lean

LEAN is an open-source, event-driven algorithmic trading engine maintained by QuantConnect. It is designed for backtesting and live trading of strategies across multiple financial markets, with support for writing algorithms in Python and C#. The engine emphasizes a modular architecture: each component is pluggable and customizable, and it ships with default models for the major plug-in points. The project describes out-of-the-box support for alternative data and live trading. A command-line interface, the QuantConnect Lean CLI, is available via pip install lean. It is intended to manage projects, run backtests, optimize strategies, start live trading, and launch a local Jupyter Lab research environment, typically using Docker. Documented commands include lean project-create, lean research, lean backtest, lean optimize, and lean live. For local installation, the README covers macOS, Linux (Debian/Ubuntu), and Windows. It recommends the prebuilt CLI for most users, and provides instructions for building the solution with the .NET SDK and running the launcher, as well as guidance for using Visual Studio Code or Visual Studio. Python support is documented in the Algorithm.Python project. The repository welcomes contributions and asks that submissions follow existing code style and include tests. Accepted pull requests are noted as eligible for cloud credit on QuantConnect. Support and discussion channels include the LEAN Forum, Discord, and GitHub issues.