Key Concepts
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.
Add 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.
Project Libraries
Project libraries are QuantConnect projects you can merge into your project to avoid duplicating code files. If you have tools that you use across several projects, create a library.
The process to create a library depends on if you use the Cloud Platform, Local Platform, or CLI.
You can also see our Videos. You can also get in touch with us via Discord.
Did you find this page helpful?
