QUANTCONNECT COMMUNITY
As far as I can see, Lean is provided as multiple C# packages in Nuget repository.
http://nugetstatus.com/home/search?q=quantconnect
Is it possible to use only specific part of the framework without downloading the whole Lean, e.g. only OptionChainProvider?
If yes, what exactly package from the list by the link above shoud I use?
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Alexandre Catarino
If you want to use only the implemented option chain provider, you should download the Lean Engine.
https://www.nuget.org/packages/QuantConnect.Lean.Engine
In the QuantConnect.Lean.Engine.DataFeeds namespace, we can find:
By default, the BacktestingOptionChainProvider will look for files at ."./../../Data/".
They implement the QuantConnect.Interfaces.IOptionChainProvider (QuantConnect.Common.dll).
Artemiusgreat
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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