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.


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 […]


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 […]


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 […]

 


Release Notes – LEAN v2.3.0.1

This release fixed minor bugs in LEAN to improve its stability and consistency across backtesting and live trading. There were no breaking changes in regression tests or the API of LEAN. Features Update AlgoSeek data converter to accept input file mask to only convert specific source files. Added IsAssignable to detect assignment orders in backtesting*. […]

 


$1 Per Trade, It’s a Quant Revolution


We’re proud to announce live trading with Tradier Brokerage is now public! In a special offer to QuantConnect users, Tradier Brokerage is offering a limited release of 100 accounts with a flat fee of $1 per trade* with the promo code Quant1. Fees this low on a retail-accessible platform are unparalleled. Robust Modern API In […]


Live Trading with Interactive Brokers

We’re proud to announce the release of automated trading with QuantConnect and Interactive Brokers. Our technology breaks down all the barriers to deploying your own automated live trading strategy and allows you to focus on creating alpha.

 


Open Source Future of Algorithmic Trading

The future of finance will be powered by open source algorithmic trading. LEAN algorithmic trading engine enables you to design and backtest a strategy in seconds, with virtually no setup required. LEAN is community supported and 100% open source.