QuantConnect Lean Algorithmic Trading Engine
Members 
QCAlgorithm Class
QC Algorithm Base Class - Handle the basic requirements of a trading algorithm, allowing user to focus on event methods. The QCAlgorithm class implements Portfolio, Securities, Transactions and Data Subscription Management.
Object Model
QCAlgorithm ClassIBenchmark InterfaceIBrokerageMessageHandler InterfaceIBrokerageModel InterfaceCandlestickPatterns ClassDateRules ClassIOrderProperties InterfaceIFutureChainProvider InterfaceIHistoryProvider InterfaceNotificationManager ClassIOptionChainProvider InterfacePandasConverter ClassSecurityPortfolioManager ClassSecurityHolding ClassScheduleManager ClassDateRules ClassTimeRules ClassSecurityManager ClassSecurity ClassISecurityInitializer InterfaceAlgorithmSettings ClassSubscriptionManager ClassTimeRules ClassITradeBuilder InterfaceTradingCalendar ClassSecurityTransactionManager ClassUniverseDefinitions ClassDollarVolumeUniverseDefinitions ClassUniverse.UnchangedUniverse ClassUniverseManager ClassUniverse ClassUniverseSettings Class
Syntax
Inheritance Hierarchy

System.Object
   System.MarshalByRefObject
      QuantConnect.Algorithm.QCAlgorithm

Requirements

Target Platforms: Microsoft .NET 4.5 or Mono 3.10 or above.

See Also