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Lean Engine is an open-source algorithmic trading engine built for easy strategy research, backtesting and live trading. We integrate with common data providers and brokerages so you can quickly deploy algorithmic trading strategies.
The core of the LEAN Engine is written in C#; but it operates seamlessly on Linux, Mac and Windows operating systems. It supports algorithms written in Python 3.8 or C#. Lean drives the web-based algorithmic trading platform QuantConnect.
We're making changes and additions to Lean that improve account and order management, especially when Lean is used alongside other trading platforms at the same time, such as Interactive Brokers, MultiCharts, and TradeStation.
We're also building a desktop that simplifies machine learning workflows for quantitative finance. Data models can be defined interactively, and pipelines automatically acquire data from multiple sources, create datasets, perform feature engineering, normalization, and any user defined operations required. Models can then be trained locally or remotely on cloud platforms.