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
_tflow_select             2.3.0                       mkl
absl-py                   0.7.0                    py36_0
arch                      4.7.0                    pypi_0    pypi
asn1crypto                0.23.0           py36h4639342_0
astor                     0.7.1                    py36_0
atomicwrites              1.2.1                    pypi_0    pypi
attrs                     18.2.0                   pypi_0    pypi
binutils_impl_linux-64    2.31.1               h6176602_1
binutils_linux-64         2.31.1               h6176602_6
blas                      1.0                         mkl
blaze                     0.11.3                   py36_0
blosc                     1.15.0               hd408876_0
bokeh                     1.0.4                    py36_0
bzip2                     1.0.6                h14c3975_5
c-ares                    1.15.0               h7b6447c_1
ca-certificates           2018.11.29           ha4d7672_0    conda-forge
cached-property           1.5.1                    pypi_0    pypi
certifi                   2018.11.29            py36_1000    conda-forge
cffi                      1.11.2           py36h2825082_0
chardet                   3.0.4            py36h0f667ec_1
click                     7.0                      py36_0
cloudpickle               0.6.1                    py36_0
conda                     4.6.2                    py36_0    conda-forge
conda-env                 2.6.0                h36134e3_1
contextlib2               0.5.5                    pypi_0    pypi
copulalib                 1.1.0                    pypi_0    pypi
cryptography              2.4.2            py36h1ba5d50_0
cvxopt                    1.2.0            py36h9e0dedd_0
cvxpy                     1.0.14                   pypi_0    pypi
cycler                    0.10.0                   py36_0
cython                    0.29.2           py36he6710b0_0
cytoolz                   0.9.0.1          py36h14c3975_1
dask                      1.0.0                    py36_0
dask-core                 1.0.0                    py36_0
datashape                 0.5.4                    py36_1
dbus                      1.13.6               h746ee38_0
deap                      1.2.2                    pypi_0    pypi
decorator                 4.3.0                    py36_0
dill                      0.2.9                    pypi_0    pypi
distributed               1.25.2                   py36_0
docutils                  0.14                     pypi_0    pypi
ecos                      2.0.7.post1              pypi_0    pypi
expat                     2.2.6                he6710b0_0
fastcache                 1.0.2                    pypi_0    pypi
flask                     1.0.2                    py36_1
flask-cors                3.0.7                    py36_0
fontconfig                2.13.0               h9420a91_0
freetype                  2.9.1                h8a8886c_1
future                    0.17.1                   pypi_0    pypi
gast                      0.2.2                    py36_0
gcc_impl_linux-64         7.3.0                habb00fd_1
gcc_linux-64              7.3.0                h553295d_6
glib                      2.56.2               hd408876_0
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
gxx_linux-64              7.3.0                h553295d_6
gym                       0.10.11                  pypi_0    pypi
h5py                      2.9.0            py36h7918eee_0
hdf5                      1.10.4               hb1b8bf9_0
heapdict                  1.0.0                    py36_2
icu                       58.2                 h9c2bf20_1
idna                      2.6              py36h82fb2a8_1
inflection                0.3.1                    py36_1
intel-openmp              2019.1                      144
ipython_genutils          0.2.0                    py36_0
itsdangerous              1.1.0                    py36_0
jinja2                    2.10                     py36_0
jpeg                      9b                   h024ee3a_2
jsonschema                2.6.0                    py36_0
jupyter_core              4.4.0                    py36_0
keras                     2.2.4                         0
keras-applications        1.0.6                    py36_0
keras-base                2.2.4                    py36_0
keras-preprocessing       1.0.5                    py36_0
kiwisolver                1.0.1            py36hf484d3e_0
libedit                   3.1.20181209         hc058e9b_0
libffi                    3.2.1                hd88cf55_4
libgcc-ng                 8.2.0                hdf63c60_1
libgfortran-ng            7.3.0                hdf63c60_0
libgpuarray               0.7.6                h14c3975_0
libpng                    1.6.36               hbc83047_0
libprotobuf               3.6.1                hd408876_0
libstdcxx-ng              8.2.0                hdf63c60_1
libtiff                   4.0.10               h2733197_2
libuuid                   1.0.3                h1bed415_2
libxcb                    1.13                 h1bed415_1
libxml2                   2.9.9                he19cac6_0
libxslt                   1.1.33               h7d1a2b0_0
llvmlite                  0.27.0           py36hd408876_0
locket                    0.2.0                    py36_1
lxml                      4.3.0            py36hefd8a0e_0
lzo                       2.10                 h49e0be7_2
mako                      1.0.7                    pypi_0    pypi
markdown                  3.0.1                    py36_0
markupsafe                1.1.0            py36h7b6447c_0
matplotlib                3.0.2            py36h5429711_0
metis                     5.1.0                hf484d3e_4
mkl                       2018.0.3                      1
mkl-service               1.1.2            py36h90e4bf4_5
mkl_fft                   1.0.6            py36h7dd41cf_0
mkl_random                1.0.1            py36h4414c95_1
more-itertools            5.0.0                    py36_0
msgpack-python            0.6.1            py36hfd86e86_1
multipledispatch          0.6.0                    py36_0
multiprocess              0.70.7                   pypi_0    pypi
nbformat                  4.4.0                    py36_0
ncurses                   6.1                  he6710b0_1
networkx                  2.2                      py36_1
ninja                     1.8.2            py36h6bb024c_1
nltk                      3.4                      py36_1
numba                     0.42.0           py36h962f231_0
numexpr                   2.6.8            py36hd89afb7_0
numpy                     1.14.5           py36h1b885b7_4
numpy-base                1.14.5           py36hdbf6ddf_4
odo                       0.5.1                    py36_0
olefile                   0.46                     py36_0
openssl                   1.1.1a            h14c3975_1000    conda-forge
opt-einsum                2.3.2                    pypi_0    pypi
osqp                      0.5.0                    pypi_0    pypi
packaging                 18.0                     py36_0
pandas                    0.23.4           py36h04863e7_0
partd                     0.3.9                    py36_0
patsy                     0.5.1                    py36_0
pcre                      8.42                 h439df22_0
pillow                    5.4.1            py36h34e0f95_0
pip                       19.0.1                   pypi_0    pypi
plotly                    3.5.0                    py36_0
pluggy                    0.8.1                    pypi_0    pypi
protobuf                  3.6.1            py36he6710b0_0
psutil                    5.4.8            py36h7b6447c_0
py                        1.7.0                    pypi_0    pypi
pycosat                   0.6.3            py36h0a5515d_0
pycparser                 2.18             py36hf9f622e_1
pyglet                    1.3.2                    pypi_0    pypi
pygpu                     0.7.6            py36h035aef0_0
pykalman                  0.9.5                    pypi_0    pypi
pyopenssl                 17.5.0           py36h20ba746_0
pyparsing                 2.3.1                    py36_0
pyqt                      5.9.2            py36h05f1152_2
pyro-ppl                  0.3.0                    pypi_0    pypi
pysocks                   1.6.7            py36hd97a5b1_1
pytables                  3.4.4            py36h71ec239_0
pytest                    4.2.0                    pypi_0    pypi
python                    3.6.7                h0371630_0
python-dateutil           2.7.5                    py36_0
python-graphviz           0.10.1                   pypi_0    pypi
pytorch                   1.0.0           py3.6_cuda9.0.176_cudnn7.4.1_1    pytorch
pytz                      2018.9                   py36_0
pyyaml                    3.13             py36h14c3975_0
qt                        5.9.7                h5867ecd_1
quandl                    3.4.5                    py36_0
quantlib-python           1.14                     pypi_0    pypi
rauth                     0.7.3                      py_0    conda-forge
readline                  7.0                  ha6073c6_4
requests                  2.18.4           py36he2e5f8d_1
retrying                  1.3.3                    py36_2
ruamel_yaml               0.11.14          py36ha2fb22d_2
scikit-learn              0.20.2                   pypi_0    pypi
scipy                     1.1.0            py36hd20e5f9_0
scs                       2.0.2                    pypi_0    pypi
seaborn                   0.9.0                    py36_0
setuptools                36.5.0           py36he42e2e1_0
sip                       4.19.8           py36hf484d3e_0
six                       1.11.0           py36h372c433_1
sklearn                   0.0                      pypi_0    pypi
sklearn-contrib-py-earth  0.1.0                    pypi_0    pypi
snappy                    1.1.7                hbae5bb6_3
sortedcontainers          2.1.0                    py36_0
sqlalchemy                1.2.16           py36h7b6447c_0
sqlite                    3.26.0               h7b6447c_0
statistics                1.0.3.5                  pypi_0    pypi
statsmodels               0.9.0            py36h035aef0_0
suitesparse               5.2.0                h171a5a3_0
ta-lib                    0.4.17                   pypi_0    pypi
tbb                       2018.0.5             h6bb024c_0
tblib                     1.3.2                    py36_0
tensorboard               1.12.2           py36he6710b0_0
tensorflow                1.12.0          mkl_py36h69b6ba0_0
tensorflow-base           1.12.0          mkl_py36h3c3e929_0
tensorforce               0.4.3                    pypi_0    pypi
termcolor                 1.1.0                    py36_1
theano                    1.0.3            py36hfd86e86_0
tk                        8.6.8                hbc83047_0
toolz                     0.9.0                    py36_0
torchvision               0.2.1                      py_2    pytorch
tornado                   5.1.1            py36h7b6447c_0
tqdm                      4.30.0                   pypi_0    pypi
traitlets                 4.3.2                    py36_0
urllib3                   1.22             py36hbe7ace6_0
werkzeug                  0.14.1                   py36_0
wheel                     0.30.0           py36hfd4bba0_1
xgboost                   0.81                     pypi_0    pypi
xz                        5.2.4                h14c3975_4
yaml                      0.1.7                had09818_2
zict                      0.1.3                    py36_0
zlib                      1.2.11               ha838bed_2
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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