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 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
AlgLib		Math.Net Filtering		RestSharp
# Name                    Version                   Build  Channel
_libgcc_mutex             0.1                        main  
_tflow_select             2.3.0                       mkl  
absl-py                   0.9.0                    py36_0  
appdirs                   1.4.3                    pypi_0    pypi
arch                      4.14                     pypi_0    pypi
arviz                     0.7.0                      py_0    conda-forge
asn1crypto                1.3.0                    py36_0  
astor                     0.8.1                    pypi_0    pypi
astropy                   4.0.1.post1      py36h7b6447c_0  
atari-py                  0.2.6                    pypi_0    pypi
attrs                     19.3.0                     py_0  
autograd                  1.3                      pypi_0    pypi
backcall                  0.1.0                      py_0    conda-forge
beautifulsoup4            4.9.0                    py36_0  
binutils_impl_linux-64    2.33.1               he6710b0_7  
binutils_linux-64         2.33.1              h9595d00_17    conda-forge
blas                      1.0                         mkl  
blaze                     0.11.3                   py36_0  
bleach                    3.1.4              pyh9f0ad1d_0    conda-forge
blinker                   1.4                        py_1    conda-forge
blosc                     1.16.3               hd408876_0  
bokeh                     2.0.1                    py36_0  
boto                      2.49.0                   py36_0  
boto3                     1.9.253                  pypi_0    pypi
botocore                  1.12.253                 pypi_0    pypi
bottleneck                1.3.2            py36heb32a55_0  
bzip2                     1.0.8                h7b6447c_0  
c-ares                    1.15.0            h7b6447c_1001  
ca-certificates           2020.4.5.1           hecc5488_0    conda-forge
cachetools                3.1.1                      py_0  
cairo                     1.14.12              h8948797_3  
certifi                   2020.4.5.1               py36_0  
cffi                      1.14.0           py36h2e261b9_0  
cftime                    1.1.1.2          py36h785e9b2_0    conda-forge
chardet                   3.0.4                 py36_1003  
click                     7.1.1                      py_0  
cloudpickle               1.3.0                      py_0  
cmdstanpy                 0.4.0                    pypi_0    pypi
cntk                      2.7                      pypi_0    pypi
colorama                  0.4.3                    pypi_0    pypi
colorlover                0.3.0                    pypi_0    pypi
conda                     4.8.3            py36h9f0ad1d_1    conda-forge
conda-env                 2.6.0                         1  
conda-package-handling    1.6.0            py36h7b6447c_0  
convertdate               2.1.3                   py_1000    conda-forge
copulae                   0.3.1                      py_0    conda-forge
copulalib                 1.1.0                    pypi_0    pypi
copulas                   0.3.0                    pypi_0    pypi
creme                     0.5.1                    pypi_0    pypi
cryptography              2.8              py36h1ba5d50_0  
cudatoolkit               10.2.89              hfd86e86_0  
cufflinks                 0.17.3                   pypi_0    pypi
curl                      7.69.1               h33f0ec9_0    conda-forge
cvxopt                    1.2.0            py36hfa32c7d_0  
cvxpy                     1.1.0a3                  pypi_0    pypi
cycler                    0.10.0                     py_2    conda-forge
cymem                     2.0.2            py36he1b5a44_0    fastai
cython                    0.29.15          py36he6710b0_0  
cython-blis               0.2.4            py36h516909a_1    fastai
cytoolz                   0.10.1           py36h7b6447c_0  
dask                      2.15.0                     py_0  
dask-core                 2.15.0                     py_0  
dataclasses               0.6                      py36_0    fastai
datashape                 0.5.4                    py36_1  
dbus                      1.13.12              h746ee38_0  
deap                      1.3.1                    pypi_0    pypi
decorator                 4.4.2                      py_0  
defusedxml                0.6.0                      py_0    conda-forge
dill                      0.3.1.1                  py36_0  
distributed               2.15.0                   py36_0  
docutils                  0.14                     py36_0  
dtw-python                1.0.5                    pypi_0    pypi
ecos                      2.0.7.post1              pypi_0    pypi
entrypoints               0.3             py36h9f0ad1d_1001    conda-forge
ephem                     3.7.7.1          py36h516909a_0    conda-forge
expat                     2.2.6                he6710b0_0  
exrex                     0.10.5                   pypi_0    pypi
fastai                    1.0.60                        1    fastai
fastprogress              0.2.2                      py_0    fastai
fasttext                  0.9.1                    pypi_0    pypi
fbprophet                 0.6              py36he1b5a44_0    conda-forge
featuretools              0.13.4                     py_0    conda-forge
flask                     1.1.2                      py_0  
flask-cors                3.0.8                      py_0  
fontconfig                2.13.0               h9420a91_0  
freetype                  2.9.1                h8a8886c_1  
fribidi                   1.0.5                h7b6447c_0  
frozendict                1.2                      pypi_0    pypi
fsspec                    0.7.1                      py_0  
future                    0.18.2                   pypi_0    pypi
gast                      0.2.2                    pypi_0    pypi
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  
glib                      2.63.1               h5a9c865_0  
glpk                      4.65                 h3ceedfd_2  
gluonts                   0.4.3                    pypi_0    pypi
gmp                       6.1.2                h6c8ec71_1  
google-api-core           1.16.0                   py36_1  
google-auth               1.13.1                     py_0  
google-cloud-core         1.3.0                      py_0  
google-cloud-storage      1.27.0                     py_0  
google-pasta              0.2.0                      py_0  
google-resumable-media    0.5.0                      py_1  
googleapis-common-protos  1.51.0                   py36_2  
gplearn                   0.4.1                    pypi_0    pypi
graphite2                 1.3.13               h23475e2_0  
graphviz                  2.40.1               h21bd128_2  
grpcio                    1.28.1                   pypi_0    pypi
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  
gxx_linux-64              7.3.0               h553295d_17    conda-forge
gym                       0.17.1                   pypi_0    pypi
h2o                       3.30.0.1                 pypi_0    pypi
h5py                      2.10.0           py36h7918eee_0  
harfbuzz                  1.8.8                hffaf4a1_0  
hdf4                      4.2.13                        0    conda-forge
hdf5                      1.10.4               hb1b8bf9_0  
heapdict                  1.0.1                      py_0  
hmmlearn                  0.2.3                    pypi_0    pypi
holidays                  0.9.12                   pypi_0    pypi
hypothesis                5.8.3                      py_0  
icu                       58.2                 he6710b0_3  
idna                      2.9                        py_1  
importlib_metadata        1.5.0                    py36_0  
intel-openmp              2020.0                      166  
ipykernel                 5.2.1            py36h95af2a2_0    conda-forge
ipython                   7.13.0           py36h9f0ad1d_2    conda-forge
ipython_genutils          0.2.0                      py_1    conda-forge
ipywidgets                7.5.1                    pypi_0    pypi
itsdangerous              1.1.0                    py36_0  
jax                       0.1.64                   pypi_0    pypi
jaxlib                    0.1.45                   pypi_0    pypi
jedi                      0.17.0           py36h9f0ad1d_0    conda-forge
jinja2                    2.11.1                     py_0  
jmespath                  0.9.4                      py_0  
joblib                    0.14.1                     py_0  
jpeg                      9b                   h024ee3a_2  
json5                     0.9.0                      py_0    conda-forge
jsonschema                3.2.0                    py36_0  
jupyter_client            6.1.3                      py_0    conda-forge
jupyter_core              4.6.3            py36h9f0ad1d_1    conda-forge
jupyterlab                2.1.0                      py_1    conda-forge
jupyterlab_server         1.1.1                      py_0    conda-forge
keras                     2.3.1                         0  
keras-applications        1.0.8                      py_0  
keras-base                2.3.1                    py36_0  
keras-preprocessing       1.1.0                      py_1  
keras-rl                  0.4.2                    pypi_0    pypi
kiwisolver                1.2.0            py36hdb11119_0    conda-forge
krb5                      1.17.1               h173b8e3_0  
ld_impl_linux-64          2.33.1               h53a641e_7  
libblas                   3.8.0                    15_mkl    conda-forge
libcblas                  3.8.0                    15_mkl    conda-forge
libcurl                   7.69.1               hf7181ac_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
libnetcdf                 4.7.3                hb80b6cc_0  
libpng                    1.6.37               hbc83047_0  
libprotobuf               3.11.4               hd408876_0  
libsodium                 1.0.17               h516909a_0    conda-forge
libssh2                   1.8.2                h22169c7_2    conda-forge
libstdcxx-ng              8.2.0                hdf63c60_1  
libtiff                   4.1.0                h2733197_0  
libuuid                   1.0.3                h1bed415_2  
libxcb                    1.13                 h1bed415_1  
libxml2                   2.9.9                hea5a465_1  
libxslt                   1.1.33               h7d1a2b0_0  
lightgbm                  2.3.0            py36he6710b0_0  
llvmlite                  0.30.0           py36hd408876_0  
locket                    0.2.0                    py36_1  
lunarcalendar             0.0.9                      py_0    conda-forge
lxml                      4.5.0            py36hefd8a0e_0  
lz4-c                     1.8.1.2              h14c3975_0  
lzo                       2.10                 h7b6447c_2  
mako                      1.1.0                      py_0    conda-forge
markdown                  3.2.1                    pypi_0    pypi
markupsafe                1.1.1            py36h7b6447c_0  
matplotlib                3.1.1                    pypi_0    pypi
metis                     5.1.0                hf484d3e_4  
mistune                   0.8.4           py36h8c4c3a4_1001    conda-forge
mkl                       2020.0                      166  
mkl-service               2.3.0            py36he904b0f_0  
mkl_fft                   1.0.15           py36ha843d7b_0  
mkl_random                1.1.0            py36hd6b4f25_0  
mlfinlab                  0.9.3                    pypi_0    pypi
mmh3                      2.5.1                    pypi_0    pypi
mock                      4.0.1                      py_1  
more-itertools            8.2.0                      py_0  
mplfinance                0.12.3a3                 pypi_0    pypi
msgpack-numpy             0.4.5                    pypi_0    pypi
msgpack-python            1.0.0            py36hfd86e86_1  
multipledispatch          0.6.0                    py36_0  
murmurhash                1.0.2            py36he6710b0_0  
mxnet                     1.6.0                    pypi_0    pypi
nbconvert                 5.6.1            py36h9f0ad1d_1    conda-forge
nbformat                  5.0.6                      py_0    conda-forge
ncurses                   6.2                  he6710b0_0  
netcdf4                   1.5.3            py36hbf33ddf_0  
networkx                  2.4                        py_0  
neural-tangents           0.2.1                    pypi_0    pypi
ninja                     1.9.0            py36hfd86e86_0  
nltk                      3.4.5                    py36_0  
notebook                  6.0.3                    py36_0    conda-forge
numba                     0.46.0           py36h962f231_0  
numexpr                   2.7.1            py36h423224d_0  
numpy                     1.18.1           py36h4f9e942_0  
numpy-base                1.18.1           py36hde5b4d6_1  
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             4.2.0.34                 pypi_0    pypi
openssl                   1.1.1g               h516909a_0    conda-forge
opt-einsum                3.2.1                    pypi_0    pypi
opt_einsum                3.1.0                      py_0  
osqp                      0.6.1                    pypi_0    pypi
packaging                 20.3                       py_0  
pandas                    0.25.3           py36he6710b0_0  
pandoc                    2.9.2.1                       0    conda-forge
pandocfilters             1.4.2                      py_1    conda-forge
pango                     1.42.4               h049681c_0  
parso                     0.7.0              pyh9f0ad1d_0    conda-forge
partd                     1.1.0                      py_0  
patsy                     0.5.1                      py_0    conda-forge
pcre                      8.43                 he6710b0_0  
pennylane                 0.8.1                    pypi_0    pypi
pexpect                   4.8.0            py36h9f0ad1d_1    conda-forge
pickleshare               0.7.5           py36h9f0ad1d_1001    conda-forge
pillow                    7.0.0            py36hb39fc2d_0  
pip                       20.0.2                   py36_1  
pixman                    0.38.0               h7b6447c_0  
plac                      0.9.6                    py36_0  
plotly                    4.6.0                      py_0    plotly
pluggy                    0.13.1                   py36_0  
pomegranate               0.11.1           py36ha516724_0  
preshed                   2.0.1            py36he6710b0_0  
prometheus_client         0.7.1                      py_0    conda-forge
prompt-toolkit            3.0.5                      py_0    conda-forge
property-cached           1.6.4                    pypi_0    pypi
protobuf                  3.11.3                   pypi_0    pypi
psutil                    5.7.0            py36h7b6447c_0  
ptyprocess                0.6.0                   py_1001    conda-forge
pulp                      1.6.8                 py36_1000    conda-forge
py                        1.8.1                      py_0  
pyaml                     19.4.1                     py_0    conda-forge
pyasn1                    0.4.8                      py_0  
pyasn1-modules            0.2.7                      py_0  
pybind11                  2.5.0                    pypi_0    pypi
pycosat                   0.6.3            py36h7b6447c_0  
pycparser                 2.20                       py_0  
pydantic                  1.5.1                    pypi_0    pypi
pyglet                    1.5.0                    pypi_0    pypi
pygments                  2.6.1                      py_0    conda-forge
pygpu                     0.7.6           py36hc1659b7_1000    conda-forge
pyjwt                     1.7.1                      py_0    conda-forge
pykalman                  0.9.5                    pypi_0    pypi
pymc3                     3.8                        py_0    conda-forge
pyopenssl                 19.1.0                   py36_0  
pyparsing                 2.4.6                      py_0  
pyportfolioopt            1.1.0                    pypi_0    pypi
pyqt                      5.9.2            py36h05f1152_2  
pyramid-arima             0.9.0                    pypi_0    pypi
pyrb                      1.0.1                    pypi_0    pypi
pyro-api                  0.1.1                    pypi_0    pypi
pyro-ppl                  1.3.1                    pypi_0    pypi
pyrsistent                0.16.0           py36h7b6447c_0  
pysocks                   1.7.1                    py36_0  
pystan                    2.19.1.1         py36hb3f55d8_1    conda-forge
pytables                  3.6.1            py36h71ec239_0  
pytest                    5.4.1                    py36_0  
pytest-arraydiff          0.3              py36h39e3cac_0  
pytest-astropy            0.8.0                      py_0  
pytest-astropy-header     0.1.2                      py_0  
pytest-doctestplus        0.5.0                      py_0  
pytest-openfiles          0.4.0                      py_0  
pytest-remotedata         0.3.2                    py36_0  
python                    3.6.8                h0371630_0  
python-dateutil           2.8.0                    pypi_0    pypi
python-graphviz           0.8.4                    py36_1  
python_abi                3.6                     1_cp36m    conda-forge
pytorch                   1.5.0           py3.6_cuda10.2.89_cudnn7.6.5_0    pytorch
pytz                      2019.3                     py_0  
pywavelets                1.1.1            py36h785e9b2_1    conda-forge
pyyaml                    5.3.1            py36h7b6447c_0  
pyzmq                     19.0.0           py36h9947dbf_1    conda-forge
qt                        5.9.7                h5867ecd_1  
quadprog                  0.1.7                    pypi_0    pypi
quantlib                  1.18                     pypi_0    pypi
quantlib-python           1.18                     pypi_0    pypi
rauth                     0.7.3                      py_0    conda-forge
readline                  7.0                  h7b6447c_5  
requests                  2.23.0                   py36_0  
requests-oauthlib         1.2.0                      py_0    conda-forge
retrying                  1.3.3                    py36_2  
riskparityportfolio       0.1.6                    pypi_0    pypi
rsa                       4.0                        py_0  
ruamel_yaml               0.15.87          py36h7b6447c_0  
scikit-learn              0.21.3           py36hcdab131_0    conda-forge
scikit-multiflow          0.4.1            py36h9de70de_1    conda-forge
scikit-optimize           0.7.4                      py_0    conda-forge
scipy                     1.4.1            py36h0b6359f_0  
scs                       2.1.2                    pypi_0    pypi
seaborn                   0.10.1                   pypi_0    pypi
semantic-version          2.6.0                    pypi_0    pypi
send2trash                1.5.0                      py_0    conda-forge
setuptools                46.1.3                   py36_0  
setuptools-git            1.2              py36h28b3542_1  
sip                       4.19.8           py36hf484d3e_0  
six                       1.14.0                   py36_0  
sklearn                   0.0                      pypi_0    pypi
sklearn-contrib-py-earth  0.1.0                    pypi_0    pypi
smart_open                1.11.1                     py_0  
snappy                    1.1.7                hbae5bb6_3  
sortedcontainers          2.1.0                    py36_0  
soupsieve                 2.0                        py_0  
spacy                     2.1.8            py36hc9558a2_0    fastai
sqlalchemy                1.3.16           py36h7b6447c_0  
sqlite                    3.31.1               h62c20be_1  
srsly                     0.1.0            py36he1b5a44_0    fastai
ssm                       0.0.1                    pypi_0    pypi
stable-baselines          2.10.0                   pypi_0    pypi
statistics                1.0.3.5                  pypi_0    pypi
statsmodels               0.11.1           py36h8c4c3a4_1    conda-forge
suitesparse               5.2.0                h9e4a6bb_0  
ta-lib                    0.4.17                   pypi_0    pypi
tabulate                  0.8.7                    pypi_0    pypi
tbb                       2020.0               hfd86e86_0  
tblib                     1.6.0                      py_0  
tensorboard               1.15.0             pyhb230dea_0  
tensorflow                1.15.2                   pypi_0    pypi
tensorflow-base           1.15.0          mkl_py36he1670d9_0  
tensorflow-estimator      1.15.1             pyh2649769_0  
tensorforce               0.5.4                    pypi_0    pypi
termcolor                 1.1.0                    pypi_0    pypi
terminado                 0.8.3            py36h9f0ad1d_1    conda-forge
testpath                  0.4.4                      py_0    conda-forge
theano                    1.0.4           py36he1b5a44_1001    conda-forge
thinc                     7.0.8            py36hc9558a2_0    fastai
tigramite                 4.1.0                    pypi_0    pypi
tk                        8.6.8                hbc83047_0  
toml                      0.10.0                   pypi_0    pypi
toolz                     0.10.0                     py_0  
torchvision               0.6.0                py36_cu102    pytorch
tornado                   6.0.4            py36h7b6447c_1  
tqdm                      4.45.0                     py_0  
traitlets                 4.3.3            py36h9f0ad1d_1    conda-forge
tsfresh                   0.15.1                     py_0    conda-forge
tslearn                   0.3.1            py36h785e9b2_0    conda-forge
tweepy                    3.8.0                      py_0    conda-forge
typing_extensions         3.7.4.1                  py36_0  
ujson                     1.35                     pypi_0    pypi
umap-learn                0.4.1            py36h9f0ad1d_1    conda-forge
urllib3                   1.25.8                   py36_0  
wasabi                    0.2.2                      py_0    fastai
wcwidth                   0.1.9                      py_0  
webencodings              0.5.1                      py_1    conda-forge
werkzeug                  0.16.1                     py_0  
wheel                     0.34.2                   py36_0  
widgetsnbextension        3.5.1                    pypi_0    pypi
wrapt                     1.12.1           py36h7b6447c_1  
xarray                    0.15.1                     py_0  
xgboost                   1.0.2                    pypi_0    pypi
xmlrunner                 1.7.7                    pypi_0    pypi
xz                        5.2.5                h7b6447c_0  
yaml                      0.1.7                had09818_2  
zeromq                    4.3.2                he1b5a44_2    conda-forge
zict                      2.0.0                      py_0  
zipp                      2.2.0                      py_0  
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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