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QuantConnect's LEAN engine manages your portfolio and data feeds letting you focus on your algorithm strategy and execution. Data is piped into your strategy for you to analyze and place trades. We provide portfolio management features and fill modelling underneath the hood automatically.

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Backtest On Free Intraday Data

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public class BasicTemplateAlgorithm : QCAlgorithm
{
	public override void Initialize() {
		// Setup algorithm requirements: cash, dates and securities.
                // Initialize is called once at the start of the algorithm.
	}

	public override void OnData(Slice data) {
               // Data requested is then piped into event handlers like this one.
	}
}

class BasicTemplateAlgorithm(QCAlgorithm):

    def Initialize(self):
        '''Initialise the data and resolution required, as well as the 
        cash and start-end dates for your algorithm. All algorithms must initialized.'''
        pass

    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data 
        point will be pumped in here. data is a Slice object keyed by symbol containing 
        the stock data'''
        pass