Key Concepts

Libraries

Introduction

Libraries are third-party software repositories 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.

We 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. We've bundled together different sets of libraries into distinct cloud environments. To use the libraries of an environment, set the environment in your project and then 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
Accord                               3.6.0
Accord.Audio                         3.6.0
Accord.Fuzzy                         3.6.0
Accord.Genetic                       3.6.0
Accord.MachineLearning               3.6.0
Accord.MachineLearning.GPL           3.6.0
Accord.Math                          3.6.0
Accord.Statistics                    3.6.0
Catalyst                             1.0.31087
Catalyst.Models.English              1.0.30952
CloneExtensions                      1.3.0
CNTK.CPUOnly                         2.8.0-rc0.dev20200201
CoinAPI.WebSocket.V1                 1.6.7
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
Google.OrTools                       9.4.1874
IQFeed.CSharpApiClient               2.5.1
LaunchDarkly.EventSource             3.3.2
LibTopoART                           0.96.0
MathNet.Filtering                    0.7.0
MathNet.Filtering.Kalman             0.7.0
MathNet.Numerics                     4.15.0
MathNet.Spatial                      0.6.0
McMaster.Extensions.CommandLineUtils 2.6.0
Microsoft.Data.Analysis              0.19.1
Microsoft.IO.RecyclableMemoryStream  2.2.0
Microsoft.ML                         1.7.1
Microsoft.ML.CpuMath                 1.7.1
Microsoft.ML.DataView                1.7.1
Microsoft.ML.Ensemble                0.19.1
Microsoft.ML.FastTree                1.7.1
Microsoft.ML.LightGbm                1.7.1
Microsoft.ML.Mkl.Components          1.7.1
Microsoft.ML.OnnxRuntime             1.12.1
Microsoft.ML.TensorFlow              1.7.1
Microsoft.ML.TimeSeries              1.7.1
Microsoft.NET.Test.Sdk               16.9.4
Microsoft.TestPlatform.ObjectModel   16.9.4
Moq                                  4.16.1
NetMQ                                4.0.1.6
Newtonsoft.Json                      12.0.3
NodaTime                             3.0.5
NumSharp                             0.30.0
NUnit                                3.13.3
NUnit3TestAdapter                    4.2.1
Plotly.NET                           3.0.1
Plotly.NET.Interactive               3.0.2
protobuf-net                         3.0.29
QLNet                                1.12.0
QuantConnect.pythonnet               2.0.17
R.NET                                1.9.0
RestSharp                            106.12.0
SharpLearning.AdaBoost               0.31.8
SharpLearning.Common.Interfaces      0.31.8
SharpLearning.Containers             0.31.8
SharpLearning.CrossValidation        0.31.8
SharpLearning.DecisionTrees          0.31.8
SharpLearning.Ensemble               0.31.8
SharpLearning.FeatureTransformations 0.31.8
SharpLearning.GradientBoost          0.31.8
SharpLearning.InputOutput            0.31.8
SharpLearning.Metrics                0.31.8
SharpLearning.Neural                 0.31.8
SharpLearning.Optimization           0.31.8
SharpLearning.RandomForest           0.31.8
SharpLearning.XGBoost                0.31.8
SharpNeatLib                         2.4.4
SharpZipLib                          1.3.3
System.ComponentModel.Composition    6.0.0
TensorFlow.Keras                     0.7.0
TensorFlow.NET                       0.70.1
# Name                       Version
absl-py                      1.2.0
aeppl                        0.0.33
aesara                       2.7.9
aiosignal                    1.2.0
alembic                      1.8.1
anyio                        3.6.1
appdirs                      1.4.4
arch                         5.3.1
argon2-cffi                  21.3.0
argon2-cffi-bindings         21.2.0
arviz                        0.12.1
asn1crypto                   1.5.1
astropy                      5.1
asttokens                    2.0.8
astunparse                   1.6.3
attrs                        22.1.0
autograd                     1.4
autopage                     0.5.1
autoray                      0.3.2
ax-platform                  0.2.6
Babel                        2.10.3
backcall                     0.2.0
backports.zoneinfo           0.2.1
bayesian-optimization        1.2.0
beautifulsoup4               4.11.1
bleach                       5.0.1
blis                         0.7.8
botorch                      0.6.6
brotlipy                     0.7.0
cachetools                   5.2.0
catalogue                    2.0.8
catboost                     1.0.6
certifi                      2022.6.15
cffi                         1.15.1
cftime                       1.6.1
chardet                      4.0.0
charset-normalizer           2.0.4
click                        8.0.4
cliff                        4.0.0
cloudpickle                  2.1.0
cmaes                        0.8.2
cmd2                         2.4.2
cmdstanpy                    1.0.4
colorlog                     6.6.0
colorlover                   0.3.0
conda                        4.14.0
conda-package-handling       1.8.1
cons                         0.4.5
convertdate                  2.4.0
copulae                      0.7.7
copulas                      0.7.0
creme                        0.6.1
cryptography                 37.0.1
cufflinks                    0.17.3
cvxopt                       1.3.0
cvxpy                        1.2.1
cycler                       0.11.0
cymem                        2.0.6
Cython                       0.29.30
dask                         2022.8.1
deap                         1.3.3
debugpy                      1.5.1
decorator                    5.1.1
defusedxml                   0.7.1
Deprecated                   1.2.13
dgl                          0.9.0
dill                         0.3.5.1
distlib                      0.3.5
distributed                  2022.8.1
dm-tree                      0.1.7
docutils                     0.19
dtw-python                   1.2.2
dx                           0.1.22
ecos                         2.0.10
entrypoints                  0.4
ephem                        4.1.3
etils                        0.7.1
etuples                      0.3.5
exchange-calendars           4.2
executing                    0.10.0
fastai                       2.7.7
fastai2                      0.0.30
fastcore                     1.5.21
fastdownload                 0.0.7
fastjsonschema               2.16.1
fastprogress                 1.0.3
fasttext                     0.9.2
featuretools                 0.18.1
filelock                     3.8.0
findiff                      0.9.2
flatbuffers                  1.12
fonttools                    4.36.0
frozendict                   2.3.4
frozenlist                   1.3.1
fsspec                       2022.7.1
future                       0.18.2
gast                         0.4.0
gensim                       4.2.0
gluonts                      0.7.7
google-auth                  2.11.0
google-auth-oauthlib         0.4.6
google-pasta                 0.2.0
gplearn                      0.4.2
gpytorch                     1.8.1
graphviz                     0.8.4
greenlet                     1.1.2
grpcio                       1.43.0
gym                          0.25.1
gym-notices                  0.0.8
h2o                          3.36.1.4
h5py                         3.7.0
HeapDict                     1.0.1
hijri-converter              2.2.4
hmmlearn                     0.2.7
holidays                     0.15
hopcroftkarp                 1.2.5
hyperopt                     0.2.7
idna                         3.3
importlib-metadata           4.12.0
importlib-resources          5.9.0
ipykernel                    6.15.1
ipython                      8.4.0
ipython-genutils             0.2.0
ipywidgets                   8.0.0rc1
jax                          0.3.16
jaxlib                       0.3.15
jedi                         0.18.1
Jinja2                       3.1.2
joblib                       1.1.0
json5                        0.9.10
jsonschema                   4.9.1
jupyter-client               7.3.4
jupyter-core                 4.11.1
jupyter-server               1.18.1
jupyterlab                   3.4.4
jupyterlab-pygments          0.2.2
jupyterlab-server            2.15.0
jupyterlab-widgets           3.0.2
keras                        2.9.0
Keras-Preprocessing          1.1.2
keras-rl                     0.4.2
kiwisolver                   1.4.4
kmapper                      2.0.1
korean-lunar-calendar        0.2.1
langcodes                    3.3.0
lazy_loader                  0.1rc2
libclang                     14.0.6
lightgbm                     3.3.2
littleutils                  0.2.2
llvmlite                     0.39.0
locket                       1.0.0
logical-unification          0.4.5
LunarCalendar                0.0.9
lxml                         4.9.1
Mako                         1.2.1
Markdown                     3.4.1
MarkupSafe                   2.1.1
matplotlib                   3.5.3
matplotlib-inline            0.1.6
miniKanren                   1.0.3
mistune                      2.0.4
mmh3                         2.5.1
mpi4py                       3.1.3
mplfinance                   0.12.9b1
mpmath                       1.2.1
msgpack                      1.0.4
multipledispatch             0.6.0
murmurhash                   1.0.8
mxnet                        1.9.1
nbclassic                    0.4.3
nbclient                     0.6.6
nbconvert                    7.0.0
nbeats-keras                 1.7.0
nbeats-pytorch               1.6.0
nbformat                     5.4.0
nest-asyncio                 1.5.5
netCDF4                      1.6.0
networkx                     2.8.6
neural-tangents              0.6.0
ninja                        1.10.2.3
nltk                         3.7
notebook                     6.4.12
notebook-shim                0.1.0
numba                        0.56.0
numpy                        1.22.4
oauthlib                     3.2.0
opt-einsum                   3.3.0
optuna                       2.10.1
osqp                         0.6.2.post5
outdated                     0.2.1
packaging                    21.3
pandas                       1.4.3
pandas-flavor                0.3.0
pandas-market-calendars      3.5
pandocfilters                1.5.0
parso                        0.8.3
partd                        1.3.0
pathy                        0.6.2
patsy                        0.5.2
pbr                          5.10.0
PennyLane                    0.25.1
PennyLane-Lightning          0.25.0
persim                       0.3.1
pexpect                      4.8.0
pickleshare                  0.7.5
Pillow                       9.2.0
pingouin                     0.5.2
pip                          22.2.2
pkgutil_resolve_name         1.3.10
platformdirs                 2.5.2
plotly                       5.9.0
pmdarima                     1.8.5
ppscore                      1.2.0
preshed                      3.0.7
prettytable                  3.3.0
prometheus-client            0.14.1
prompt-toolkit               3.0.30
property-cached              1.6.4
prophet                      1.1
protobuf                     3.19.4
psutil                       5.9.1
ptvsd                        4.3.2
ptyprocess                   0.7.0
PuLP                         2.6.0
pure-eval                    0.2.2
py4j                         0.10.9.7
pyaml                        21.10.1
pyasn1                       0.4.8
pyasn1-modules               0.2.8
pybind11                     2.10.0
pycosat                      0.6.3
pycparser                    2.21
pydantic                     1.9.2
pydevd-pycharm               201.8538.36
pyerfa                       2.0.0.1
Pygments                     2.13.0
pykalman                     0.9.5
pyluach                      2.0.0
pymc                         4.1.4
PyMeeus                      0.5.11
pynndescent                  0.5.7
pyOpenSSL                    22.0.0
pyparsing                    3.0.9
pyperclip                    1.8.2
pyportfolioopt               1.5.1
pyrb                         1.0.1
pyro-api                     0.1.2
pyro-ppl                     1.8.1
pyrsistent                   0.18.1
PySocks                      1.7.1
python-dateutil              2.8.2
pytz                         2022.2.1
pytz-deprecation-shim        0.1.0.post0
PyWavelets                   1.3.0
PyYAML                       6.0
pyzmq                        23.2.1
qdldl                        0.1.5.post2
quadprog                     0.1.11
quantecon                    0.5.3
QuantLib                     1.27
rauth                        0.7.3
ray                          1.13.0
regex                        2022.8.17
requests                     2.28.1
requests-oauthlib            1.3.1
retworkx                     0.11.0
ripser                       0.6.4
Riskfolio-Lib                3.3.0
riskparityportfolio          0.3
rpy2                         3.5.3
rsa                          4.9
ruamel-yaml-conda            0.15.100
ruptures                     1.1.7
scikit-learn                 1.0.2
scikit-learn-extra           0.2.0
scikit-multiflow             0.5.3
scikit-optimize              0.9.0
scikit-tda                   1.0.0
scipy                        1.8.1
scs                          3.2.0
sdeint                       0.3.0
seaborn                      0.11.2
semantic-version             2.10.0
Send2Trash                   1.8.0
setuptools                   61.2.0
setuptools-git               1.2
simpy                        4.0.1
six                          1.16.0
sklearn-json                 0.1.0
sktime                       0.13.1
smart-open                   5.2.1
sniffio                      1.2.0
sortedcontainers             2.4.0
soupsieve                    2.3.2.post1
spacy                        3.4.1
spacy-legacy                 3.0.10
spacy-loggers                1.0.3
SQLAlchemy                   1.4.40
srsly                        2.4.4
ssm                          0.0.1
stack-data                   0.4.0
statsmodels                  0.13.2
stevedore                    4.0.0
sympy                        1.10.1
ta                           0.10.1
TA-Lib                       0.4.18
tabulate                     0.8.10
tadasets                     0.0.4
tblib                        1.7.0
tenacity                     8.0.1
tensorboard                  2.9.1
tensorboard-data-server      0.6.1
tensorboard-plugin-wit       1.8.1
tensorflow                   2.9.1
tensorflow-estimator         2.9.0
tensorflow-io-gcs-filesystem 0.26.0
termcolor                    1.1.0
terminado                    0.15.0
tf2jax                       0.3.1
thinc                        8.1.0
threadpoolctl                3.1.0
tigramite                    5.0.0.1
tinycss2                     1.1.1
toml                         0.10.2
toolz                        0.12.0
torch                        1.12.1
torch-cluster                1.6.0
torch-geometric              2.0.4
torch-scatter                2.0.9
torch-sparse                 0.6.14
torch-spline-conv            1.2.1
torchvision                  0.13.1
tornado                      6.1
tqdm                         4.64.0
traitlets                    5.3.0
tsfresh                      0.15.1
tslearn                      0.5.2
tweepy                       4.10.0
typeguard                    2.13.3
typer                        0.4.2
typing_extensions            4.3.0
tzdata                       2022.2
tzlocal                      4.2
ujson                        5.4.0
umap-learn                   0.5.3
urllib3                      1.26.11
virtualenv                   20.16.3
wasabi                       0.10.1
wcwidth                      0.2.5
webencodings                 0.5.1
websocket-client             1.3.3
Werkzeug                     2.2.2
wheel                        0.37.1
widgetsnbextension           4.0.2
wrapt                        1.14.1
xarray                       2022.6.0
xarray-einstats              0.3.0
xgboost                      1.6.1
XlsxWriter                   3.0.3
zict                         2.2.0
zipp                         3.8.1

Pomegranate Environment Libraries

The Pomegranate environment supports the following libraries:

# 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
CoinAPI.WebSocket.V1                 1.6.7
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
IQFeed.CSharpApiClient               2.5.1
LaunchDarkly.EventSource             3.3.2
MathNet.Numerics                     4.15.0
McMaster.Extensions.CommandLineUtils 2.6.0
Microsoft.IO.RecyclableMemoryStream  2.2.0
Microsoft.NET.Test.Sdk               16.9.4
Microsoft.TestPlatform.ObjectModel   16.9.4
Moq                                  4.16.1
NetMQ                                4.0.1.6
Newtonsoft.Json                      12.0.3
NodaTime                             3.0.5
NUnit                                3.13.3
NUnit3TestAdapter                    4.2.1
protobuf-net                         3.0.29
QLNet                                1.11.3
QuantConnect.pythonnet               2.0.17
R.NET                                1.9.0
RestSharp                            106.12.0
SharpZipLib                          1.3.3
System.ComponentModel.Composition    6.0.0
# Name                       Version
absl-py                      1.2.0
aeppl                        0.0.33
aesara                       2.7.9
aiosignal                    1.2.0
alembic                      1.8.1
anyio                        3.6.1
appdirs                      1.4.4
arch                         5.3.1
argon2-cffi                  21.3.0
argon2-cffi-bindings         21.2.0
arviz                        0.12.1
asn1crypto                   1.5.1
astropy                      5.1
asttokens                    2.0.8
astunparse                   1.6.3
attrs                        22.1.0
autograd                     1.4
autopage                     0.5.1
autoray                      0.3.2
ax-platform                  0.2.6
Babel                        2.10.3
backcall                     0.2.0
backports.zoneinfo           0.2.1
bayesian-optimization        1.2.0
beautifulsoup4               4.11.1
bleach                       5.0.1
blis                         0.7.8
botorch                      0.6.6
brotlipy                     0.7.0
cachetools                   5.2.0
catalogue                    2.0.8
catboost                     1.0.6
certifi                      2022.6.15
cffi                         1.15.1
cftime                       1.6.1
chardet                      4.0.0
charset-normalizer           2.0.4
click                        8.0.4
cliff                        4.0.0
cloudpickle                  2.1.0
cmaes                        0.8.2
cmd2                         2.4.2
cmdstanpy                    1.0.4
colorlog                     6.6.0
colorlover                   0.3.0
conda                        4.14.0
conda-package-handling       1.8.1
cons                         0.4.5
convertdate                  2.4.0
copulae                      0.7.7
copulas                      0.7.0
creme                        0.6.1
cryptography                 37.0.1
cufflinks                    0.17.3
cvxopt                       1.3.0
cvxpy                        1.2.1
cycler                       0.11.0
cymem                        2.0.6
Cython                       0.29.30
dask                         2022.8.1
deap                         1.3.3
debugpy                      1.5.1
decorator                    5.1.1
defusedxml                   0.7.1
Deprecated                   1.2.13
dgl                          0.9.0
dill                         0.3.5.1
distlib                      0.3.5
distributed                  2022.8.1
dm-tree                      0.1.7
docutils                     0.19
dtw-python                   1.2.2
dx                           0.1.22
ecos                         2.0.10
entrypoints                  0.4
ephem                        4.1.3
etils                        0.7.1
etuples                      0.3.5
exchange-calendars           4.2
executing                    0.10.0
fastai                       2.7.7
fastai2                      0.0.30
fastcore                     1.5.21
fastdownload                 0.0.7
fastjsonschema               2.16.1
fastprogress                 1.0.3
fasttext                     0.9.2
featuretools                 0.18.1
filelock                     3.8.0
findiff                      0.9.2
flatbuffers                  1.12
fonttools                    4.36.0
frozendict                   2.3.4
frozenlist                   1.3.1
fsspec                       2022.7.1
future                       0.18.2
gast                         0.4.0
gensim                       4.2.0
gluonts                      0.7.7
google-auth                  2.11.0
google-auth-oauthlib         0.4.6
google-pasta                 0.2.0
gplearn                      0.4.2
gpytorch                     1.8.1
graphviz                     0.8.4
greenlet                     1.1.2
grpcio                       1.43.0
gym                          0.25.1
gym-notices                  0.0.8
h2o                          3.36.1.4
h5py                         3.7.0
HeapDict                     1.0.1
hijri-converter              2.2.4
hmmlearn                     0.2.7
holidays                     0.15
hopcroftkarp                 1.2.5
hyperopt                     0.2.7
idna                         3.3
importlib-metadata           4.12.0
importlib-resources          5.9.0
ipykernel                    6.15.1
ipython                      8.4.0
ipython-genutils             0.2.0
ipywidgets                   8.0.0rc1
jax                          0.3.16
jaxlib                       0.3.15
jedi                         0.18.1
Jinja2                       3.1.2
joblib                       1.1.0
json5                        0.9.10
jsonschema                   4.9.1
jupyter-client               7.3.4
jupyter-core                 4.11.1
jupyter-server               1.18.1
jupyterlab                   3.4.4
jupyterlab-pygments          0.2.2
jupyterlab-server            2.15.0
jupyterlab-widgets           3.0.2
keras                        2.9.0
Keras-Preprocessing          1.1.2
keras-rl                     0.4.2
kiwisolver                   1.4.4
kmapper                      2.0.1
korean-lunar-calendar        0.2.1
langcodes                    3.3.0
lazy_loader                  0.1rc2
libclang                     14.0.6
lightgbm                     3.3.2
littleutils                  0.2.2
llvmlite                     0.39.0
locket                       1.0.0
logical-unification          0.4.5
LunarCalendar                0.0.9
lxml                         4.9.1
Mako                         1.2.1
Markdown                     3.4.1
MarkupSafe                   2.1.1
matplotlib                   3.5.3
matplotlib-inline            0.1.6
miniKanren                   1.0.3
mistune                      2.0.4
mmh3                         2.5.1
mpi4py                       3.1.3
mplfinance                   0.12.9b1
mpmath                       1.2.1
msgpack                      1.0.4
multipledispatch             0.6.0
murmurhash                   1.0.8
mxnet                        1.9.1
nbclassic                    0.4.3
nbclient                     0.6.6
nbconvert                    7.0.0
nbeats-keras                 1.7.0
nbeats-pytorch               1.6.0
nbformat                     5.4.0
nest-asyncio                 1.5.5
netCDF4                      1.6.0
networkx                     2.8.6
neural-tangents              0.6.0
ninja                        1.10.2.3
nltk                         3.7
notebook                     6.4.12
notebook-shim                0.1.0
numba                        0.56.0
numpy                        1.22.4
oauthlib                     3.2.0
opt-einsum                   3.3.0
optuna                       2.10.1
osqp                         0.6.2.post5
outdated                     0.2.1
packaging                    21.3
pandas                       1.4.3
pandas-flavor                0.3.0
pandas-market-calendars      3.5
pandocfilters                1.5.0
parso                        0.8.3
partd                        1.3.0
pathy                        0.6.2
patsy                        0.5.2
pbr                          5.10.0
PennyLane                    0.25.1
PennyLane-Lightning          0.25.0
persim                       0.3.1
pexpect                      4.8.0
pickleshare                  0.7.5
Pillow                       9.2.0
pingouin                     0.5.2
pip                          22.0.4
pkgutil_resolve_name         1.3.10
platformdirs                 2.5.2
plotly                       5.9.0
pmdarima                     1.8.5
pomegranate                  0.14.8
ppscore                      1.2.0
preshed                      3.0.7
prettytable                  3.3.0
prometheus-client            0.14.1
prompt-toolkit               3.0.30
property-cached              1.6.4
prophet                      1.1
protobuf                     3.19.4
psutil                       5.9.1
ptvsd                        4.3.2
ptyprocess                   0.7.0
PuLP                         2.6.0
pure-eval                    0.2.2
py4j                         0.10.9.7
pyaml                        21.10.1
pyasn1                       0.4.8
pyasn1-modules               0.2.8
pybind11                     2.10.0
pycosat                      0.6.3
pycparser                    2.21
pydantic                     1.9.2
pydevd-pycharm               201.8538.36
pyerfa                       2.0.0.1
Pygments                     2.13.0
pykalman                     0.9.5
pyluach                      2.0.0
pymc                         4.1.4
PyMeeus                      0.5.11
pynndescent                  0.5.7
pyOpenSSL                    22.0.0
pyparsing                    3.0.9
pyperclip                    1.8.2
pyportfolioopt               1.5.1
pyrb                         1.0.1
pyro-api                     0.1.2
pyro-ppl                     1.8.1
pyrsistent                   0.18.1
PySocks                      1.7.1
python-dateutil              2.8.2
pytz                         2022.2.1
pytz-deprecation-shim        0.1.0.post0
PyWavelets                   1.3.0
PyYAML                       6.0
pyzmq                        23.2.1
qdldl                        0.1.5.post2
quadprog                     0.1.11
quantecon                    0.5.3
QuantLib                     1.27
rauth                        0.7.3
ray                          1.13.0
regex                        2022.8.17
requests                     2.28.1
requests-oauthlib            1.3.1
retworkx                     0.11.0
ripser                       0.6.4
Riskfolio-Lib                3.3.0
riskparityportfolio          0.3
rpy2                         3.5.3
rsa                          4.9
ruamel-yaml-conda            0.15.100
ruptures                     1.1.7
scikit-learn                 1.0.2
scikit-learn-extra           0.2.0
scikit-multiflow             0.5.3
scikit-optimize              0.9.0
scikit-tda                   1.0.0
scipy                        1.8.1
scs                          3.2.0
sdeint                       0.3.0
seaborn                      0.11.2
semantic-version             2.10.0
Send2Trash                   1.8.0
setuptools                   56.0.0
setuptools-git               1.2
simpy                        4.0.1
six                          1.16.0
sklearn-json                 0.1.0
sktime                       0.13.1
smart-open                   5.2.1
sniffio                      1.2.0
sortedcontainers             2.4.0
soupsieve                    2.3.2.post1
spacy                        3.4.1
spacy-legacy                 3.0.10
spacy-loggers                1.0.3
SQLAlchemy                   1.4.40
srsly                        2.4.4
ssm                          0.0.1
stack-data                   0.4.0
statsmodels                  0.13.2
stevedore                    4.0.0
sympy                        1.10.1
ta                           0.10.1
TA-Lib                       0.4.18
tabulate                     0.8.10
tadasets                     0.0.4
tblib                        1.7.0
tenacity                     8.0.1
tensorboard                  2.9.1
tensorboard-data-server      0.6.1
tensorboard-plugin-wit       1.8.1
tensorflow                   2.9.1
tensorflow-estimator         2.9.0
tensorflow-io-gcs-filesystem 0.26.0
termcolor                    1.1.0
terminado                    0.15.0
tf2jax                       0.3.1
thinc                        8.1.0
threadpoolctl                3.1.0
tigramite                    5.0.0.1
tinycss2                     1.1.1
toml                         0.10.2
toolz                        0.12.0
torch                        1.12.1
torch-cluster                1.6.0
torch-geometric              2.0.4
torch-scatter                2.0.9
torch-sparse                 0.6.14
torch-spline-conv            1.2.1
torchvision                  0.13.1
tornado                      6.1
tqdm                         4.64.0
traitlets                    5.3.0
tsfresh                      0.15.1
tslearn                      0.5.2
tweepy                       4.10.0
typeguard                    2.13.3
typer                        0.4.2
typing_extensions            4.3.0
tzdata                       2022.2
tzlocal                      4.2
ujson                        5.4.0
umap-learn                   0.5.3
urllib3                      1.26.11
virtualenv                   20.16.3
wasabi                       0.10.1
wcwidth                      0.2.5
webencodings                 0.5.1
websocket-client             1.3.3
Werkzeug                     2.2.2
wheel                        0.37.1
widgetsnbextension           4.0.2
wrapt                        1.14.1
xarray                       2022.6.0
xarray-einstats              0.3.0
xgboost                      1.6.1
XlsxWriter                   3.0.3
zict                         2.2.0
zipp                         3.8.1

TensorFlow Environment Libraries

The TensorFlow environment supports the following libraries:

# 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
CoinAPI.WebSocket.V1                 1.6.7
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
IQFeed.CSharpApiClient               2.5.1
LaunchDarkly.EventSource             3.3.2
MathNet.Numerics                     4.15.0
McMaster.Extensions.CommandLineUtils 2.6.0
Microsoft.IO.RecyclableMemoryStream  2.2.0
Microsoft.NET.Test.Sdk               16.9.4
Microsoft.TestPlatform.ObjectModel   16.9.4
Moq                                  4.16.1
NetMQ                                4.0.1.6
Newtonsoft.Json                      12.0.3
NodaTime                             3.0.5
NUnit                                3.13.3
NUnit3TestAdapter                    4.2.1
protobuf-net                         3.0.29
QLNet                                1.11.3
QuantConnect.pythonnet               2.0.17
R.NET                                1.9.0
RestSharp                            106.12.0
SharpZipLib                          1.3.3
System.ComponentModel.Composition    6.0.0
# Name                  Version
absl-py                 0.15.0
anyio                   3.6.1
argon2-cffi             21.3.0
argon2-cffi-bindings    21.2.0
asttokens               2.0.8
astunparse              1.6.3
attrs                   22.1.0
Babel                   2.10.3
backcall                0.2.0
beautifulsoup4          4.11.1
bleach                  5.0.1
cachetools              5.2.0
certifi                 2022.6.15
cffi                    1.15.1
charset-normalizer      2.1.1
clang                   5.0
cloudpickle             2.1.0
cycler                  0.11.0
debugpy                 1.6.3
decorator               5.1.1
defusedxml              0.7.1
entrypoints             0.4
executing               0.10.0
fastjsonschema          2.16.1
flatbuffers             1.12
fonttools               4.37.0
gast                    0.4.0
google-auth             2.11.0
google-auth-oauthlib    0.4.6
google-pasta            0.2.0
grpcio                  1.47.0
gym                     0.21.0
h5py                    3.1.0
idna                    3.3
importlib-metadata      4.12.0
importlib-resources     5.9.0
ipykernel               6.15.1
ipython                 8.4.0
ipython-genutils        0.2.0
jedi                    0.18.1
Jinja2                  3.1.2
json5                   0.9.10
jsonschema              4.14.0
jupyter-client          7.3.4
jupyter-core            4.11.1
jupyter-server          1.18.1
jupyterlab              3.4.4
jupyterlab-pygments     0.2.2
jupyterlab_server       2.15.1
keras                   2.6.0
Keras-Preprocessing     1.1.2
kiwisolver              1.4.4
lxml                    4.9.1
Markdown                3.4.1
MarkupSafe              2.1.1
matplotlib              3.5.3
matplotlib-inline       0.1.6
mistune                 2.0.4
msgpack                 1.0.4
msgpack-numpy           0.4.8
nbclassic               0.4.3
nbclient                0.6.7
nbconvert               7.0.0
nbformat                5.4.0
nest-asyncio            1.5.5
notebook                6.4.12
notebook-shim           0.1.0
numpy                   1.19.5
oauthlib                3.2.0
opt-einsum              3.3.0
packaging               21.3
pandas                  1.4.3
pandocfilters           1.5.0
parso                   0.8.3
pexpect                 4.8.0
pickleshare             0.7.5
Pillow                  9.2.0
pip                     22.0.4
pkgutil_resolve_name    1.3.10
prometheus-client       0.14.1
prompt-toolkit          3.0.30
protobuf                3.19.4
psutil                  5.9.1
ptyprocess              0.7.0
pure-eval               0.2.2
pyasn1                  0.4.8
pyasn1-modules          0.2.8
pycparser               2.21
Pygments                2.13.0
pyparsing               3.0.9
pyrsistent              0.18.1
python-dateutil         2.8.2
pytz                    2022.2.1
pyzmq                   23.2.1
requests                2.28.1
requests-oauthlib       1.3.1
rsa                     4.9
Send2Trash              1.8.0
setuptools              56.0.0
six                     1.15.0
sniffio                 1.2.0
soupsieve               2.3.2.post1
stable-baselines3       1.6.0
stack-data              0.4.0
tensorboard             2.10.0
tensorboard-data-server 0.6.1
tensorboard-plugin-wit  1.8.1
tensorflow              2.6.0
tensorflow-estimator    2.9.0
Tensorforce             0.6.5
termcolor               1.1.0
terminado               0.15.0
tinycss2                1.1.1
torch                   1.12.1
tornado                 6.2
tqdm                    4.64.0
traitlets               5.3.0
typing-extensions       3.7.4.3
urllib3                 1.26.12
wcwidth                 0.2.5
webencodings            0.5.1
websocket-client        1.3.3
Werkzeug                2.2.2
wheel                   0.37.1
wrapt                   1.12.1
zipp                    3.8.1

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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