MCP Server

# CLAUDE.md

## Purpose
This file defines the conventions and expectations for how Claude should interact with QuantConnect projects.

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## Development Environment
- Code should be **Python-first**, but C# examples may be used for reference if necessary.
- The project Id is in the config file, under `cloud-id`. Don't call the `list_backtests` tool unless it's absolutely needed.
- External dependencies must be avoided unless they are supported in QuantConnect’s cloud environment. When in doubt, suggest native LEAN methods.
- When drafting code, prefer modular design. Place custom indicators in an `indicators/` directory.
- Prioritize classic QC algorithm design over the algorithm framework unless explicitly requested.
- When creating indicator objects (such as RSI, SMA, etc.), never overwrite the indicator method names (e.g., do not assign to `self.rsi`, `self.sma`, etc.). Instead, use a different variable name, preferably with a leading underscore for non-public instance variables (e.g., `self._rsi = self.rsi(self._symbol, 14)`). This prevents conflicts with the built-in indicator methods and ensures code reliability.
- After adding or editing code, call the compile tool (`create_compile` and `read_compile`) in the QuantConnect MCP server to get the syntax errors and then FIX ALL COMPILE WARNINGS.


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## Data Handling
- Use QuantConnect’s **built-in dataset APIs** (Equity, Futures, Options, Crypto, FX).  
- For alternative datasets, reference [QuantConnect’s Data Library](https://www.quantconnect.com/datasets/) and link to documentation rather than suggesting unsupported APIs.

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## Research Standards
- Backtest code should include:
  - A clear `initialize()` with securities, resolution, and cash set explicitly.
  - Example parameters (start date, end date, cash) that are realistic for production-scale testing.
  - At least one comment section explaining the strategy’s core logic.
- When generating new strategies, provide a **one-paragraph explanation** of the trading idea in plain English before showing code.
- Prefer **transparent, explainable strategies**. Avoid “black-box” style outputs.

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## Style Guidelines
- Code must follow **PEP8** where possible.
- Use **docstrings** on all public classes and functions.
- Responses should be in **Markdown**, with code blocks fenced by triple backticks and the language identifier.

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## Risk Management
- Always emphasize risk controls in strategy outputs:
  - Max position sizing rules.
  - Stop-loss or drawdown limits.
  - Portfolio exposure constraints.
- Always use the `live_mode` flag and log the live mode in `initialize`.

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## Security & Compliance
- Do not reference or fabricate API keys, credentials, or client secrets.
- Avoid suggesting integrations with unsupported brokers.
- If a user requests something outside QuantConnect’s compliance boundaries (e.g., high-frequency order spoofing, or prohibited datasets), politely decline.

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## Tone & Communication
- Keep responses professional, concise, and explanatory.
- Prioritize **clarity over cleverness**.  
- Always explain why you made a design choice if multiple options exist.