Lean on GitHub (QuantConnect/Lean)

Q: What is this?

LEAN is QuantConnect's open-source, event-driven algorithmic trading engine, written in C# with Python support. You use it to build, backtest and live-trade strategies, with alternative data support out of the box.

Q: So is this an app I install and click, or a framework I code against?

It is a framework you code against: you write strategies in C# or Python and the LEAN engine runs them. The design is modular — every component is pluggable — and you drive it through the LEAN CLI, Docker, or your IDE.

Q: How do I get it running?

For most users the README recommends the prebuilt LEAN CLI, which runs on all platforms. To build from source, install the dotnet 10 SDK and clone or unzip the repo, then use Visual Studio on Windows (press F5), VS Code on macOS, or plain dotnet commands on Linux.

Q: Do I need the .NET SDK even if I write my strategies in Python?

Yes — the engine itself is C# on .NET, so the dotnet 10 SDK is required to build and run it (Visual Studio on Windows, VS Code plus the C# Dev Kit on macOS). Your strategies can still be written in Python.

Q: Any install pitfalls I should know about?

The main one is on macOS: Visual Studio for Mac has been discontinued, so use Visual Studio Code with the C# Dev Kit extension instead. Otherwise everything hinges on installing dotnet 10 before you can build.

Q: Will it run on my Mac, or is it Windows-only?

It runs on Windows, macOS and Linux (Debian and Ubuntu are named explicitly), and the LEAN CLI ships prebuilt for all platforms. A Docker image is also published on Docker Hub if you prefer containers.

Q: Can it place real trades or is it backtesting only?

It supports live trading out of the box, not just backtesting, and alternative data comes built in as well. As a bonus, accepted pull requests earn $50 of QuantConnect cloud credit plus free live trading.

Q: What can I customize inside the engine?

Essentially the whole stack: LEAN is modular with every component pluggable, and it ships with default models for all the major plug-in points, so you can swap in your own implementations.

Q: Do I have to use the QuantConnect cloud, or can it run fully locally?

No cloud required — the engine is open source under Apache-2.0 and runs locally. The README also describes a local-cloud hybrid mode where you develop locally with full autocomplete and debugging support.

Lean README

Lean Home | Documentation | Download Zip | Docker Hub | Nuget

LEAN is an event-driven, professional-caliber algorithmic trading platform built with a passion for elegant engineering and deep quant concept modeling. Out-of-the-box alternative data and live-trading support.

LEAN is modular in design, with each component pluggable and customizable. It ships with models for all major plug-in points.

QuantConnect Lean CLI is a command-line interface tool for interacting with the Lean algorithmic trading engine, which is an open-source platform for backtesting and live trading algorithms in multiple financial markets. It allows developers to manage projects, run backtests, deploy live algorithms, and perform various other tasks related to algorithmic trading directly from the terminal. The CLI simplifies the workflow by automating tasks, enabling seamless integration with cloud services, and facilitating collaboration with the QuantConnect community. It's designed for quant developers who need a powerful and flexible tool to streamline their trading strategies. Please watch the instructions videos to learn more.

Installation

pip install lean

Commands

Create a new project containing starter code

lean project-create

Run a local Jupyter Lab environment using Docker

lean research

Backtest a project locally using Docker

lean backtest

Optimize a project locally using Docker

lean optimize

Start live trading a project locally using Docker

lean live

Download the LEAN CLI Cheat Sheet for the full list of commands.

diagram

This section will cover how to install lean locally for you to use in your environment. For most users we strongly recommend the LEAN CLI which is prebuilt and runs on all platforms. Refer to the following readme files for a detailed guide regarding using your local IDE with Lean.

VS Code
VS

To install locally, download the zip file with the latest master and unzip it to your favorite location. Alternatively, install Git and clone the repo:

git clone https://github.com/QuantConnect/Lean.git
cd Lean

macOS

NOTE: Visual Studio for Mac has been discontinued, use Visual Studio Code instead

Install Visual Studio Code for Mac
Install the C# Dev Kit extension
Install dotnet 10 SDK:
To build the solution, either:
- choose Run Task > build from the Panel task dropdown, or
- from the command line run
```
dotnet build
```
To run the solution, either:
- choose Run and Debug from the Activity Bar, then click Launch, or
- click F5, or
- from the command line run
```
cd Launcher/bin/Debug
dotnet QuantConnect.Lean.Launcher.dll
```

Linux (Debian, Ubuntu)

Install dotnet 10:
Compile Lean Solution:

dotnet build QuantConnect.Lean.sln

Run Lean:

cd Launcher/bin/Debug
dotnet QuantConnect.Lean.Launcher.dll

Windows

Install Visual Studio
Open QuantConnect.Lean.sln in Visual Studio
Build the solution by clicking Build Menu -> Build Solution (this should trigger the NuGet package restore)
Press F5 to run

Python Support

A full explanation of the Python installation process can be found in the Algorithm.Python project.

Local-Cloud Hybrid Development.

Seamlessly develop locally in your favorite development environment, with full autocomplete and debugging support to quickly and easily identify problems with your strategy. Please see the CLI Home for more information.

Issues and Feature Requests

Please submit bugs and feature requests as an issue to the Lean Repository. Before submitting an issue, please read the instructions to ensure it is not duplicated.

Mailing List

The mailing list for the project can be found on LEAN Forum. Please use this to ask for assistance with your installation and setup questions.

Contributors and Pull Requests

Contributions are warmly welcomed, but we ask you to read the existing code to see how it is formatted and commented on and ensure contributions match the existing style. All code submissions must include accompanying tests. Please see the contributor guidelines. All accepted pull requests will get a $50 cloud credit on QuantConnect. Once your pull request has been merged, write to us at [email protected] with a link to your PR to claim your free live trading. QC <3 Open Source.

A huge thank you to all our contributors!

Acknowledgements

The open sourcing of QuantConnect would not have been possible without the support of the Pioneers. The Pioneers formed the core 100 early adopters of QuantConnect who subscribed and allowed us to launch the project into open source.

Ryan H, Pravin B, Jimmie B, Nick C, Sam C, Mattias S, Michael H, Mark M, Madhan, Paul R, Nik M, Scott Y, BinaryExecutor.com, Tadas T, Matt B, Binumon P, Zyron, Mike O, TC, Luigi, Lester Z, Andreas H, Eugene K, Hugo P, Robert N, Christofer O, Ramesh L, Nicholas S, Jonathan E, Marc R, Raghav N, Marcus, Hakan D, Sergey M, Peter McE, Jim M, INTJCapital.com, Richard E, Dominik, John L, H. Orlandella, Stephen L, Risto K, E.Subasi, Peter W, Hui Z, Ross F, Archibald112, MooMooForex.com, Jae S, Eric S, Marco D, Jerome B, James B. Crocker, David Lypka, Edward T, Charlie Guse, Thomas D, Jordan I, Mark S, Bengt K, Marc D, Al C, Jan W, Ero C, Eranmn, Mitchell S, Helmuth V, Michael M, Jeremy P, PVS78, Ross D, Sergey K, John Grover, Fahiz Y, George L.Z., Craig E, Sean S, Brad G, Dennis H, Camila C, Egor U, David T, Cameron W, Napoleon Hernandez, Keeshen A, Daniel E, Daniel H, M.Patterson, Asen K, Virgil J, Balazs Trader, Stan L, Con L, Will D, Scott K, Barry K, Pawel D, S Ray, Richard C, Peter L, Thomas L., Wang H, Oliver Lee, Christian L..

22K ·GitHub

Lean

What is this?

LEAN is QuantConnect's open-source, event-driven algorithmic trading engine, written in C# with Python support. You use it to build, backtest and live-trade strategies, with alternative data support out of the box.

So is this an app I install and click, or a framework I code against?

It is a framework you code against: you write strategies in C# or Python and the LEAN engine runs them. The design is modular — every component is pluggable — and you drive it through the LEAN CLI, Docker, or your IDE.

How do I get it running?

For most users the README recommends the prebuilt LEAN CLI, which runs on all platforms. To build from source, install the dotnet 10 SDK and clone or unzip the repo, then use Visual Studio on Windows (press F5), VS Code on macOS, or plain dotnet commands on Linux.

Do I need the .NET SDK even if I write my strategies in Python?

Yes — the engine itself is C# on .NET, so the dotnet 10 SDK is required to build and run it (Visual Studio on Windows, VS Code plus the C# Dev Kit on macOS). Your strategies can still be written in Python.

Any install pitfalls I should know about?

The main one is on macOS: Visual Studio for Mac has been discontinued, so use Visual Studio Code with the C# Dev Kit extension instead. Otherwise everything hinges on installing dotnet 10 before you can build.

Will it run on my Mac, or is it Windows-only?

It runs on Windows, macOS and Linux (Debian and Ubuntu are named explicitly), and the LEAN CLI ships prebuilt for all platforms. A Docker image is also published on Docker Hub if you prefer containers.

Can it place real trades or is it backtesting only?

It supports live trading out of the box, not just backtesting, and alternative data comes built in as well. As a bonus, accepted pull requests earn $50 of QuantConnect cloud credit plus free live trading.

What can I customize inside the engine?