We have a patch in the open-source project that changes the python version Lean/QuantConnect supports:
Upgrades python support to 3.6 from 2.7 #1526

Now Lean/QuantConnect supports Python 3.6.

We have to make minor corrections in our algorithms, so you might need to do it to yours too:

  • Leading zeros: SetStartDate(2017, 01, 01) to SetStartDate(2017, 1, 1);
  • filter is not a list: filter(lambda ... ) to list(filter(lambda ... ))
  • usage of SecuritiesChanged.None not allowed. We can use changes.Count > 0 instead

All third party libraries that were supported until now remain available.