After three years development we're very proud to release the Lean Algorithmic Trading Engine into open source. Lean is the engine which drives your backtests on QuantConnect and was designed for desktop and cloud algorithmic trading. This was made possible thanks to the backing of the Pioneers! We are very grateful for your support! See the new open source home page here:

The new release comes with significant upgrades and changes to make open source contributions easier, and coding simpler. There is a powerful new indicator library system under QuantConnect, as well as helper methods to wrap up the indicators. Most of the basic namespaces are also automatically included to reduce the algorithm headers.

Over the next week we'll be expanding the indicator collection and launching paper trading. If you're handy with C# and want to contribute please see the GitHub Issues page.

This update is a breaking change for some community algorithms which use the same function names. It may cause errors such as "this method already exists": this means the function has been moved to the base class of QuantConnect. 99% of algorithms work fine with no changes by just renaming the algorithm duplicate function, but if you have any specific questions hit the (?) icon in the console to get some private 1-1 assistance.