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Python Library Support – LEAN Release Notes v2.4.0.0

By Jared Broad May 4, 2017

This release adds full python support to enable using common python libraries in your algorithm.It is implemented using the PythonNet library which allows importing C# classes into python and vice versa. The new python algorithms are fully supported in local and cloud trading. There are some minor API adjustments to use the new library but […]

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Tracking and Managing Orders

By Jared Broad April 5, 2017


Tracking and managing orders is an important piece of an automated trading strategy. In this video tutorial we demonstrate the QuantConnect API and how to use order management methods in your algorithm.

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Scheduled Events

By Jared Broad March 29, 2017


Scheduled events allow you to trigger code blocks for execution at specific times according to rules you set. This feature helps coordinate your algorithm activities and perform analysis at regular intervals; while letting the trading engine take care of market holidays. The scheduling is set with two rules: the DateRules and TimeRules classes. The schedule […]

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Desktop Charting with LEAN

By Jared Broad March 28, 2017


With a few configuration changes you can get desktop charting in LEAN with a HTML5 interface very similar to the one you see in QuantConnect.com. This gives you better visual feedback on your strategy and allows you to improve faster. This tutorial guides you through configuring a desktop charting environment with LEAN. Local charting (and […]

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Collaborating in QuantConnect

By Jared Broad March 24, 2017


Collaborating is a powerful feature of QuantConnect which allows up to 10 team members to work on a project at the same time. This can be useful when a team of specialists collaborates to build a great strategy. The project creator holds the master copy of the project and can add team members and control […]

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Consolidating Data to Build Bars

By Jared Broad March 23, 2017


Consolidators are used to combine data together from finer resolutions into larger ones. This can be useful for indicators with specific data requirements or to perform long term analysis in conjunction with short term signals. Consolidators should be constructed and setup in your Initialize() method; this ensures they are only initialized once. There are three […]

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Introducing The Co-Pilot: Your Coding Companion

By Jared Broad March 22, 2017


We’re happy to announce the release of the Co-Pilot; a rich automated documentation generator built to give you relevant hints while you’re building your strategy. With deep API’s it is impossible to memorize all the methods available; and time consuming to constantly search the documentation. As a coding companion, the co-pilot can inspect the types […]

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How do I use the API File Provider?

By Jared Broad March 21, 2017

Ensuring a high data quality is one of the hardest parts of setting reliable backtesting. There are many challenges to ensuring your data is in the right format, free of errors or omissions and historically accurate. We’ve tried to address this for you by opening the LEAN Data Library and letting you download our data. […]

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Free Streaming Live Data with IEX – LEAN Release Notes v2.3.0.3

By Jared Broad March 16, 2017

This release adds the IEXDataQueueHandler allowing LEAN users to stream free US equity trades to their strategy; along with numerous bug fixes to the OANDA and FXCM brokerage implementations. Additional regression algorithms were added to automate testing of daily data algorithms. The Interactive Brokers connection logic was also made more intelligent to fail quickly when […]

 

Generic Data Sourcing and Caching – Release Notes v2.3.0.2

By Jared Broad February 28, 2017

This release adds a generic data sourcing feature along with abstraction of the data caching. This allows different configurations to be setup independent of physical files. In addition there were dozens ofbugs fixes in LEAN to improve its stability and consistency across backtesting and live trading. There were no breaking changes in regression tests or […]

 

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