13.07.22
Jared Broad
Founder & CEO
Docs V2 Released
We’re proud to share our new documentation has been moved to a public beta. This represents a significant leap in the quantity and quality of the documentation for how to build your strategy. The documentation took roughly 1.5 man-years of work to write! It was the full time effort of Derek Melchin and part-time for […]
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07.06.21 Jared Broad
Founder & CEO
LEAN CLI for Streamlining Cloud and Local Workflows
At QuantConnect, we are always looking for ways to improve quants’ experience across all aspects of our platform through timely updates, new features, and responsive quant-support. To the shared end of making quants lives easier with the best tools, we’ve released LEAN CLI for those quants using, or looking to use, LEAN, the standard-bearer for […]
08.08.17
Stefano Raggi
Senior Engineer
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 […]
04.05.17 Jared Broad
Founder & CEO
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 […]
05.04.17 Jared Broad
Founder & CEO
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.
29.03.17 Jared Broad
Founder & CEO
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 […]
28.03.17 Jared Broad
Founder & CEO
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 […]
11.02.17 Jared Broad
Founder & CEO
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*. […]
15.02.15 Jared Broad
Founder & CEO
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.