Hey there,
Lately I've seen quite a few posts and comments about the available Lean APIs, so I decided to create my own API documentation for Lean:
https://lean-api-docs.netlify.app/
This website is automatically updated every night at 00:00 UTC with API documentation for the master branch of Lean. You can see it as an up-to-date alternative to https://www.quantconnect.com/lean/docs, which hasn't been updated since Christmas 2017. It includes API documentation for all non-private C# classes and members, except those in test-related files and those in the Algorithm.CSharp namespace (to reduce noise). Besides the usual stuff, most classes are also accompanied with a rich inheritance diagram (example: AlphaModel) and most members are accompanied with links to their implementation in the source files (example: QCAlgorithm.GetParameter()).
Enjoy :)
Arthur Asenheimer
Thanks! This is very helpful.
Aaron Janeiro Stone
Much more elegant than my attempt! Thank you for including the DoxyFile as well; users can generate their own DocSets with it for use with Zeal/Dash.
Jasper van Merle
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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