img 04.05.2017

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 […]

img 05.04.2017

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.

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    Pioneering Tomorrow’s Trading

    QuantConnect provides a free algorithm backtesting tool and financial data so engineers can design algorithmic trading strategies.

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  • img 29.03.2017

    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 […]

    img 28.03.2017

    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 […]

    img 24.03.2017

    Jared Broad

    Founder & CEO

    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 […]

    img 22.03.2017

    Jared Broad

    Founder & CEO

    Introducing The Co-Pilot: Your Coding Companion

    We’re happy to announce the release of the Co-Pilot (C# only); 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 […]

    img 21.03.2017

    Jared Broad

    Founder & CEO

    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. […]

    img 16.03.2017

    Jared Broad

    Founder & CEO

    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 […]

    img 28.02.2017

    Jared Broad

    Founder & CEO

    Generic Data Sourcing and Caching – Release Notes v2.3.0.2

    This release adds a generic data sourcing feature along with abstraction of the data caching. This allows different configurations to be setup independent of physical files. In addition there were dozens ofbugs fixes in LEAN to improve its stability and consistency across backtesting and live trading. There were no breaking changes in regression tests or […]

    img 11.02.2017

    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*. […]