Development Environment

Packages and Libraries

Introduction

Libraries (or packages) are third-party software that you can use in your projects. You can use many of the available open-source libraries to complement the classes and methods that you create. Libraries reduce your development time because it's faster to use a pre-built, open-source library than to write the functionality. Libraries can be used in backtesting, research, and live trading. The environments support various libraries for machine learning, plotting, and data processing. As members often request new libraries, we frequently add new libraries to the underlying docker image that runs the Lean engine.

This feature is primarily for Python algorithms as not all Python libraries are compatible with each other. We've bundled together different sets of libraries into distinct environments. To use the libraries of an environment, set the environment in your project and add the relevant usingimport statement of a library at the top of your file.

Set Environment

Follow these steps to set the library environment:

  1. Open a project.
  2. In the left navigation menu, click the QuantConnect icon.
  3. In the Project panel, click the Python Foundation field and then select an environment from the drop-down menu.

Default Environment

The default environment supports the following libraries:

# Name                        Version
absl-py                       2.0.0
adagio                        0.2.4
aesara                        2.9.2
aiohttp                       3.9.1
aiosignal                     1.3.1
alabaster                     0.7.13
alembic                       1.12.1
alphalens-reloaded            0.4.3
altair                        5.1.2
ansi2html                     1.8.0
antlr4-python3-runtime        4.11.1
anyio                         3.7.1
appdirs                       1.4.4
apricot-select                0.6.1
arch                          5.6.0
argon2-cffi                   23.1.0
argon2-cffi-bindings          21.2.0
arviz                         0.15.1
asciitree                     0.3.3
astropy                       5.2.2
asttokens                     2.4.1
astunparse                    1.6.3
async-timeout                 4.0.3
attrs                         23.1.0
autograd                      1.5
autokeras                     1.1.0
autoray                       0.6.7
ax-platform                   0.3.3
Babel                         2.13.1
backcall                      0.2.0
bayesian-optimization         1.4.3
beautifulsoup4                4.12.2
bleach                        6.1.0
blis                          0.7.11
blosc2                        2.0.0
bokeh                         3.1.1
boltons                       23.0.0
botorch                       0.8.5
Bottleneck                    1.3.7
brotlipy                      0.7.0
cachetools                    5.3.2
catalogue                     2.0.10
catboost                      1.2.2
category-encoders             2.6.3
certifi                       2023.11.17
cffi                          1.15.1
chardet                       5.2.0
charset-normalizer            2.0.4
check-shapes                  1.1.1
clarabel                      0.6.0
click                         7.1.2
clikit                        0.6.2
cloudpathlib                  0.16.0
cloudpickle                   3.0.0
cmdstanpy                     1.2.0
colorama                      0.4.6
colorcet                      3.0.1
colorlog                      6.7.0
colorlover                    0.3.0
colour                        0.1.5
comm                          0.2.0
conda                         23.7.4
conda-content-trust           0.1.3
conda-package-handling        2.0.2
conda_package_streaming       0.7.0
confection                    0.1.4
cons                          0.4.6
contourpy                     1.1.1
copulae                       0.7.8
copulas                       0.9.2
cramjam                       2.7.0
crashtest                     0.3.1
creme                         0.6.1
cryptography                  38.0.4
cufflinks                     0.17.3
cvxopt                        1.3.2
cvxpy                         1.4.1
cycler                        0.12.1
cymem                         2.0.8
Cython                        0.29.36
darts                         0.24.0
dash                          2.14.1
dash-core-components          2.0.0
dash-cytoscape                0.3.0
dash-html-components          2.0.0
dash-table                    5.0.0
dask                          2023.4.0
dataclasses-json              0.6.3
deap                          1.4.1
debugpy                       1.6.7.post1
decorator                     5.1.1
defusedxml                    0.7.1
Deprecated                    1.2.14
dgl                           1.1.2
dill                          0.3.7
dimod                         0.12.3
diskcache                     5.6.3
distributed                   2021.4.1
distro                        1.8.0
dm-tree                       0.1.8
docutils                      0.20.1
DoubleML                      0.7.0
dropstackframe                0.1.0
dtreeviz                      2.2.2
dtw-python                    1.3.0
dwave-cloud-client            0.10.3
dwave-drivers                 0.4.4
dwave-greedy                  0.3.0
dwave-hybrid                  0.6.9
dwave-inspector               0.3.0
dwave-inspectorapp            0.3.0
dwave-neal                    0.6.0
dwave-networkx                0.8.12
dwave-ocean-sdk               6.1.1
dwave-preprocessing           0.5.3
dwave-samplers                1.0.0
dwave-system                  1.18.0
dwave-tabu                    0.5.0
dwavebinarycsp                0.2.0
dx                            0.1.22
ecos                          2.0.12
einops                        0.7.0
EMD-signal                    1.5.2
empyrical-reloaded            0.5.9
en-core-web-md                3.7.1
en-core-web-sm                3.7.1
entrypoints                   0.4
et-xmlfile                    1.1.0
etuples                       0.3.9
exceptiongroup                1.2.0
exchange-calendars            4.2.8
executing                     2.0.1
Farama-Notifications          0.0.4
fastai                        2.7.13
fastai2                       0.0.30
fastcore                      1.5.29
fastdownload                  0.0.7
fasteners                     0.19
fastjsonschema                2.19.0
fastparquet                   2023.8.0
fastprogress                  1.0.3
fasttext                      0.9.2
featuretools                  1.27.0
filelock                      3.13.1
findiff                       0.10.0
FixedEffectModel              0.0.5
FLAML                         2.1.1
Flask                         2.0.3
flatbuffers                   23.5.26
fonttools                     4.45.1
fracdiff                      0.9.0
frozendict                    2.3.9
frozenlist                    1.4.0
fs                            2.4.16
fsspec                        2023.10.0
fugue                         0.8.7
fugue-sql-antlr               0.1.8
functime                      0.8.4
future                        0.18.3
fuzzy-c-means                 1.6.3
gast                          0.4.0
gensim                        4.3.2
gevent                        23.9.1
gluonts                       0.13.7
google-auth                   2.23.4
google-auth-oauthlib          1.0.0
google-pasta                  0.2.0
gpflow                        2.9.0
gplearn                       0.4.2
gpytorch                      1.10
graphviz                      0.20.1
greenlet                      3.0.1
grpcio                        1.59.3
gym                           0.26.2
gym-notices                   0.0.8
gymnasium                     0.28.1
h11                           0.14.0
h2o                           3.44.0.1
h5netcdf                      1.1.0
h5py                          3.10.0
hmmlearn                      0.3.0
holidays                      0.37
holoviews                     1.17.1
homebase                      1.0.1
hopcroftkarp                  1.2.5
html5lib                      1.1
httpcore                      1.0.2
httpstan                      4.10.1
httpx                         0.25.2
huggingface-hub               0.17.3
hurst                         0.0.5
hvplot                        0.9.0
hyperopt                      0.2.7
ibm-cloud-sdk-core            3.18.0
ibm-platform-services         0.47.1
idna                          3.4
iisignature                   0.24
ijson                         3.2.3
imageio                       2.33.0
imagesize                     1.4.1
imbalanced-learn              0.11.0
importlib-metadata            6.8.0
importlib-resources           6.1.1
iniconfig                     2.0.0
injector                      0.21.0
interpret                     0.4.4
interpret-core                0.4.4
ipykernel                     6.27.1
ipython                       8.12.3
ipython-genutils              0.2.0
ipywidgets                    8.1.1
itsdangerous                  2.1.2
jax                           0.4.13
jax-jumpy                     1.0.0
jaxlib                        0.4.13
jedi                          0.19.1
Jinja2                        3.1.2
joblib                        1.3.2
json5                         0.9.14
jsonpatch                     1.33
jsonpointer                   2.4
jsonschema                    4.19.1
jsonschema-specifications     2023.11.1
jupyter                       1.0.0
jupyter-bokeh                 3.0.7
jupyter-console               6.6.3
jupyter-resource-usage        0.7.2
jupyter-server                1.24.0
jupyter_client                7.4.9
jupyter_core                  5.5.0
jupyterlab                    3.4.4
jupyterlab-widgets            3.0.9
jupyterlab_pygments           0.3.0
jupyterlab_server             2.25.2
keras                         2.13.1
keras-core                    0.1.5
keras-nlp                     0.6.1
keras-rl                      0.4.2
keras-tuner                   1.4.6
kiwisolver                    1.4.5
kmapper                       2.0.1
korean-lunar-calendar         0.3.1
kt-legacy                     1.0.5
langchain                     0.0.341
langchain-core                0.0.6
langcodes                     3.3.0
langsmith                     0.0.66
lark                          1.1.8
lazy_loader                   0.3
lazypredict                   0.2.12
libclang                      16.0.6
lightgbm                      4.1.0
lightning-utilities           0.10.0
lime                          0.2.0.1
line-profiler                 4.1.1
linear-operator               0.4.0
linkify-it-py                 2.0.2
littleutils                   0.2.2
livelossplot                  0.5.5
llvmlite                      0.39.1
locket                        1.0.0
logical-unification           0.4.6
lxml                          4.9.3
lz4                           4.3.2
Mako                          1.3.0
MAPIE                         0.7.0
Markdown                      3.5.1
markdown-it-py                3.0.0
MarkupSafe                    2.1.3
marshmallow                   3.20.1
matplotlib                    3.7.3
matplotlib-inline             0.1.6
mdit-py-plugins               0.4.0
mdurl                         0.1.2
miniKanren                    1.0.3
minorminer                    0.2.9
mistune                       3.0.2
ml-dtypes                     0.2.0
mlforecast                    0.9.3
mljar-supervised              1.0.2
mlxtend                       0.23.0
mmh3                          2.5.1
modin                         0.22.3
mpi4py                        3.1.5
mplfinance                    0.12.10b0
mpmath                        1.3.0
msgpack                       1.0.7
mthree                        2.5.1
multidict                     6.0.4
multipledispatch              1.0.0
multiprocess                  0.70.15
multitasking                  0.0.11
murmurhash                    1.0.10
mypy-extensions               1.0.0
namex                         0.0.7
nbclassic                     1.0.0
nbclient                      0.9.0
nbconvert                     7.11.0
nbformat                      5.9.2
nest-asyncio                  1.5.8
networkx                      2.8.8
neural-tangents               0.6.2
nfoursid                      1.0.1
nltk                          3.8.1
nose                          1.3.7
notebook                      6.5.6
notebook_shim                 0.2.3
ntlm-auth                     1.5.0
numba                         0.56.4
numcodecs                     0.12.1
numerapi                      2.16.1
numexpr                       2.8.6
numpy                         1.23.5
numpydoc                      1.6.0
nvidia-cublas-cu12            12.3.4.1
nvidia-cuda-cupti-cu12        12.1.105
nvidia-cuda-nvrtc-cu12        12.3.103
nvidia-cuda-runtime-cu12      12.3.101
nvidia-cudnn-cu12             8.9.6.50
nvidia-cufft-cu12             11.0.2.54
nvidia-curand-cu12            10.3.2.106
nvidia-cusolver-cu12          11.4.5.107
nvidia-cusparse-cu12          12.1.0.106
nvidia-nccl-cu12              2.18.1
nvidia-nvjitlink-cu12         12.3.101
nvidia-nvtx-cu12              12.1.105
oauthlib                      3.2.2
openai                        1.3.5
openpyxl                      3.1.2
opt-einsum                    3.3.0
optuna                        3.4.0
orjson                        3.9.10
ortools                       9.7.2996
osqp                          0.6.3
outdated                      0.2.2
packaging                     23.2
pandas                        1.5.3
pandas-datareader             0.10.0
pandas-flavor                 0.6.0
pandas-market-calendars       4.3.1
pandas-ta                     0.3.14b0
pandocfilters                 1.5.0
panel                         1.2.3
param                         2.0.1
parso                         0.8.3
partd                         1.4.1
pastel                        0.2.1
pathos                        0.3.1
patsy                         0.5.3
pbr                           6.0.0
peewee                        3.17.0
penaltymodel                  1.0.2
PennyLane                     0.32.0
PennyLane-Lightning           0.32.0
PennyLane-qiskit              0.32.0
persim                        0.3.1
pexpect                       4.9.0
pickleshare                   0.7.5
Pillow                        10.1.0
pingouin                      0.5.3
pip                           22.3.1
pkgutil_resolve_name          1.3.10
platformdirs                  4.0.0
plotly                        5.17.0
plucky                        0.4.3
pluggy                        1.0.0
ply                           3.11
pmdarima                      2.0.3
polars                        0.19.11
pomegranate                   1.0.3
pox                           0.3.3
ppft                          1.7.6.7
pprofile                      2.1.0
ppscore                       1.2.0
preshed                       3.0.9
prometheus-client             0.19.0
prompt-toolkit                3.0.41
property-cached               1.6.4
prophet                       1.1.5
protobuf                      4.25.1
psutil                        5.9.6
ptvsd                         4.3.2
ptyprocess                    0.7.0
PuLP                          2.7.0
pure-eval                     0.2.2
py-cpuinfo                    9.0.0
py-heat                       0.0.6
py-heat-magic                 0.0.2
py-lets-be-rational           1.0.1
py-vollib                     1.0.1
py4j                          0.10.9.7
pyaml                         23.9.7
pyarrow                       13.0.0
pyasn1                        0.5.1
pyasn1-modules                0.3.0
pybind11                      2.11.1
pycosat                       0.6.4
pycparser                     2.21
pyct                          0.5.0
pydantic                      1.10.13
pydevd-pycharm                231.9225.15
pydmd                         0.4.1.post2308
pyerfa                        2.0.0.3
pyfolio-reloaded              0.9.5
Pygments                      2.17.2
PyJWT                         2.8.0
pykalman                      0.9.5
pylev                         1.4.0
pyluach                       2.2.0
pymannkendall                 1.4.3
pymc                          5.6.1
pymdptoolbox                  4.0b3
pynndescent                   0.5.11
pyod                          1.1.2
Pyomo                         6.6.2
pyOpenSSL                     22.0.0
pyparsing                     3.1.1
pyportfolioopt                1.5.5
pyqubo                        1.3.1
pyrb                          1.0.1
pyro-api                      0.1.2
pyro-ppl                      1.8.6
pysimdjson                    5.0.2
PySocks                       1.7.1
pystan                        3.7.0
pytensor                      2.12.3
pytest                        7.4.3
python-dateutil               2.8.2
python-statemachine           2.1.2
pytorch-ignite                0.4.12
pytorch-lightning             2.1.2
pytz                          2023.3.post1
pyvinecopulib                 0.6.3
pyviz_comms                   3.0.0
PyWavelets                    1.4.1
PyYAML                        6.0.1
pyzmq                         24.0.1
qdldl                         0.1.7.post0
qiskit                        0.44.2
qiskit-aer                    0.13.1
qiskit-ibm-provider           0.7.2
qiskit-ibm-runtime            0.15.1
qiskit-ibmq-provider          0.20.2
qiskit-terra                  0.25.2.1
qpd                           0.4.4
qtconsole                     5.5.1
QtPy                          2.4.1
quadprog                      0.1.11
quantecon                     0.7.1
QuantLib                      1.31.1
QuantStats                    0.0.62
rauth                         0.7.3
ray                           2.7.1
Rbeast                        0.1.16
rectangle-packer              2.0.2
referencing                   0.31.0
regex                         2023.10.3
requests                      2.31.0
requests-ntlm                 1.1.0
requests-oauthlib             1.3.1
retrying                      1.3.4
rich                          13.7.0
ripser                        0.6.4
Riskfolio-Lib                 4.4.2
riskparityportfolio           0.4
river                         0.14.0
rpds-py                       0.13.1
rsa                           4.9
ruamel.yaml                   0.17.21
ruamel.yaml.clib              0.2.6
ruptures                      1.1.8
rustworkx                     0.13.2
safetensors                   0.4.1
SALib                         1.4.7
scikeras                      0.12.0
scikit-base                   0.6.1
scikit-image                  0.21.0
scikit-learn                  1.3.2
scikit-learn-extra            0.3.0
scikit-multiflow              0.5.3
scikit-optimize               0.9.0
scikit-plot                   0.3.7
scikit-tda                    1.0.0
scipy                         1.10.1
scs                           3.2.4.post1
sdeint                        0.3.0
seaborn                       0.13.0
semantic-version              2.10.0
Send2Trash                    1.8.2
setuptools                    65.6.3
setuptools-scm                8.0.4
shap                          0.43.0
Shimmy                        1.3.0
simplejson                    3.19.2
simpy                         4.0.2
six                           1.16.0
sklearn-json                  0.1.0
skope-rules                   1.0.1
sktime                        0.24.0
slicer                        0.0.7
smart-open                    6.4.0
sniffio                       1.3.0
snowballstemmer               2.2.0
sortedcontainers              2.4.0
soupsieve                     2.5
spacy                         3.7.2
spacy-legacy                  3.0.12
spacy-loggers                 1.0.5
Sphinx                        7.1.2
sphinxcontrib-applehelp       1.0.4
sphinxcontrib-devhelp         1.0.2
sphinxcontrib-htmlhelp        2.0.1
sphinxcontrib-jsmath          1.0.1
sphinxcontrib-qthelp          1.0.3
sphinxcontrib-serializinghtml 1.1.5
SQLAlchemy                    2.0.23
sqlglot                       19.6.0
srsly                         2.4.8
ssm                           0.0.1
stable-baselines3             2.1.0
stack-data                    0.6.3
stanio                        0.3.0
statsforecast                 1.6.0
statsmodels                   0.13.5
stellargraph                  1.2.1
stevedore                     5.1.0
stochastic                    0.7.0
stockstats                    0.5.4
stumpy                        1.12.0
symengine                     0.9.2
sympy                         1.12
ta                            0.10.2
TA-Lib                        0.4.18
tables                        3.8.0
tabulate                      0.8.10
tadasets                      0.0.4
tbats                         1.1.3
tblib                         3.0.0
tenacity                      8.2.3
tensorboard                   2.13.0
tensorboard-data-server       0.7.2
tensorboardX                  2.6.2.2
tensorflow                    2.13.1
tensorflow-addons             0.21.0
tensorflow-decision-forests   1.5.0
tensorflow-estimator          2.13.0
tensorflow-hub                0.15.0
tensorflow-io-gcs-filesystem  0.34.0
tensorflow-probability        0.21.0
tensorflow-ranking            0.5.3
tensorflow-serving-api        2.13.1
tensorflow-text               2.13.0
tensorly                      0.8.1
tensorrt                      8.6.1.post1
tensorrt-bindings             8.6.1
tensorrt-libs                 8.6.1
tensortrade                   1.0.3
termcolor                     2.3.0
terminado                     0.18.0
tf2jax                        0.3.5
thinc                         8.2.1
threadpoolctl                 3.2.0
thundergbm                    0.3.17
tick                          0.7.0.1
tifffile                      2023.7.10
tigramite                     5.2.3.1
tinycss2                      1.2.1
tokenizers                    0.14.1
toml                          0.10.2
tomli                         2.0.1
toolz                         0.12.0
torch                         2.1.0
torch-cluster                 1.6.3
torch-scatter                 2.1.2
torch-sparse                  0.6.18
torch-spline-conv             1.2.2
torch_geometric               2.4.0
torchmetrics                  1.2.0
torchvision                   0.16.0
tornado                       6.3.3
tqdm                          4.64.1
traitlets                     5.14.0
transformers                  4.34.0
treeinterpreter               0.2.3
triad                         0.9.3
triton                        2.1.0
tsfresh                       0.20.1
tslearn                       0.6.2
tweepy                        4.14.0
typeguard                     2.13.3
typer                         0.3.2
typing-inspect                0.9.0
typing_extensions             4.5.0
uc-micro-py                   1.0.2
umap-learn                    0.5.3
urllib3                       1.26.18
wasabi                        1.1.2
wcwidth                       0.2.12
weasel                        0.3.4
webargs                       8.3.0
webencodings                  0.5.1
websocket-client              1.6.4
websockets                    12.0
Werkzeug                      2.3.8
wheel                         0.37.1
widgetsnbextension            4.0.9
window-ops                    0.0.14
woodwork                      0.26.0
wordcloud                     1.9.2
wrapt                         1.14.1
wurlitzer                     3.0.3
x-transformers                1.26.0
xarray                        2023.1.0
xarray-einstats               0.5.1
xgboost                       2.0.0
xlrd                          2.0.1
XlsxWriter                    3.1.9
xyzservices                   2023.10.1
yarl                          1.9.3
yellowbrick                   1.5
yfinance                      0.2.32
zarr                          2.16.1
zict                          3.0.0
zipp                          3.17.0
zope.event                    5.0
zope.interface                6.1
zstandard                     0.18.0
# Name                               Version
Accord                               3.6.0
Accord.Fuzzy                         3.6.0
Accord.MachineLearning               3.6.0
Accord.Math                          3.6.0
Accord.Statistics                    3.6.0
CloneExtensions                      1.3.0
Common.Logging                       3.4.1
Common.Logging.Core                  3.4.1
CsvHelper                            19.0.0
Deedle                               2.1.0
DotNetZip                            1.16.0
DynamicInterop                       0.9.1
fasterflect                          3.0.0
MathNet.Numerics                     5.0.0
McMaster.Extensions.CommandLineUtils 2.6.0
Microsoft.IO.RecyclableMemoryStream  2.3.2
Microsoft.NET.Test.Sdk               16.9.4
Microsoft.TestPlatform.ObjectModel   16.9.4
Moq                                  4.16.1
NetMQ                                4.0.1.6
Newtonsoft.Json                      13.0.2
NodaTime                             3.0.5
NUnit                                3.13.3
NUnit3TestAdapter                    4.2.1
protobuf-net                         3.1.33
QLNet                                1.13.0
QuantConnect.pythonnet               2.0.26
RestSharp                            106.12.0
SharpZipLib                          1.3.3
System.ComponentModel.Composition    6.0.0

Pomegranate Environment

The Pomegranate environment supports the following libraries:

# Name Version

Request New Libraries

To request a new library, contact us. We will add the library to the queue for review and deployment. Since the libraries run on our servers, we need to ensure they are secure and won't cause harm. The process of adding new libraries takes 2-4 weeks to complete. View the list of libraries currently under review on the Issues list of the Lean GitHub repository.

You can also see our Videos. You can also get in touch with us via Discord.

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