quantconnect/lean repository overview

       

Lean Home - https://www.quantconnect.com/lean⁠ | Documentation⁠ | Download Zip⁠

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⁠Introduction

Lean Engine is an open-source algorithmic trading engine built for easy strategy research, backtesting, and live trading. We integrate with common data providers and brokerages so you can quickly deploy algorithmic trading strategies.

The core of the LEAN Engine is written in C#; but it operates seamlessly on Linux, Mac, and Windows operating systems. It supports algorithms written in Python 3.6, C#, or F#. Lean drives the web-based algorithmic trading platform QuantConnect⁠.

⁠Our Development Style

QuantConnect core team uses a continuous integration process that quickly tests and deploys bug fixes to production. We tag these builds with a build number which is matched with a tag in the LEAN Source Code and the QuantConnect Cloud Platform. QuantConnect professional members can deploy earlier versions of these deployments on the cloud. It is generally best to use the latest tag as it has passed through peer review and our suite of automated regression.

⁠System Overview

The Engine is broken into many modular pieces that can be extended without touching other files. The modules are configured in config.json as fixed "environments". Through these environments you can control LEAN to operate in the mode required.

⁠Issues and Feature Requests

Please submit bugs and feature requests as an issue to the Lean Repository⁠. Before submitting an issue please read others to ensure it is not a duplicate.

⁠Mailing List

The mailing list for the project can be found on LEAN Forum⁠. Please use this to request assistance with your installations and setup questions.

⁠Contributors and Pull Requests

Contributions are warmly very welcomed but we ask you to read the existing code to see how it is formatted, commented, and ensure contributions match the existing style. All code submissions must include accompanying tests. Please see the contributor guide lines⁠.

All accepted pull requests will get a 2mo free Prime subscription on QuantConnect. Once your pull-request has been merged write to us at [email protected]⁠ with a link to your PR to claim your free live trading. QC <3 Open Source.