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Architectures / lean

LEAN

QuantConnect's open-source event-driven algorithmic trading engine, supporting strategies written in Python or C# across nine asset classes.

  • algorithmic-trading
  • backtesting
  • event-driven
  • multi-asset
  • engine
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added 2026-08-15 · Apache-2.0 · external

Use this

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

Prerequisites

tradingadvancedainoneprogrammingadvancedsetupmoderate

Details

authorsQuantConnect
originexternal
licenseApache-2.0
marketsmulti-asset

LEAN is an event-driven engine that runs the same algorithm code in backtesting, paper trading, and live deployment. It supports equities, forex, options, futures, future options, indexes, index options, cryptocurrency, and CFDs from a single portfolio, and integrates with roughly 40 price, fundamental, and alternative data sources plus user-supplied custom datasets.

The engine is the core of the QuantConnect platform but is usable standalone. Written primarily in C# with a Python API; in continuous development since 2014.