Dotnet 9

.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:

.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:

.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:

.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:

.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:

.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:

.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:

Algorithm.CSharp/QuantConnect.Algorithm.CSharp.csproj

@@ -4,7 +4,7 @@
     <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>

Algorithm.Framework/QuantConnect.Algorithm.Framework.csproj

@@ -4,7 +4,7 @@
     <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>

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}")
 

Algorithm.Python/QuantConnect.Algorithm.Python.csproj

@@ -4,7 +4,7 @@
     <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>

Algorithm/QuantConnect.Algorithm.csproj

@@ -4,7 +4,7 @@
     <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>

AlgorithmFactory/QuantConnect.AlgorithmFactory.csproj

@@ -4,7 +4,7 @@
     <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>

Api/QuantConnect.Api.csproj

@@ -4,7 +4,7 @@
     <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>

Brokerages/QuantConnect.Brokerages.csproj

@@ -4,7 +4,7 @@
     <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>

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;

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))

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>

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>

Compression/QuantConnect.Compression.csproj

@@ -4,7 +4,7 @@
     <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>

Configuration/QuantConnect.Configuration.csproj

@@ -4,7 +4,7 @@
     <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>

DockerfileJupyter

@@ -37,9 +37,6 @@ ENV PYTHONPATH=${WORK}:${PYTHONPATH}
 RUN mkdir -p /root/.ipython/profile_default/startup/ && \
     ln -s /Lean/Launcher/bin/Debug/start.py /root/.ipython/profile_default/startup/start.py
 
-# conda libc is old and causes issues in research we want to use the hosts version which is updated
-RUN mkdir -p /opt/miniconda3/lib/ && ln -vsf /lib/x86_64-linux-gnu/libstdc++.so.6 /opt/miniconda3/lib/libstdc++.so.6
-
 RUN find ${WORK} -type f -not -name '*.py*' -not -name '*.xml' -not -name '*.exe.config' -not -name '*.exe' -not -name '*.so' -not -name '*.dll' -not -name '*.ipynb' -not -name '*.csx' -not -name 'QuantConnect.Lean.Launcher.runtimeconfig.json' -not -name 'decimal.py' -delete
 
 # Create initialize script

DownloaderDataProvider/QuantConnect.DownloaderDataProvider.Launcher.csproj

@@ -6,7 +6,7 @@
     <OutputType>Exe</OutputType>
     <RootNamespace>QuantConnect.DownloaderDataProvider.Launcher</RootNamespace>
     <AssemblyName>QuantConnect.DownloaderDataProvider.Launcher</AssemblyName>
-    <TargetFramework>net6.0</TargetFramework>
+    <TargetFramework>net9.0</TargetFramework>
     <AnalysisMode>AllEnabledByDefault</AnalysisMode>
     <GenerateAssemblyInfo>false</GenerateAssemblyInfo>
     <OutputPath>bin\$(Configuration)\</OutputPath>

Engine/DataFeeds/DataQueueHandlerManager.cs

@@ -32,7 +32,6 @@ namespace QuantConnect.Lean.Engine.DataFeeds
     /// </summary>
     public class DataQueueHandlerManager : IDataQueueHandler, IDataQueueUniverseProvider
     {
-        private ITimeProvider _frontierTimeProvider;
         private readonly IAlgorithmSettings _algorithmSettings;
         private readonly Dictionary<SubscriptionDataConfig, Queue<IDataQueueHandler>> _dataConfigAndDataHandler = new();
 
@@ -44,6 +43,12 @@ public DataQueueHandlerManager(IAlgorithmSettings settings)
             _algorithmSettings = settings;
         }
 
+        /// <summary>
+        /// Frontier time provider to use
+        /// </summary>
+        /// <remarks>Protected for testing purposes</remarks>
+        protected ITimeProvider FrontierTimeProvider { get; set; }
+
         /// <summary>
         /// Collection of data queue handles being used
         /// </summary>
@@ -73,7 +78,7 @@ public IEnumerator<BaseData> Subscribe(SubscriptionDataConfig dataConfig, EventH
             {
                 // Emit ticks & custom data as soon as we get them, they don't need any kind of batching behavior applied to them
                 // only use the frontier time provider if we need to
-                var immediateEmission = dataConfig.Resolution == Resolution.Tick || dataConfig.IsCustomData || _frontierTimeProvider == null;
+                var immediateEmission = dataConfig.Resolution == Resolution.Tick || dataConfig.IsCustomData || FrontierTimeProvider == null;
                 var exchangeTimeZone = dataConfig.ExchangeTimeZone;
 
                 IEnumerator<BaseData> enumerator;
@@ -84,7 +89,7 @@ public IEnumerator<BaseData> Subscribe(SubscriptionDataConfig dataConfig, EventH
                             // let's only wake up the main thread if the data point is allowed to be emitted, else we could fill forward previous bar and not let this one through
                             var dataAvailable = eventArgs as NewDataAvailableEventArgs;
                             if (dataAvailable == null || dataAvailable.DataPoint == null
-                                || dataAvailable.DataPoint.EndTime.ConvertToUtc(exchangeTimeZone) <= _frontierTimeProvider.GetUtcNow())
+                                || dataAvailable.DataPoint.EndTime.ConvertToUtc(exchangeTimeZone) <= FrontierTimeProvider.GetUtcNow())
                             {
                                 newDataAvailableHandler?.Invoke(sender, eventArgs);
                             }
@@ -113,7 +118,7 @@ public IEnumerator<BaseData> Subscribe(SubscriptionDataConfig dataConfig, EventH
                         return enumerator;
                     }
 
-                    var utcStartTime = _frontierTimeProvider.GetUtcNow();
+                    var utcStartTime = FrontierTimeProvider.GetUtcNow();
 
                     var exchangeHours = MarketHoursDatabase.FromDataFolder().GetExchangeHours(dataConfig.Symbol.ID.Market, dataConfig.Symbol, dataConfig.Symbol.SecurityType);
                     if (LeanData.UseStrictEndTime(_algorithmSettings.DailyPreciseEndTime, dataConfig.Symbol, dataConfig.Increment, exchangeHours))
@@ -122,7 +127,7 @@ public IEnumerator<BaseData> Subscribe(SubscriptionDataConfig dataConfig, EventH
                         enumerator = new StrictDailyEndTimesEnumerator(enumerator, exchangeHours, utcStartTime.ConvertFromUtc(exchangeTimeZone));
                     }
 
-                    return new FrontierAwareEnumerator(enumerator, _frontierTimeProvider,
+                    return new FrontierAwareEnumerator(enumerator, FrontierTimeProvider,
                         new TimeZoneOffsetProvider(exchangeTimeZone, utcStartTime, Time.EndOfTime)
                     );
                 }
@@ -178,7 +183,7 @@ public void SetJob(LiveNodePacket job)
                 DataHandlers.Add(dataHandler);
             }
 
-            _frontierTimeProvider = InitializeFrontierTimeProvider();
+            FrontierTimeProvider = InitializeFrontierTimeProvider();
         }
 
         /// <summary>

Engine/DataFeeds/Enumerators/LiveSubscriptionEnumerator.cs

@@ -80,7 +80,14 @@ public bool MoveNext()
             }
 
             var result = _underlyingEnumerator.MoveNext();
-            _current = _underlyingEnumerator.Current;
+            if (result)
+            {
+                _current = _underlyingEnumerator.Current;
+            }
+            else
+            {
+                _current = null;
+            }
 
             if (_current != null && _current.Symbol != _requestedSymbol)
             {