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:

Accord		Newtonsoft Json.NET
AForge		Math.Net Numerics
AlgoLib		Math.Net Filtering		RestSharp
numpy		cvxopt		pykalman	keras		theano		xgboost
pandas		blaze		cvxpy		copulalib	stats		ta-lib
scipy		sklearn		statsmodels	statistics	tensorflow

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


# Name                    Version                   Build  Channel
_libgcc_mutex             0.1                        main
_tflow_select             2.3.0                       mkl
absl-py                   0.8.0                    py36_0
arch                      4.8.1                    pypi_0    pypi
asn1crypto                1.0.1                    py36_0
astor                     0.8.0                    py36_0
atomicwrites              1.3.0                    pypi_0    pypi
attrs                     19.2.0                     py_0
beautifulsoup4            4.8.0                    py36_0
binutils_impl_linux-64    2.31.1               h6176602_1
binutils_linux-64         2.31.1              h6176602_11    conda-forge
blas                      1.0                         mkl
blaze                     0.11.3                   py36_0
blosc                     1.16.3               hd408876_0
bokeh                     1.3.4                    py36_0
boto                      2.49.0                   py36_0
boto3                     1.9.234                    py_0
botocore                  1.12.234                   py_0
bottleneck                1.2.1            py36h035aef0_1
bz2file                   0.98                     py36_1
bzip2                     1.0.8                h7b6447c_0
c-ares                    1.15.0            h7b6447c_1001
ca-certificates           2019.9.11            hecc5488_0    conda-forge
cached-property           1.5.1                    pypi_0    pypi
certifi                   2019.9.11                py36_0
cffi                      1.12.3           py36h2e261b9_0
chardet                   3.0.4                 py36_1003
click                     7.0                      py36_0
cloudpickle               1.2.2                      py_0
conda                     4.7.12                   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              2.7              py36h1ba5d50_0
cudatoolkit               10.0.130                      0
cvxopt                    1.2.0            py36hfa32c7d_0
cvxpy                     1.0.24                   pypi_0    pypi
cycler                    0.10.0                   pypi_0    pypi
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                      2.5.2                      py_0
dask-core                 2.5.2                      py_0
dataclasses               0.6                      py36_0    fastai
datashape                 0.5.4                    py36_1
dbus                      1.13.6               h746ee38_0
deap                      1.3.0                    pypi_0    pypi
decorator                 4.4.0                    py36_1
dill                      0.3.1.1                  pypi_0    pypi
distributed               2.5.2                      py_0
docutils                  0.15.2                   py36_0
ecos                      2.0.7.post1              pypi_0    pypi
ephem                     3.7.7.0          py36h516909a_0    conda-forge
expat                     2.2.6                he6710b0_0
exrex                     0.10.5                   pypi_0    pypi
fastai                    1.0.54                        1    fastai
fastprogress              0.1.21                     py_0    fastai
fasttext                  0.9.1                    pypi_0    pypi
fbprophet                 0.5              py36he1b5a44_0    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                    0.18.0                   py36_0    conda-forge
gast                      0.3.2                      py_0
gcc_impl_linux-64         7.3.0                habb00fd_1    conda-forge
gcc_linux-64              7.3.0               h553295d_11    conda-forge
gensim                    3.8.0            py36h962f231_0
gettext                   0.19.8.1          hc5be6a0_1002    conda-forge
glib                      2.56.2            had28632_1001    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          1.14.0               hbbd80ab_1
gstreamer                 1.14.0               hb453b48_1
gxx_impl_linux-64         7.3.0                hdf63c60_1    conda-forge
gxx_linux-64              7.3.0               h553295d_11    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                  0.2.2                    pypi_0    pypi
holidays                  0.9.11                     py_0    conda-forge
icu                       58.2                 h9c2bf20_1
idna                      2.8                      py36_0
importlib-metadata        0.23                     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                    0.13.2                   py36_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
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                   4.0.10               h2733197_2
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                  0.29.0           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                3.1.1            py36h5429711_0
metis                     5.1.0                hf484d3e_4
mkl                       2019.4                      243
mkl-service               2.3.0            py36he904b0f_0
mkl_fft                   1.0.14           py36ha843d7b_0
mkl_random                1.1.0            py36hd6b4f25_0
mock                      3.0.5                    py36_0
more-itertools            7.2.0                    pypi_0    pypi
mpi4py                    3.0.2                    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                     0.45.1           py36h962f231_0
numexpr                   2.7.0            py36h9e4a6bb_0
numpy                     1.17.2           py36haad9e8e_0
numpy-base                1.17.2           py36hde5b4d6_0
nvidia-ml-py3             7.352.0                    py_0    fastai
odo                       0+unknown                pypi_0    pypi
olefile                   0.46                     py36_0
opencv-python             4.1.1.26                 pypi_0    pypi
openssl                   1.1.1d               h7b6447c_2
opt-einsum                3.1.0                    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                      8.43                 he6710b0_0
pillow                    6.2.0            py36h34e0f95_0
pip                       19.2.3                   py36_0
plac                      0.9.6                    py36_0
pluggy                    0.13.0                   pypi_0    pypi
pomegranate               0.10.0           py36hdd07704_0
preshed                   2.0.1            py36he6710b0_0
protobuf                  3.9.2            py36he6710b0_0
psutil                    5.6.3            py36h7b6447c_0
pthread-stubs             0.4               h14c3975_1001    conda-forge
pulp                      1.6.8                 py36_1000    conda-forge
py                        1.8.0                    pypi_0    pypi
pybind11                  2.4.2                    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           py36h3010b51_1000    conda-forge
pykalman                  0.9.5                    pypi_0    pypi
pymc3                     3.7                        py_0    conda-forge
pyopenssl                 19.0.0                   py36_0
pyparsing                 2.4.2                      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                    2.19.0.0         py36h962f231_0
pytables                  3.5.2            py36h71ec239_1
pytest                    4.6.5                    pypi_0    pypi
python                    3.6.8                h0371630_0
python-dateutil           2.8.0                    py36_0
python-graphviz           0.13                     pypi_0    pypi
pytorch                   1.1.0           py3.6_cuda10.0.130_cudnn7.5.1_0    pytorch
pytz                      2019.3                     py_0
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
ruamel_yaml               0.15.46          py36h14c3975_0
s3transfer                0.2.1                    py36_0
scikit-learn              0.21.3           py36hd81dba3_0
scikit-multiflow          0.4.1            py36h9de70de_0    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                41.4.0                   py36_0
setuptools-git            1.2              py36h28b3542_1
sip                       4.19.8           py36hf484d3e_0
six                       1.12.0                   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                1.3.9            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               0.10.1           py36hc1659b7_0    conda-forge
suitesparse               5.2.0                h9e4a6bb_0
ta-lib                    0.4.17                   pypi_0    pypi
tbb                       2019.8               hfd86e86_0
tblib                     1.4.0                      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           py36hf484d3e_1000    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
typing                    3.6.4                    py36_0
urllib3                   1.24.2                   py36_0
wasabi                    0.2.2                      py_0    fastai
wcwidth                   0.1.7                    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                   pypi_0    pypi
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                      0.6.0                    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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