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.

Default Environment Libraries

The default environment supports the following libraries:

# Name                        Version
absl-py                       1.4.0
adagio                        0.2.4
aesara                        2.8.12
aiodns                        3.0.0
aiohttp                       3.8.4
aiohttp-cors                  0.7.0
aiosignal                     1.3.1
alabaster                     0.7.13
ale-py                        0.7.4
alembic                       1.10.3
alpaca-trade-api              0.26
alphalens-reloaded            0.4.3
altair                        4.2.2
ansi2html                     1.8.0
antlr4-python3-runtime        4.11.1
anyio                         3.6.2
appdirs                       1.4.4
arch                          5.3.1
argon2-cffi                   21.3.0
argon2-cffi-bindings          21.2.0
arviz                         0.15.1
astropy                       5.2.1
asttokens                     2.2.1
astunparse                    1.6.3
async-timeout                 4.0.2
asyncio-nats-client           0.11.5
attrs                         23.1.0
autograd                      1.5
autokeras                     1.1.0
autoray                       0.6.3
AutoROM                       0.4.2
AutoROM.accept-rom-license    0.6.1
ax-platform                   0.3.0
Babel                         2.12.1
backcall                      0.2.0
bayesian-optimization         1.4.2
beautifulsoup4                4.11.2
bleach                        6.0.0
blessed                       1.20.0
blis                          0.7.9
blosc2                        2.0.0
bokeh                         2.4.3
boltons                       23.0.0
botorch                       0.8.2
Bottleneck                    1.3.7
brotlipy                      0.7.0
cachetools                    5.3.0
captum                        0.6.0
catalogue                     2.0.8
catboost                      1.1.1
category-encoders             2.6.0
ccxt                          3.0.72
certifi                       2022.12.7
cffi                          1.15.1
chardet                       5.1.0
charset-normalizer            2.0.4
check-shapes                  1.0.0
click                         7.1.2
clikit                        0.6.2
cloudpickle                   2.2.1
cmaes                         0.9.1
cmdstanpy                     1.1.0
colorama                      0.4.6
colorcet                      3.0.1
colorful                      0.5.5
colorlog                      6.7.0
colorlover                    0.3.0
colour                        0.1.5
comm                          0.1.3
commonmark                    0.9.1
conda                         23.3.1
conda-content-trust           0.1.3
conda-package-handling        2.0.2
conda_package_streaming       0.7.0
confection                    0.0.4
cons                          0.4.5
contourpy                     1.0.7
convertdate                   2.4.0
copulae                       0.7.7
copulas                       0.8.0
cramjam                       2.6.2
crashtest                     0.3.1
creme                         0.6.1
cryptography                  38.0.4
cufflinks                     0.17.3
cvxopt                        1.3.0
cvxpy                         1.3.0
cycler                        0.11.0
cymem                         2.0.7
Cython                        0.29.33
darts                         0.23.1
dash                          2.9.3
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
deap                          1.3.3
debugpy                       1.5.1
decorator                     5.1.1
defusedxml                    0.7.1
Deprecated                    1.2.13
dgl                           1.0.1
dill                          0.3.6
dimod                         0.12.3
diskcache                     5.6.1
distlib                       0.3.6
distributed                   2021.4.1
dm-tree                       0.1.8
docutils                      0.19
DoubleML                      0.5.2
dtreeviz                      2.2.1
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
EMD-signal                    1.4.0
empyrical                     0.5.5
empyrical-reloaded            0.5.9
en-core-web-md                3.5.0
en-core-web-sm                3.5.0
entrypoints                   0.4
ephem                         4.1.4
et-xmlfile                    1.1.0
etuples                       0.3.8
exceptiongroup                1.1.1
exchange-calendars            4.2.6
executing                     1.2.0
ezyrb                         1.3.0.post2304
fastai                        2.7.11
fastai2                       0.0.30
fastcore                      1.5.29
fastdownload                  0.0.7
fasteners                     0.18
fastjsonschema                2.16.3
fastparquet                   2023.2.0
fastprogress                  1.0.3
fasttext                      0.9.2
featuretools                  0.23.1
filelock                      3.12.0
findiff                       0.9.2
finrl                         0.3.1
FixedEffectModel              0.0.5
Flask                         2.0.3
flatbuffers                   23.3.3
fonttools                     4.39.3
fracdiff                      0.9.0
frozendict                    2.3.7
frozenlist                    1.3.3
fs                            2.4.16
fsspec                        2023.4.0
fst-pso                       1.8.1
fugue                         0.8.3
fugue-sql-antlr               0.1.6
future                        0.18.3
fuzzy-c-means                 1.6.3
FuzzyTM                       2.0.5
gast                          0.4.0
gensim                        4.3.0
gevent                        22.10.2
gluonts                       0.12.3
google-api-core               2.11.0
google-auth                   2.17.3
google-auth-oauthlib          0.4.6
google-pasta                  0.2.0
googleapis-common-protos      1.59.0
gpflow                        2.7.0
gplearn                       0.4.2
gpustat                       1.1
GPUtil                        1.4.0
gpytorch                      1.9.1
graphviz                      0.20.1
greenlet                      2.0.2
grpcio                        1.54.0
gym                           0.21.0
Gymnasium                     0.26.3
gymnasium-notices             0.0.1
h2o                           3.40.0.1
h5netcdf                      1.1.0
h5py                          3.8.0
hijri-converter               2.2.4
hmmlearn                      0.2.8
holidays                      0.23
holoviews                     1.15.4
homebase                      1.0.1
hopcroftkarp                  1.2.5
html5lib                      1.1
httpstan                      4.9.1
hurst                         0.0.5
hvplot                        0.8.2
hyperopt                      0.2.7
idna                          3.4
iisignature                   0.24
ijson                         3.2.0.post0
imageio                       2.27.0
imagesize                     1.4.1
imbalanced-learn              0.10.1
importlib-metadata            4.13.0
importlib-resources           5.12.0
iniconfig                     2.0.0
injector                      0.20.1
interpret                     0.3.0
interpret-core                0.3.2
ipykernel                     6.22.0
ipython                       8.12.0
ipython-genutils              0.2.0
ipywidgets                    8.0.4
itsdangerous                  2.1.2
jax                           0.4.4
jaxlib                        0.4.4
jedi                          0.18.2
Jinja2                        3.1.2
joblib                        1.2.0
jqdatasdk                     1.8.11
json5                         0.9.11
jsonpatch                     1.32
jsonpointer                   2.0
jsonschema                    4.17.3
jupyter                       1.0.0
jupyter-bokeh                 3.0.5
jupyter-console               6.6.3
jupyter-dash                  0.4.2
jupyter-resource-usage        0.7.2
jupyter-server                1.24.0
jupyter_client                8.2.0
jupyter_core                  5.3.0
jupyterlab                    3.4.4
jupyterlab-pygments           0.2.2
jupyterlab-widgets            3.0.7
jupyterlab_server             2.22.1
keract                        4.5.1
keras                         2.11.0
keras-nlp                     0.4.1
keras-rl                      0.4.2
keras-tuner                   1.3.5
kiwisolver                    1.4.4
kmapper                       2.0.1
korean-lunar-calendar         0.3.1
kt-legacy                     1.0.5
langcodes                     3.3.0
lark                          1.1.5
lazy_loader                   0.2
lazypredict                   0.2.12
libclang                      16.0.0
lightgbm                      3.3.5
lime                          0.2.0.1
line-profiler                 4.0.2
linear-operator               0.3.0
littleutils                   0.2.2
livelossplot                  0.5.5
llvmlite                      0.39.1
locket                        1.0.0
logical-unification           0.4.5
LunarCalendar                 0.0.9
lxml                          4.9.2
lz4                           4.3.2
Mako                          1.2.4
Markdown                      3.4.3
MarkupSafe                    2.1.2
marshmallow                   3.19.0
matplotlib                    3.7.0
matplotlib-inline             0.1.6
miniful                       0.0.6
miniKanren                    1.0.3
minorminer                    0.2.9
mistune                       2.0.5
mljar-supervised              0.11.5
mlxtend                       0.21.0
mmh3                          2.5.1
modin                         0.18.1
mpi4py                        3.1.4
mplfinance                    0.12.9b7
mpmath                        1.2.1
msgpack                       1.0.4
mthree                        2.4.0
multidict                     6.0.4
multipledispatch              0.6.0
multiprocess                  0.70.14
multitasking                  0.0.11
murmurhash                    1.0.9
nbclassic                     0.5.5
nbclient                      0.7.3
nbconvert                     7.3.1
nbeats-keras                  1.8.0
nbeats-pytorch                1.8.0
nbformat                      5.8.0
nest-asyncio                  1.5.6
networkx                      2.8.8
neural-tangents               0.6.2
neuralprophet                 0.5.0
nfoursid                      1.0.1
nltk                          3.8.1
nose                          1.3.7
notebook                      6.5.4
notebook_shim                 0.2.2
ntlm-auth                     1.5.0
numba                         0.56.4
numerapi                      2.13.2
numexpr                       2.8.4
numpy                         1.23.5
numpydoc                      1.5.0
nvidia-cublas-cu11            11.10.3.66
nvidia-cuda-nvrtc-cu11        11.7.99
nvidia-cuda-runtime-cu11      11.7.99
nvidia-cudnn-cu11             8.5.0.96
nvidia-ml-py                  11.525.112
oauthlib                      3.2.2
openai                        0.26.5
opencensus                    0.11.2
opencensus-context            0.1.3
opencv-python                 4.7.0.72
openpyxl                      3.1.1
opt-einsum                    3.3.0
optuna                        3.1.0
orjson                        3.8.10
ortools                       9.4.1874
osqp                          0.6.2.post9
outdated                      0.2.2
packaging                     23.1
pandas                        1.5.3
pandas-datareader             0.10.0
pandas-flavor                 0.5.0
pandas-market-calendars       4.1.4
pandas-ta                     0.3.14b0
pandocfilters                 1.5.0
panel                         0.14.3
param                         1.13.0
parso                         0.8.3
partd                         1.4.0
pastel                        0.2.1
pathos                        0.3.0
pathy                         0.10.1
patsy                         0.5.3
pbr                           5.11.1
penaltymodel                  1.0.2
PennyLane                     0.29.0
PennyLane-Lightning           0.29.0
PennyLane-qiskit              0.29.0
persim                        0.3.1
pexpect                       4.8.0
pickleshare                   0.7.5
Pillow                        9.5.0
pingouin                      0.5.3
pip                           22.3.1
pkgutil_resolve_name          1.3.10
platformdirs                  3.2.0
plotly                        5.13.1
plotly-resampler              0.8.3.2
plucky                        0.4.3
pluggy                        1.0.0
ply                           3.11
pmdarima                      2.0.2
polars                        0.16.9
pox                           0.3.2
ppft                          1.7.6.6
pprofile                      2.1.0
ppscore                       1.2.0
preshed                       3.0.8
prometheus-client             0.16.0
prompt-toolkit                3.0.38
property-cached               1.6.4
prophet                       1.1.2
protobuf                      3.19.6
psutil                        5.9.5
psycopg2-binary               2.9.6
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-spy                        0.3.14
py-vollib                     1.0.1
py4j                          0.10.9.7
pyaml                         21.10.1
pyarrow                       11.0.0
pyasn1                        0.4.8
pyasn1-modules                0.2.8
pybind11                      2.10.4
pycares                       4.3.0
pycosat                       0.6.4
pycparser                     2.21
pyct                          0.5.0
pydantic                      1.10.7
pyDeprecate                   0.3.2
pydevd-pycharm                201.8538.36
pydmd                         0.4.0.post2301
pyerfa                        2.0.0.3
pyfolio                       0.9.2
pyfolio-reloaded              0.9.5
pyFUME                        0.2.25
Pygments                      2.15.1
pykalman                      0.9.5
pylev                         1.4.0
pyluach                       2.2.0
pymannkendall                 1.4.3
pymc                          5.0.2
pymdptoolbox                  4.0b3
PyMeeus                       0.5.12
PyMySQL                       1.0.3
pynndescent                   0.5.9
pyod                          1.0.9
Pyomo                         6.5.0
pyOpenSSL                     22.0.0
pyparsing                     3.0.9
pyportfolioopt                1.5.4
pyqubo                        1.3.1
pyrb                          1.0.1
pyro-api                      0.1.2
pyro-ppl                      1.8.4
pyrsistent                    0.19.3
pysimdjson                    5.0.2
PySocks                       1.7.1
pystan                        3.6.0
pytensor                      2.9.1
pytest                        7.3.1
python-dateutil               2.8.2
python-statemachine           1.0.3
pytorch-ignite                0.4.11
pytorch-lightning             1.7.4
pytz                          2023.3
pyvinecopulib                 0.6.2
pyviz-comms                   2.2.1
PyWavelets                    1.4.1
PyYAML                        6.0
pyzmq                         25.0.2
qdldl                         0.1.7
qiskit                        0.41.1
qiskit-aer                    0.11.2
qiskit-ibmq-provider          0.20.1
qiskit-terra                  0.23.2
qpd                           0.4.1
qtconsole                     5.4.2
QtPy                          2.3.1
quadprog                      0.1.11
quantecon                     0.6.0
QuantLib                      1.29
QuantStats                    0.0.59
rauth                         0.7.3
ray                           2.3.0
rectangle-packer              2.0.1
regex                         2023.3.23
requests                      2.28.1
requests-ntlm                 1.1.0
requests-oauthlib             1.3.1
retrying                      1.3.4
retworkx                      0.12.1
rich                          12.4.4
ripser                        0.6.4
Riskfolio-Lib                 4.0.3
riskparityportfolio           0.4
river                         0.14.0
rsa                           4.9
ruamel.yaml                   0.17.21
ruamel.yaml.clib              0.2.6
ruptures                      1.1.7
rustworkx                     0.12.1
SALib                         1.4.7
scikeras                      0.10.0
scikit-image                  0.19.3
scikit-learn                  1.2.1
scikit-learn-extra            0.2.0
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                           3.2.3
sdeint                        0.3.0
seaborn                       0.12.2
semantic-version              2.10.0
Send2Trash                    1.8.0
setuptools                    64.0.2
setuptools-scm                7.1.0
shap                          0.41.0
simpful                       2.10.0
simplejson                    3.19.1
simpy                         4.0.1
six                           1.16.0
sklearn-json                  0.1.0
skope-rules                   1.0.1
sktime                        0.16.1
slicer                        0.0.7
smart-open                    6.3.0
sniffio                       1.3.0
snowballstemmer               2.2.0
sortedcontainers              2.4.0
soupsieve                     2.4.1
spacy                         3.5.0
spacy-legacy                  3.0.12
spacy-loggers                 1.0.4
Sphinx                        6.1.3
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                    1.4.47
sqlglot                       11.5.5
srsly                         2.4.6
ssm                           0.0.1
stable-baselines3             1.7.0
stack-data                    0.6.2
statsforecast                 1.5.0
statsmodels                   0.13.5
stellargraph                  1.2.1
stevedore                     5.0.0
stochastic                    0.7.0
stockstats                    0.5.2
stumpy                        1.11.1
symengine                     0.10.0
sympy                         1.11.1
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                         1.7.0
tenacity                      8.2.2
tensorboard                   2.11.2
tensorboard-data-server       0.6.1
tensorboard-plugin-wit        1.8.1
tensorboardX                  2.6
tensorflow                    2.11.0
tensorflow-addons             0.19.0
tensorflow-decision-forests   1.2.0
tensorflow-estimator          2.11.0
tensorflow-hub                0.13.0
tensorflow-io-gcs-filesystem  0.32.0
tensorflow-probability        0.19.0
tensorflow-text               2.11.0
tensorly                      0.8.0
tensortrade                   1.0.3
termcolor                     2.2.0
terminado                     0.17.1
tf2jax                        0.3.3
thinc                         8.1.9
threadpoolctl                 3.1.0
thriftpy2                     0.4.16
thundergbm                    0.3.17
tick                          0.7.0.1
tifffile                      2023.4.12
tinycss2                      1.2.1
toml                          0.10.2
tomli                         2.0.1
toolz                         0.12.0
torch                         1.13.1
torch-cluster                 1.6.0
torch-geometric               2.2.0
torch-scatter                 2.1.0
torch-sparse                  0.6.16
torch-spline-conv             1.2.1
torchmetrics                  0.9.3
torchvision                   0.14.1
tornado                       6.3
tqdm                          4.64.1
trace-updater                 0.0.9.1
trading-calendars             2.1.1
traitlets                     5.9.0
treeinterpreter               0.2.3
triad                         0.8.6
tsfresh                       0.20.0
tslearn                       0.5.3.2
tweepy                        4.10.0
typeguard                     3.0.2
typer                         0.3.2
typing_extensions             4.5.0
umap-learn                    0.5.3
urllib3                       1.26.14
virtualenv                    20.21.0
wasabi                        1.1.1
wcwidth                       0.2.6
webargs                       8.2.0
webencodings                  0.5.1
websocket-client              1.5.1
websockets                    10.4
Werkzeug                      2.2.3
wheel                         0.37.1
widgetsnbextension            4.0.7
wordcloud                     1.8.2.2
wrapt                         1.14.1
wrds                          3.1.6
wurlitzer                     3.0.3
xarray                        2023.1.0
xarray-einstats               0.5.1
xgboost                       1.7.4
xlrd                          2.0.1
XlsxWriter                    3.1.0
yarl                          1.8.2
yellowbrick                   1.5
yfinance                      0.2.18
zict                          3.0.0
zipp                          3.15.0
zope.event                    4.6
zope.interface                6.0
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
FSharp.Core                          4.5.2
MathNet.Numerics                     4.15.0
McMaster.Extensions.CommandLineUtils 2.6.0
Microsoft.IO.RecyclableMemoryStream  2.3.1
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                                1.12.0
QuantConnect.pythonnet               2.0.18
RestSharp                            106.12.0
SharpZipLib                          1.3.3
System.ComponentModel.Composition    6.0.0

Pomegranate Environment Libraries

The Pomegranate environment cannot be selected on C# projects.

The Pomegranate environment supports the following libraries:

# Name                        Version
absl-py                       1.4.0
adagio                        0.2.4
aesara                        2.8.12
aiodns                        3.0.0
aiohttp                       3.8.4
aiohttp-cors                  0.7.0
aiosignal                     1.3.1
alabaster                     0.7.13
ale-py                        0.7.4
alembic                       1.10.3
alpaca-trade-api              0.26
alphalens-reloaded            0.4.3
altair                        4.2.2
ansi2html                     1.8.0
antlr4-python3-runtime        4.11.1
anyio                         3.6.2
appdirs                       1.4.4
arch                          5.3.1
argon2-cffi                   21.3.0
argon2-cffi-bindings          21.2.0
arviz                         0.15.1
astropy                       5.2.1
asttokens                     2.2.1
astunparse                    1.6.3
async-timeout                 4.0.2
asyncio-nats-client           0.11.5
attrs                         23.1.0
autograd                      1.5
autokeras                     1.1.0
autoray                       0.6.3
AutoROM                       0.4.2
AutoROM.accept-rom-license    0.6.1
ax-platform                   0.3.0
Babel                         2.12.1
backcall                      0.2.0
bayesian-optimization         1.4.2
beautifulsoup4                4.11.2
bleach                        6.0.0
blessed                       1.20.0
blis                          0.7.9
blosc2                        2.0.0
bokeh                         2.4.3
boltons                       23.0.0
botorch                       0.8.2
Bottleneck                    1.3.7
brotlipy                      0.7.0
cachetools                    5.3.0
captum                        0.6.0
catalogue                     2.0.8
catboost                      1.1.1
category-encoders             2.6.0
ccxt                          3.0.72
certifi                       2022.12.7
cffi                          1.15.1
chardet                       5.1.0
charset-normalizer            2.0.4
check-shapes                  1.0.0
click                         7.1.2
clikit                        0.6.2
cloudpickle                   2.2.1
cmaes                         0.9.1
cmdstanpy                     1.1.0
colorama                      0.4.6
colorcet                      3.0.1
colorful                      0.5.5
colorlog                      6.7.0
colorlover                    0.3.0
colour                        0.1.5
comm                          0.1.3
commonmark                    0.9.1
conda                         23.3.1
conda-content-trust           0.1.3
conda-package-handling        2.0.2
conda_package_streaming       0.7.0
confection                    0.0.4
cons                          0.4.5
contourpy                     1.0.7
convertdate                   2.4.0
copulae                       0.7.7
copulas                       0.8.0
cramjam                       2.6.2
crashtest                     0.3.1
creme                         0.6.1
cryptography                  38.0.4
cufflinks                     0.17.3
cvxopt                        1.3.0
cvxpy                         1.3.0
cycler                        0.11.0
cymem                         2.0.7
Cython                        0.29.33
darts                         0.23.1
dash                          2.9.3
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
deap                          1.3.3
debugpy                       1.5.1
decorator                     5.1.1
defusedxml                    0.7.1
Deprecated                    1.2.13
dgl                           1.0.1
dill                          0.3.6
dimod                         0.12.3
diskcache                     5.6.1
distlib                       0.3.6
distributed                   2021.4.1
dm-tree                       0.1.8
docutils                      0.19
DoubleML                      0.5.2
dtreeviz                      2.2.1
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
EMD-signal                    1.4.0
empyrical                     0.5.5
empyrical-reloaded            0.5.9
en-core-web-md                3.5.0
en-core-web-sm                3.5.0
entrypoints                   0.4
ephem                         4.1.4
et-xmlfile                    1.1.0
etuples                       0.3.8
exceptiongroup                1.1.1
exchange-calendars            4.2.6
executing                     1.2.0
ezyrb                         1.3.0.post2304
fastai                        2.7.11
fastai2                       0.0.30
fastcore                      1.5.29
fastdownload                  0.0.7
fasteners                     0.18
fastjsonschema                2.16.3
fastparquet                   2023.2.0
fastprogress                  1.0.3
fasttext                      0.9.2
featuretools                  0.23.1
filelock                      3.12.0
findiff                       0.9.2
finrl                         0.3.1
FixedEffectModel              0.0.5
Flask                         2.0.3
flatbuffers                   23.3.3
fonttools                     4.39.3
fracdiff                      0.9.0
frozendict                    2.3.7
frozenlist                    1.3.3
fs                            2.4.16
fsspec                        2023.4.0
fst-pso                       1.8.1
fugue                         0.8.3
fugue-sql-antlr               0.1.6
future                        0.18.3
fuzzy-c-means                 1.6.3
FuzzyTM                       2.0.5
gast                          0.4.0
gensim                        4.3.0
gevent                        22.10.2
gluonts                       0.12.3
google-api-core               2.11.0
google-auth                   2.17.3
google-auth-oauthlib          0.4.6
google-pasta                  0.2.0
googleapis-common-protos      1.59.0
gpflow                        2.7.0
gplearn                       0.4.2
gpustat                       1.1
GPUtil                        1.4.0
gpytorch                      1.9.1
graphviz                      0.8.4
greenlet                      2.0.2
grpcio                        1.54.0
gym                           0.21.0
Gymnasium                     0.26.3
gymnasium-notices             0.0.1
h2o                           3.40.0.1
h5netcdf                      1.1.0
h5py                          3.8.0
hijri-converter               2.2.4
hmmlearn                      0.2.8
holidays                      0.23
holoviews                     1.15.4
homebase                      1.0.1
hopcroftkarp                  1.2.5
html5lib                      1.1
httpstan                      4.9.1
hurst                         0.0.5
hvplot                        0.8.2
hyperopt                      0.2.7
idna                          3.4
iisignature                   0.24
ijson                         3.2.0.post0
imageio                       2.27.0
imagesize                     1.4.1
imbalanced-learn              0.10.1
importlib-metadata            4.13.0
importlib-resources           5.12.0
iniconfig                     2.0.0
injector                      0.20.1
interpret                     0.3.0
interpret-core                0.3.2
ipykernel                     6.22.0
ipython                       8.12.0
ipython-genutils              0.2.0
ipywidgets                    8.0.4
itsdangerous                  2.1.2
jax                           0.4.4
jaxlib                        0.4.4
jedi                          0.18.2
Jinja2                        3.1.2
joblib                        1.2.0
jqdatasdk                     1.8.11
json5                         0.9.11
jsonpatch                     1.32
jsonpointer                   2.0
jsonschema                    4.17.3
jupyter                       1.0.0
jupyter-bokeh                 3.0.5
jupyter-console               6.6.3
jupyter-dash                  0.4.2
jupyter-resource-usage        0.7.2
jupyter-server                1.24.0
jupyter_client                8.2.0
jupyter_core                  5.3.0
jupyterlab                    3.4.4
jupyterlab-pygments           0.2.2
jupyterlab-widgets            3.0.7
jupyterlab_server             2.22.1
keract                        4.5.1
keras                         2.11.0
keras-nlp                     0.4.1
keras-rl                      0.4.2
keras-tuner                   1.3.5
kiwisolver                    1.4.4
kmapper                       2.0.1
korean-lunar-calendar         0.3.1
kt-legacy                     1.0.5
langcodes                     3.3.0
lark                          1.1.5
lazy_loader                   0.2
lazypredict                   0.2.12
libclang                      16.0.0
lightgbm                      3.3.5
lime                          0.2.0.1
line-profiler                 4.0.2
linear-operator               0.3.0
littleutils                   0.2.2
livelossplot                  0.5.5
llvmlite                      0.38.1
locket                        1.0.0
logical-unification           0.4.5
LunarCalendar                 0.0.9
lxml                          4.9.2
lz4                           4.3.2
Mako                          1.2.4
Markdown                      3.4.3
MarkupSafe                    2.1.2
marshmallow                   3.19.0
matplotlib                    3.7.0
matplotlib-inline             0.1.6
miniful                       0.0.6
miniKanren                    1.0.3
minorminer                    0.2.9
mistune                       2.0.5
mljar-supervised              0.11.5
mlxtend                       0.21.0
mmh3                          2.5.1
modin                         0.18.1
mpi4py                        3.1.4
mplfinance                    0.12.9b7
mpmath                        1.2.1
msgpack                       1.0.4
mthree                        2.4.0
multidict                     6.0.4
multipledispatch              0.6.0
multiprocess                  0.70.14
multitasking                  0.0.11
murmurhash                    1.0.9
mxnet                         1.9.1
nbclassic                     0.5.5
nbclient                      0.7.3
nbconvert                     7.3.1
nbeats-keras                  1.8.0
nbeats-pytorch                1.8.0
nbformat                      5.8.0
nest-asyncio                  1.5.6
networkx                      2.8.8
neural-tangents               0.6.2
neuralprophet                 0.5.0
nfoursid                      1.0.1
nltk                          3.8.1
nose                          1.3.7
notebook                      6.5.4
notebook_shim                 0.2.2
ntlm-auth                     1.5.0
numba                         0.55.1
numerapi                      2.13.2
numexpr                       2.8.4
numpy                         1.21.5
numpydoc                      1.5.0
nvidia-cublas-cu11            11.10.3.66
nvidia-cuda-nvrtc-cu11        11.7.99
nvidia-cuda-runtime-cu11      11.7.99
nvidia-cudnn-cu11             8.5.0.96
nvidia-ml-py                  11.525.112
oauthlib                      3.2.2
openai                        0.26.5
opencensus                    0.11.2
opencensus-context            0.1.3
opencv-python                 4.7.0.72
openpyxl                      3.1.1
opt-einsum                    3.3.0
optuna                        3.1.0
orjson                        3.8.10
ortools                       9.4.1874
osqp                          0.6.2.post9
outdated                      0.2.2
packaging                     23.1
pandas                        1.5.3
pandas-datareader             0.10.0
pandas-flavor                 0.5.0
pandas-market-calendars       4.1.4
pandas-ta                     0.3.14b0
pandocfilters                 1.5.0
panel                         0.14.3
param                         1.13.0
parso                         0.8.3
partd                         1.4.0
pastel                        0.2.1
pathos                        0.3.0
pathy                         0.10.1
patsy                         0.5.3
pbr                           5.11.1
penaltymodel                  1.0.2
PennyLane                     0.29.0
PennyLane-Lightning           0.29.0
PennyLane-qiskit              0.29.0
persim                        0.3.1
pexpect                       4.8.0
pickleshare                   0.7.5
Pillow                        9.5.0
pingouin                      0.5.3
pip                           22.0.4
pkgutil_resolve_name          1.3.10
platformdirs                  3.2.0
plotly                        5.13.1
plotly-resampler              0.8.3.2
plucky                        0.4.3
pluggy                        1.0.0
ply                           3.11
pmdarima                      2.0.2
polars                        0.16.9
pomegranate                   0.14.8
pox                           0.3.2
ppft                          1.7.6.6
pprofile                      2.1.0
ppscore                       1.2.0
preshed                       3.0.8
prometheus-client             0.16.0
prompt-toolkit                3.0.38
property-cached               1.6.4
prophet                       1.1.2
protobuf                      3.19.6
psutil                        5.9.5
psycopg2-binary               2.9.6
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-spy                        0.3.14
py-vollib                     1.0.1
py4j                          0.10.9.7
pyaml                         21.10.1
pyarrow                       11.0.0
pyasn1                        0.4.8
pyasn1-modules                0.2.8
pybind11                      2.10.4
pycares                       4.3.0
pycosat                       0.6.4
pycparser                     2.21
pyct                          0.5.0
pydantic                      1.10.7
pyDeprecate                   0.3.2
pydevd-pycharm                201.8538.36
pydmd                         0.4.0.post2301
pyerfa                        2.0.0.3
pyfolio                       0.9.2
pyfolio-reloaded              0.9.5
pyFUME                        0.2.25
Pygments                      2.15.1
pykalman                      0.9.5
pylev                         1.4.0
pyluach                       2.2.0
pymannkendall                 1.4.3
pymc                          5.0.2
pymdptoolbox                  4.0b3
PyMeeus                       0.5.12
PyMySQL                       1.0.3
pynndescent                   0.5.9
pyod                          1.0.9
Pyomo                         6.5.0
pyOpenSSL                     22.0.0
pyparsing                     3.0.9
pyportfolioopt                1.5.4
pyqubo                        1.3.1
pyrb                          1.0.1
pyro-api                      0.1.2
pyro-ppl                      1.8.4
pyrsistent                    0.19.3
pysimdjson                    5.0.2
PySocks                       1.7.1
pystan                        3.6.0
pytensor                      2.9.1
pytest                        7.3.1
python-dateutil               2.8.2
python-statemachine           1.0.3
pytorch-ignite                0.4.11
pytorch-lightning             1.7.4
pytz                          2023.3
pyvinecopulib                 0.6.2
pyviz-comms                   2.2.1
PyWavelets                    1.4.1
PyYAML                        6.0
pyzmq                         25.0.2
qdldl                         0.1.7
qiskit                        0.41.1
qiskit-aer                    0.11.2
qiskit-ibmq-provider          0.20.1
qiskit-terra                  0.23.2
qpd                           0.4.1
qtconsole                     5.4.2
QtPy                          2.3.1
quadprog                      0.1.11
quantecon                     0.6.0
QuantLib                      1.29
QuantStats                    0.0.59
rauth                         0.7.3
ray                           2.3.0
rectangle-packer              2.0.1
regex                         2023.3.23
requests                      2.28.1
requests-ntlm                 1.1.0
requests-oauthlib             1.3.1
retrying                      1.3.4
retworkx                      0.12.1
rich                          12.4.4
ripser                        0.6.4
Riskfolio-Lib                 4.0.3
riskparityportfolio           0.4
river                         0.14.0
rsa                           4.9
ruamel.yaml                   0.17.21
ruamel.yaml.clib              0.2.6
ruptures                      1.1.7
rustworkx                     0.12.1
SALib                         1.4.7
scikeras                      0.10.0
scikit-image                  0.19.3
scikit-learn                  1.2.1
scikit-learn-extra            0.2.0
scikit-multiflow              0.5.3
scikit-optimize               0.9.0
scikit-plot                   0.3.7
scikit-tda                    1.0.0
scipy                         1.8.0
scs                           3.2.3
sdeint                        0.3.0
seaborn                       0.12.2
semantic-version              2.10.0
Send2Trash                    1.8.0
setuptools                    56.0.0
setuptools-scm                7.1.0
shap                          0.41.0
simpful                       2.10.0
simplejson                    3.19.1
simpy                         4.0.1
six                           1.16.0
sklearn-json                  0.1.0
skope-rules                   1.0.1
sktime                        0.16.1
slicer                        0.0.7
smart-open                    6.3.0
sniffio                       1.3.0
snowballstemmer               2.2.0
sortedcontainers              2.4.0
soupsieve                     2.4.1
spacy                         3.5.0
spacy-legacy                  3.0.12
spacy-loggers                 1.0.4
Sphinx                        6.1.3
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                    1.4.47
sqlglot                       11.5.5
srsly                         2.4.6
ssm                           0.0.1
stable-baselines3             1.7.0
stack-data                    0.6.2
statsforecast                 1.5.0
statsmodels                   0.13.5
stellargraph                  1.2.1
stevedore                     5.0.0
stochastic                    0.7.0
stockstats                    0.5.2
stumpy                        1.11.1
symengine                     0.10.0
sympy                         1.11.1
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                         1.7.0
tenacity                      8.2.2
tensorboard                   2.11.2
tensorboard-data-server       0.6.1
tensorboard-plugin-wit        1.8.1
tensorboardX                  2.6
tensorflow                    2.11.0
tensorflow-addons             0.19.0
tensorflow-decision-forests   1.2.0
tensorflow-estimator          2.11.0
tensorflow-hub                0.13.0
tensorflow-io-gcs-filesystem  0.32.0
tensorflow-probability        0.19.0
tensorflow-text               2.11.0
tensorly                      0.8.0
tensortrade                   1.0.3
termcolor                     2.2.0
terminado                     0.17.1
tf2jax                        0.3.3
thinc                         8.1.9
threadpoolctl                 3.1.0
thriftpy2                     0.4.16
thundergbm                    0.3.17
tick                          0.7.0.1
tifffile                      2023.4.12
tigramite                     5.1.0.3
tinycss2                      1.2.1
toml                          0.10.2
tomli                         2.0.1
toolz                         0.12.0
torch                         1.13.1
torch-cluster                 1.6.0
torch-geometric               2.2.0
torch-scatter                 2.1.0
torch-sparse                  0.6.16
torch-spline-conv             1.2.1
torchmetrics                  0.9.3
torchvision                   0.14.1
tornado                       6.3
tqdm                          4.64.1
trace-updater                 0.0.9.1
trading-calendars             2.1.1
traitlets                     5.9.0
treeinterpreter               0.2.3
triad                         0.8.6
tsfresh                       0.20.0
tslearn                       0.5.3.2
tweepy                        4.10.0
typeguard                     3.0.2
typer                         0.3.2
typing_extensions             4.5.0
umap-learn                    0.5.3
urllib3                       1.26.14
virtualenv                    20.21.0
wasabi                        1.1.1
wcwidth                       0.2.6
webargs                       8.2.0
webencodings                  0.5.1
websocket-client              1.5.1
websockets                    10.4
Werkzeug                      2.2.3
wheel                         0.37.1
widgetsnbextension            4.0.7
wordcloud                     1.8.2.2
wrapt                         1.14.1
wrds                          3.1.6
wurlitzer                     3.0.3
xarray                        2023.1.0
xarray-einstats               0.5.1
xgboost                       1.7.4
xlrd                          2.0.1
XlsxWriter                    3.1.0
yarl                          1.8.2
yellowbrick                   1.5
yfinance                      0.2.18
zict                          3.0.0
zipp                          3.15.0
zope.event                    4.6
zope.interface                6.0
zstandard                     0.18.0

Hudson & Thames Environment

The Hudson & Thames environment cannot be selected on C# projects.

The Hudson & Thames environment supports the following libraries:

# Name                       Version
absl-py                      1.3.0
analytics-python             1.4.0
ansi2html                    1.8.0
anyio                        3.6.2
appdirs                      1.4.4
arch                         4.16.1
argon2-cffi                  21.3.0
argon2-cffi-bindings         21.2.0
asttokens                    2.2.1
astunparse                   1.6.3
attrs                        22.2.0
Babel                        2.11.0
backcall                     0.2.0
backoff                      1.10.0
beautifulsoup4               4.11.1
bleach                       5.0.1
Brotli                       1.0.9
bs4                          0.0.1
cachetools                   5.2.0
certifi                      2022.12.7
cffi                         1.15.1
charset-normalizer           2.1.1
click                        8.1.3
cloudpickle                  2.2.0
clr-loader                   0.1.6
comm                         0.1.2
cramjam                      2.6.2
cssselect                    1.2.0
cvxpy                        1.2.0
cycler                       0.11.0
Cython                       0.29.28
dash                         1.21.0
dash-bootstrap-components    0.13.1
dash-core-components         1.17.1
dash-cytoscape               0.2.0
dash-html-components         1.1.4
dash-table                   4.12.0
dask                         2022.12.1
debugpy                      1.6.4
decorator                    4.4.2
defusedxml                   0.7.1
distributed                  2022.12.1
ecos                         2.0.12
entrypoints                  0.4
executing                    1.2.0
fake-useragent               1.1.1
fastjsonschema               2.16.2
fastparquet                  0.8.1
Flask                        2.1.3
Flask-Compress               1.13
flatbuffers                  22.12.6
fsspec                       2022.11.0
future                       0.18.2
gast                         0.5.3
getmac                       0.8.3
google-auth                  2.15.0
google-auth-oauthlib         0.4.6
google-pasta                 0.2.0
grpcio                       1.51.1
h5py                         3.7.0
HeapDict                     1.0.1
ht-auth                      0.1.0
idna                         3.4
importlib-metadata           5.2.0
importlib-resources          5.10.1
ipykernel                    6.19.4
ipython                      8.7.0
ipython-genutils             0.2.0
itsdangerous                 2.1.2
jedi                         0.18.2
Jinja2                       3.1.2
joblib                       1.2.0
json5                        0.9.10
jsonschema                   4.17.3
jupyter_client               7.4.8
jupyter_core                 5.1.1
jupyter-dash                 0.4.2
jupyter-server               1.23.4
jupyterlab                   3.4.4
jupyterlab-pygments          0.2.2
jupyterlab_server            2.17.0
keras                        2.8.0
Keras-Preprocessing          1.1.2
kiwisolver                   1.4.4
libclang                     14.0.6
llvmlite                     0.39.1
locket                       1.0.0
lxml                         4.6.2
Markdown                     3.4.1
MarkupSafe                   2.1.1
matplotlib                   3.4.3
matplotlib-inline            0.1.6
matrixprofile                1.1.10
mistune                      2.0.4
mlfinlab                     1.6.0
monotonic                    1.6
mpmath                       1.2.1
msgpack                      1.0.4
multitasking                 0.0.11
nbclassic                    0.4.8
nbclient                     0.7.2
nbconvert                    7.2.7
nbformat                     5.7.1
nest-asyncio                 1.5.6
networkx                     2.5.1
notebook                     6.5.2
notebook_shim                0.2.2
numba                        0.56.4
numpy                        1.20.1
oauthlib                     3.2.2
opt-einsum                   3.3.0
osqp                         0.6.2.post8
packaging                    22.0
pandas                       1.1.5
pandocfilters                1.5.0
parse                        1.19.0
parso                        0.8.3
partd                        1.3.0
patsy                        0.5.3
pexpect                      4.8.0
pickleshare                  0.7.5
Pillow                       9.3.0
pip                          22.0.4
pkgutil_resolve_name         1.3.10
platformdirs                 2.6.1
plotly                       5.11.0
pmdarima                     1.8.5
POT                          0.8.2
prometheus-client            0.15.0
prompt-toolkit               3.0.36
property-cached              1.6.4
protobuf                     3.11.2
psutil                       5.9.4
ptyprocess                   0.7.0
pure-eval                    0.2.2
pyasn1                       0.4.8
pyasn1-modules               0.2.8
pybind11                     2.10.1
pycparser                    2.21
pyee                         8.2.2
Pygments                     2.13.0
pykalman                     0.9.5
pyparsing                    3.0.9
pyppeteer                    1.0.2
pyquery                      2.0.0
pyrsistent                   0.19.2
python-dateutil              2.8.2
pytz                         2022.7
pyvinecopulib                0.5.5
PyYAML                       6.0
pyzmq                        24.0.1
qdldl                        0.1.5.post2
requests                     2.28.1
requests-html                0.10.0
requests-oauthlib            1.3.1
retrying                     1.3.4
rsa                          4.9
scikit-learn                 0.24.2
scipy                        1.9.3
scs                          3.2.0
seaborn                      0.11.1
Send2Trash                   1.8.0
setuptools                   56.0.0
setuptools-scm               7.1.0
six                          1.16.0
sniffio                      1.3.0
sortedcontainers             2.4.0
soupsieve                    2.3.2.post1
stack-data                   0.6.2
statsmodels                  0.13.5
stumpy                       1.11.1
TA-Lib                       0.4.18
tblib                        1.7.0
tenacity                     8.1.0
tensorboard                  2.8.0
tensorboard-data-server      0.6.1
tensorboard-plugin-wit       1.8.1
tensorflow                   2.8.0
tensorflow-io-gcs-filesystem 0.29.0
termcolor                    2.1.1
terminado                    0.17.1
tf-estimator-nightly         2.8.0.dev2021122109
threadpoolctl                3.1.0
tinycss2                     1.2.1
tomli                        2.0.1
toolz                        0.12.0
tornado                      6.2
tqdm                         4.64.1
traitlets                    5.8.0
tsfresh                      0.19.0
typing_extensions            4.4.0
urllib3                      1.26.13
w3lib                        2.1.1
wcwidth                      0.2.5
webencodings                 0.5.1
websocket-client             1.4.2
websockets                   10.4
Werkzeug                     2.0.0
wheel                        0.38.4
wrapt                        1.14.1
yahoo-fin                    0.8.6
yfinance                     0.1.63
zict                         2.2.0
zipp                         3.11.0    

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.

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

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