Key Concepts

Supported Libraries

Introduction

QuantConnect supports using dozens of open source packages in your algorithms. These packages are reviewed by our security team and when approved can be used in backtesting and live trading. To use these packages in your algorithm you will need to add the relevant using import statement at the top of your code file.

Library List

QuantConnect supports many of the most popular python and C# open source libraries. The most popular libraries include:

The following list below comes directly from the underlying docker image and is the exhaustive set of libraries supported by QuantConnect.

Accord		Newtonsoft Json.NET
AForge		Math.Net Numerics
AlgoLib		Math.Net Filtering		RestSharp
# Name                    Version                   Build  Channel
_libgcc_mutex             0.1                        main  
_tflow_select             2.3.0                       mkl  
absl-py                   0.8.1                    py36_0  
arch                      4.8.1                    pypi_0    pypi
asn1crypto                1.2.0                    py36_0  
astor                     0.8.0                    py36_0  
atari-py                  0.2.6                    pypi_0    pypi
atomicwrites              1.3.0                    pypi_0    pypi
attrs                     19.3.0                     py_0  
beautifulsoup4            4.8.0                    py36_0  
binutils_impl_linux-64    2.33.1               h53a641e_8    conda-forge
binutils_linux-64         2.33.1              h9595d00_17    conda-forge
blas                      1.0                         mkl  
blaze                     0.11.3                   py36_0  
blinker                   1.4                        py_1    conda-forge
blosc                     1.16.3               hd408876_0  
bokeh                     1.4.0                    py36_0  
boto                      2.49.0                   py36_0  
boto3                     1.9.234                    py_0  
botocore                  1.12.234                   py_0  
bottleneck                1.3.2            py36heb32a55_0  
bz2file                   0.98                     py36_1  
bzip2                     1.0.8                h7b6447c_0  
c-ares                    1.15.0            h7b6447c_1001  
ca-certificates           2020.1.1                      0  
cached-property           1.5.1                    pypi_0    pypi
certifi                   2019.11.28               py36_0  
cffi                      1.13.1           py36h2e261b9_0  
chardet                   3.0.4                 py36_1003  
click                     7.0                      py36_0  
cloudpickle               1.2.2                      py_0  
conda                     4.8.2                    py36_0    conda-forge
conda-env                 2.6.0                         1  
conda-package-handling    1.6.0            py36h7b6447c_0  
contextlib2               0.6.0.post1              pypi_0    pypi
convertdate               2.1.3                   py_1000    conda-forge
copulalib                 1.1.0                    pypi_0    pypi
copulas                   0.2.1                    pypi_0    pypi
creme                     0.3.0                    pypi_0    pypi
cryptography              2.8              py36h1ba5d50_0  
cudatoolkit               10.0.130                      0  
cvxopt                    1.2.0            py36hfa32c7d_0  
cvxpy                     1.0.24                   pypi_0    pypi
cycler                    0.10.0                     py_2    conda-forge
cymem                     2.0.2            py36he1b5a44_0    fastai
cython                    0.29.11          py36he6710b0_0  
cython-blis               0.2.4            py36h516909a_1    fastai
cytoolz                   0.10.0           py36h7b6447c_0  
dask                      2.7.0                      py_0  
dask-core                 2.7.0                      py_0  
dataclasses               0.6                      py36_0    fastai
datashape                 0.5.4                    py36_1  
dbus                      1.13.6               he372182_0    conda-forge
deap                      1.3.0                    pypi_0    pypi
decorator                 4.4.1                      py_0  
dill                      0.3.1.1                  pypi_0    pypi
distributed               2.7.0                      py_0  
docutils                  0.15.2                   py36_0  
dtw-python                1.0.4                    pypi_0    pypi
ecos                      2.0.7.post1              pypi_0    pypi
ephem                     3.7.7.1          py36h516909a_0    conda-forge
expat                     2.2.9                he1b5a44_2    conda-forge
exrex                     0.10.5                   pypi_0    pypi
fastai                    1.0.54                        1    fastai
fastprogress              0.2.2                      py_0    fastai
fasttext                  0.9.1                    pypi_0    pypi
fbprophet                 0.5              py36he1b5a44_3    conda-forge
flask                     1.1.1                      py_0  
flask-cors                3.0.8                      py_0  
fontconfig                2.13.1            he4413a7_1000    conda-forge
freetype                  2.9.1                h8a8886c_1  
fsspec                    0.5.2                      py_0  
future                    0.18.2                   py36_0    conda-forge
gast                      0.3.2                      py_0  
gcc_impl_linux-64         7.3.0                habb00fd_1  
gcc_linux-64              7.3.0               h553295d_17    conda-forge
gensim                    3.8.0            py36h962f231_0  
gettext                   0.19.8.1          hc5be6a0_1002    conda-forge
glib                      2.58.3          py36h6f030ca_1002    conda-forge
glpk                      4.65                 h3ceedfd_2  
gmp                       6.1.2                h6c8ec71_1  
grpcio                    1.16.1           py36hf8bcb03_1  
gsl                       2.4                  h14c3975_4  
gst-plugins-base          1.14.5               h0935bb2_2    conda-forge
gstreamer                 1.14.5               h36ae1b5_2    conda-forge
gxx_impl_linux-64         7.3.0                hdf63c60_1  
gxx_linux-64              7.3.0               h553295d_17    conda-forge
gym                       0.13.1                   pypi_0    pypi
h5py                      2.9.0            py36h7918eee_0  
hdf5                      1.10.4               hb1b8bf9_0  
heapdict                  1.0.1                      py_0  
hmmlearn                  0.2.3                    pypi_0    pypi
holidays                  0.9.11                     py_0    conda-forge
icu                       58.2                 h9c2bf20_1  
idna                      2.8                      py36_0  
importlib-metadata        1.5.0                    pypi_0    pypi
intel-openmp              2019.4                      243  
itsdangerous              1.1.0                    py36_0  
jinja2                    2.10.3                     py_0  
jmespath                  0.9.4                      py_0  
joblib                    0.14.0                     py_0  
jpeg                      9b                   h024ee3a_2  
jsonschema                3.0.1                    py36_0  
keras                     2.2.4                         0  
keras-applications        1.0.8                      py_0  
keras-base                2.2.4                    py36_0  
keras-preprocessing       1.1.0                      py_1  
kiwisolver                1.1.0            py36hc9558a2_0    conda-forge
ld_impl_linux-64          2.33.1               h53a641e_8    conda-forge
libblas                   3.8.0                    14_mkl    conda-forge
libcblas                  3.8.0                    14_mkl    conda-forge
libedit                   3.1.20181209         hc058e9b_0  
libffi                    3.2.1                hd88cf55_4  
libgcc-ng                 9.1.0                hdf63c60_0  
libgfortran-ng            7.3.0                hdf63c60_0  
libgpuarray               0.7.6             h14c3975_1003    conda-forge
libiconv                  1.15              h516909a_1005    conda-forge
libpng                    1.6.37               hbc83047_0  
libprotobuf               3.9.2                hd408876_0  
libstdcxx-ng              8.2.0                hdf63c60_1  
libtiff                   4.1.0                h2733197_0  
libuuid                   2.32.1            h14c3975_1000    conda-forge
libxcb                    1.13              h14c3975_1002    conda-forge
libxml2                   2.9.9                hea5a465_1  
libxslt                   1.1.33               h7d1a2b0_0  
lightgbm                  2.2.3            py36he6710b0_0  
llvmlite                  0.30.0           py36hd408876_0  
locket                    0.2.0                    py36_1  
lunardate                 0.2.0                      py_0    conda-forge
lxml                      4.3.4            py36hefd8a0e_0  
lz4-c                     1.8.1.2              h14c3975_0  
lzo                       2.10                 h49e0be7_2  
mako                      1.1.0                      py_0    conda-forge
markdown                  3.1.1                    py36_0  
markupsafe                1.1.1            py36h7b6447c_0  
matplotlib                3.1.3                    py36_0  
matplotlib-base           3.1.3            py36hef1b27d_0  
metis                     5.1.0                hf484d3e_4  
mkl                       2019.4                      243  
mkl-service               2.3.0            py36he904b0f_0  
mkl_fft                   1.0.15           py36ha843d7b_0  
mkl_random                1.1.0            py36hd6b4f25_0  
mlfinlab                  0.4.1                    pypi_0    pypi
mock                      3.0.5                    py36_0  
more-itertools            8.2.0                    pypi_0    pypi
mpi4py                    3.0.3                    pypi_0    pypi
msgpack-python            0.5.6            py36h6bb024c_1  
multipledispatch          0.6.0                    py36_0  
multiprocess              0.70.9                   pypi_0    pypi
murmurhash                1.0.2            py36he6710b0_0  
ncurses                   6.1                  he6710b0_1  
networkx                  1.11                     py36_1  
ninja                     1.9.0            py36hfd86e86_0  
nltk                      3.4.3                    py36_0  
noisyopt                  0.2.2                    pypi_0    pypi
numba                     0.46.0           py36h962f231_0  
numexpr                   2.7.0            py36h9e4a6bb_0  
numpy                     1.17.3           py36hd14ec0e_0  
numpy-base                1.17.3           py36hde5b4d6_0  
nvidia-ml-py3             7.352.0                    py_0    fastai
oauthlib                  3.0.1                      py_0    conda-forge
odo                       0+unknown                pypi_0    pypi
olefile                   0.46                     py36_0  
opencv-python             4.2.0.32                 pypi_0    pypi
openssl                   1.1.1d               h7b6447c_4  
opt-einsum                3.2.0                    pypi_0    pypi
osqp                      0.6.1                    pypi_0    pypi
packaging                 19.2                       py_0  
pandas                    0.23.4           py36h04863e7_0  
partd                     1.0.0                      py_0  
patsy                     0.5.1                      py_0    conda-forge
pcre                      8.44                 he1b5a44_0    conda-forge
pillow                    6.2.1            py36h34e0f95_0  
pip                       20.0.2                   pypi_0    pypi
plac                      0.9.6                    py36_0  
pluggy                    0.13.1                   pypi_0    pypi
pomegranate               0.10.0           py36hdd07704_0  
preshed                   2.0.1            py36he6710b0_0  
protobuf                  3.9.2            py36he6710b0_0  
psutil                    5.6.5            py36h7b6447c_0  
pthread-stubs             0.4               h14c3975_1001    conda-forge
pulp                      1.6.8                 py36_1000    conda-forge
py                        1.8.1                    pypi_0    pypi
pybind11                  2.4.3                    pypi_0    pypi
pycosat                   0.6.3            py36h14c3975_0  
pycparser                 2.19                     py36_0  
pyglet                    1.3.2                    pypi_0    pypi
pygpu                     0.7.6           py36hc1659b7_1000    conda-forge
pyjwt                     1.7.1                      py_0    conda-forge
pykalman                  0.9.5                    pypi_0    pypi
pymc3                     3.7                        py_0    conda-forge
pyopenssl                 19.0.0                   py36_0  
pyparsing                 2.4.4                      py_0  
pyportfolioopt            0.4.3                    pypi_0    pypi
pyqt                      5.9.2            py36hcca6a23_4    conda-forge
pyramid-arima             0.9.0                    pypi_0    pypi
pyro-ppl                  0.3.3                    pypi_0    pypi
pyrsistent                0.15.4           py36h7b6447c_0  
pysocks                   1.7.1                    py36_0  
pystan                    2.17.1.0        py36hf2d7682_1004    conda-forge
pytables                  3.6.1            py36h71ec239_0  
pytest                    4.6.9                    pypi_0    pypi
python                    3.6.8                h0371630_0  
python-dateutil           2.8.1                      py_0  
python-graphviz           0.13.2                   pypi_0    pypi
pytorch                   1.1.0           py3.6_cuda10.0.130_cudnn7.5.1_0    pytorch
pytz                      2019.3                     py_0  
pywavelets                1.1.1            py36hc1659b7_0    conda-forge
pyyaml                    5.1.2            py36h7b6447c_0  
qt                        5.9.7                h5867ecd_1  
quantlib-python           1.15                     pypi_0    pypi
rauth                     0.7.3                      py_0    conda-forge
readline                  7.0                  h7b6447c_5  
requests                  2.22.0                   py36_0  
requests-oauthlib         1.2.0                      py_0    conda-forge
ruamel_yaml               0.15.46          py36h14c3975_0  
scikit-learn              0.21.3           py36hcdab131_0    conda-forge
scikit-multiflow          0.4.1            py36h9de70de_1    conda-forge
scikit-optimize           0.5.2                      py_0    conda-forge
scipy                     1.3.1            py36h7c811a0_0  
scs                       2.1.1-2                  pypi_0    pypi
setuptools                41.6.0                   py36_0  
setuptools-git            1.2              py36h28b3542_1  
sip                       4.19.8          py36hf484d3e_1000    conda-forge
six                       1.13.0                   py36_0  
sklearn                   0.0                      pypi_0    pypi
sklearn-contrib-py-earth  0.1.0                    pypi_0    pypi
smart_open                1.8.4                      py_0  
snappy                    1.1.7                hbae5bb6_3  
sortedcontainers          2.1.0                    py36_0  
soupsieve                 1.9.3                    py36_0  
spacy                     2.1.8            py36hc9558a2_0    fastai
sqlalchemy                1.3.10           py36h7b6447c_0  
sqlite                    3.30.0               h7b6447c_0  
srsly                     0.1.0            py36he1b5a44_0    fastai
stable-baselines          2.6.0                    pypi_0    pypi
statistics                1.0.3.5                  pypi_0    pypi
statsmodels               0.10.2           py36hc1659b7_0    conda-forge
suitesparse               5.2.0                h9e4a6bb_0  
ta-lib                    0.4.17                   pypi_0    pypi
tbb                       2019.8               hfd86e86_0  
tblib                     1.5.0                      py_0  
tensorboard               1.13.1           py36hf484d3e_0  
tensorflow                1.13.1          mkl_py36h27d456a_0  
tensorflow-base           1.13.1          mkl_py36h7ce6ba3_0  
tensorflow-estimator      1.13.0                     py_0  
tensorforce               0.4.3                    pypi_0    pypi
termcolor                 1.1.0                    py36_1  
theano                    1.0.4           py36he1b5a44_1001    conda-forge
thinc                     7.0.8            py36hc9558a2_0    fastai
tk                        8.6.8                hbc83047_0  
toolz                     0.10.0                     py_0  
torchvision               0.3.0           py36_cu10.0.130_1    pytorch
tornado                   6.0.3            py36h7b6447c_0  
tqdm                      4.36.1                     py_0  
tsfresh                   0.12.0                     py_0    conda-forge
tslearn                   0.3.0            py36hc1659b7_0    conda-forge
tweepy                    3.8.0                      py_0    conda-forge
typing                    3.6.4                    py36_0  
umap-learn                0.3.10                   py36_1    conda-forge
urllib3                   1.24.2                   py36_0  
wasabi                    0.2.2                      py_0    fastai
wcwidth                   0.1.8                    pypi_0    pypi
werkzeug                  0.16.0                     py_0  
wheel                     0.33.6                   py36_0  
wrapt                     1.11.2           py36h7b6447c_0  
xarray                    0.13.0                     py_0  
xgboost                   0.90                     pypi_0    pypi
xorg-libxau               1.0.9                h14c3975_0    conda-forge
xorg-libxdmcp             1.1.3                h516909a_0    conda-forge
xz                        5.2.4                h14c3975_4  
yaml                      0.1.7                had09818_2  
zict                      1.0.0                      py_0  
zipp                      3.1.0                    pypi_0    pypi
zlib                      1.2.11               h7b6447c_3  
zstd                      1.3.7                h0b5b093_0  

Requesting a New Library

To request a new package please contact us at support@quantconnect.com. We will add the library to the queue for review and deployment. This process takes 2-4 weeks to be completed.

You can also see our Tutorials and Videos. You can also get in touch with us via Chat.

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