net6.0</TargetFramework>
+    <TargetFramework>net9.0</TargetFramework>
     <AnalysisMode>AllEnabledByDefault</AnalysisMode>
     <GenerateAssemblyInfo>false</GenerateAssemblyInfo>
     <OutputPath>bin\$(Configuration)\</OutputPath>
     <DocumentationFile>bin\$(Configuration)\QuantConnect.Compression.xml</DocumentationFile>
     <AppendTargetFrameworkToOutputPath>false</AppendTargetFrameworkToOutputPath>
-    <AutoGenerateBindingRedirects>false</AutoGenerateBindingRedirects>
     <Description>QuantConnect LEAN Engine: Compression Project - A library with compression tools</Description>
     <NoWarn>CA1062</NoWarn>
     <PackageLicenseFile>LICENSE</PackageLicenseFile>

diff --git a/Configuration/QuantConnect.Configuration.csproj b/Configuration/QuantConnect.Configuration.csproj
@@ -4,15 +4,14 @@
     <Platform Condition=" '$(Platform)' == '' ">AnyCPU</Platform>
     <RootNamespace>QuantConnect.Configuration</RootNamespace>
     <AssemblyName>QuantConnect.Configuration</AssemblyName>
-    <TargetFramework>net6.0</TargetFramework>
+    <TargetFramework>net9.0</TargetFramework>
     <SolutionDir Condition="$(SolutionDir) == '' Or $(SolutionDir) == '*Undefined*'">..\</SolutionDir>
     <RestorePackages>true</RestorePackages>
     <AnalysisMode>AllEnabledByDefault</AnalysisMode>
     <GenerateAssemblyInfo>false</GenerateAssemblyInfo>
     <OutputPath>bin\$(Configuration)\</OutputPath>
     <DocumentationFile>bin\$(Configuration)\QuantConnect.Configuration.xml</DocumentationFile>
     <AppendTargetFrameworkToOutputPath>false</AppendTargetFrameworkToOutputPath>
-    <AutoGenerateBindingRedirects>false</AutoGenerateBindingRedirects>
     <Description>QuantConnect LEAN Engine: Configuration Project - The Config and argument parser implementation</Description>
     <NoWarn>CA1062</NoWarn>
     <PackageLicenseFile>LICENSE</PackageLicenseFile>
-Original file line number
+Diff line change
@@ Expand Up / @@ -7,7 +7,7 @@ on: @@
     jobs:
       build:
-        runs-on: ubuntu-20.04
+        runs-on: ubuntu-24.04
         steps:
           - uses: actions/checkout@v2
             with:
@@ Expand Down @@