R-Support, Visual Studio Integration, Python Updates – LEAN Release Notes v2.4.0.1

This release adds R-support to LEAN; allowing you to run R-code from your LEAN C# algorithms. This makes the R statistics libraries available for use in QuantConnect. Additionally a community member contributed a plugin for Visual Studio which uses the QuantConnect API to perform file editing tasks and deploy backtests. Additionally this release extends Python […]


Python Library Support – LEAN Release Notes v2.4.0.0

This release adds full python support to enable using common python libraries in your algorithm.It is implemented using the PythonNet library which allows importing C# classes into python and vice versa. The new python algorithms are fully supported in local and cloud trading. There are some minor API adjustments to use the new library but […]


Tracking and Managing Orders

Tracking and managing orders is an important piece of an automated trading strategy. In this video tutorial we demonstrate the QuantConnect API and how to use order management methods in your algorithm.

Scheduled Events

Scheduled events allow you to trigger code blocks for execution at specific times according to rules you set. This feature helps coordinate your algorithm activities and perform analysis at regular intervals; while letting the trading engine take care of market holidays. The scheduling is set with two rules: the DateRules and TimeRules classes. The schedule […]

Desktop Charting with LEAN

With a few configuration changes you can get desktop charting in LEAN with a HTML5 interface very similar to the one you see in QuantConnect.com. This gives you better visual feedback on your strategy and allows you to improve faster. This tutorial guides you through configuring a desktop charting environment with LEAN. Local charting (and […]

Collaborating in QuantConnect

Collaborating is a powerful feature of QuantConnect which allows up to 10 team members to work on a project at the same time. This can be useful when a team of specialists collaborates to build a great strategy. The project creator holds the master copy of the project and can add team members and control […]

Consolidating Data to Build Bars

Consolidators are used to combine data together from finer resolutions into larger ones. This can be useful for indicators with specific data requirements or to perform long term analysis in conjunction with short term signals. Consolidators should be constructed and setup in your Initialize() method; this ensures they are only initialized once. There are three […]

Introducing The Co-Pilot: Your Coding Companion

We’re happy to announce the release of the Co-Pilot; a rich automated documentation generator built to give you relevant hints while you’re building your strategy. With deep API’s it is impossible to memorize all the methods available; and time consuming to constantly search the documentation. As a coding companion, the co-pilot can inspect the types […]

How do I use the API File Provider?

Ensuring a high data quality is one of the hardest parts of setting reliable backtesting. There are many challenges to ensuring your data is in the right format, free of errors or omissions and historically accurate. We’ve tried to address this for you by opening the LEAN Data Library and letting you download our data. […]


Free Streaming Live Data with IEX – LEAN Release Notes v2.3.0.3

This release adds the IEXDataQueueHandler allowing LEAN users to stream free US equity trades to their strategy; along with numerous bug fixes to the OANDA and FXCM brokerage implementations. Additional regression algorithms were added to automate testing of daily data algorithms. The Interactive Brokers connection logic was also made more intelligent to fail quickly when […]