Small change. Nov 10, Removed FW target. Dec 2, Aug 15, adapters multitarget 2. Nov 13, Aug 29, ico moved to root folder. Mar 25, View code. StockSharp - trading platform Documentation Download Support Algotrading training Introduction S.

Designer S. Data S. Terminal S. Shell S. API Strategy example American Stock, Futures and Options Russian Stock, Futures and Options Forex Cryptocurrencies Development stage License. StockSharp - trading platform Documentation Download Support Algotrading training Introduction StockSharp shortly S — are free programs for trading at any markets of the world American, European, Asian, Russian, stocks, futures, options, Bitcoins, forex, etc.

Designer - free universal algorithmic strategies application for easy strategy creation: Visual designer to create strategies by mouse clicking Embedded C editor Easy to create own indicators Build in debugger Connections to the multiple electronic boards and brokers All world platforms Schema sharing with own team S.

Data - free software to automatically load and store market data: Supports many sources High compression ratio Any data type Program access to stored data via API Export to csv, excel, xml or database Import from csv Scheduled tasks Auto-sync over the Internet between several running programs S.

Shell - the ready-made graphical framework with the ability to quickly change to your needs and with fully open source code in C : Complete source code Support for all StockSharp platform connections Support for S.

Designer schemas Flexible user interface Strategy testing statistics, equity, reports Save and load strategy settings Launch strategies in parallel Detailed information on strategy performance Launch strategies on schedule S. API S. WhenCandlesFinished CandleSeries. Do CandlesFinished. Apply this ; connector. SubscribeCandles CandleSeries ; base. OnStarted ; } private void CandlesFinished Candle candle { if candle. Abs Position ; } else if candle. Abs Position ; } } }.

About Algorithmic trading and quantitative trading open source platform to develop trading robots stock markets, forex, crypto, bitcoins, and options. c-sharp finance crypto trading forex cryptocurrency markets broker trading-platform trading-strategies stocks quantitative-finance fixprotocol hft-trading algorithmic-trading-engine trading-robots bitcoins brokers interactive-brokers backtesting.

Releases 50 5. Mar 27, Andrew Campbell. Are there many successful live traders? How successful? Broadly, what sorts of techniques do they employ? QuantConnect supports Python , C , and F I'm a founder QuantConnect January We now offer intraday Options, Futures, Forex, CFD, and US Equities backtesting through QuantConnect. com October We have added crypto trading on GDAX. Jan Launched an Alpha Marketplace, with submissions from quants around the world. August We added L1-Spread data and fill models for equities backtesting.

December We added future-options support. January: Deployed cloud-optimization to test parameter sensitivity. edited Feb 16, at I had a quick poke around your site but didn't find it immediately and gave up. To use other languages on QuantConnect. com just click on Create Project. What is not entirely clear for me: in one of your videos it looks like a QuantConnect account is required, even if the LEAN engine is running locally.

Does that in turn mean one needs a "prime" account for live trading with the LEAN engine? LEAN is self contained; no account needed. Show 1 more comment. answered Apr 11, at answered Oct 24, at Nowadays new platforms are available, for example: www. com alta5. com quantiacs. com Every platform has is own characteristics, but all in all they are all work in progress. answered Feb 11, at html For hedge funds there is a famous top solution publicly available referenced by wiki , but not "open source".

edited Jul 11, at edited Nov 19, at Worth taking a look. answered Mar 1, at Kevin Parker. answered Jan 6, at answered Dec 11, at edited Jun 17, at AI Quant. answered Jul 26, at answered Nov 20, at Qtstalker uses Qt 3, which is no longer supported by almost all Linux distributions.

edited May 23, at I don't think they sell what's generally known as open source. Combine multiple risk models to handle a range of market conditions. LEAN works on Equities, Forex, Options, Futures, Crypto, and CFD Assets. All assets are managed from a central portfolio, allowing you to trade on all 6 asset classes at the same time. LEAN ships with a rich toolbox of adaptors and plug-ins: the open-source LEAN ToolBox.

Code locally in Visual Studio and backtest in the cloud with QuantConnect data and computing. Monitor your backtests from your Visual Studio control window. Iterate rapidly in a LEAN-Enabled Jupyter Lab command line environment with rich strategy backtest reports. Take advantage of bundled implementations to many streaming data sources: IQFeed, Interactive Brokers, IEX Exchange, OANDA, RabbitMQ, and GDAX.

Download data from popular online repositories and brokerages: Dukascopy, OANDA, GDAX, Kraken, Interactive Brokers, Google Finance, and Yahoo Finance. All Rights Reserved. Terminal Link CLI Blog Community Documentation Docs Docs Plugins. Core Feature Set. Survivorship Bias Free Automated accounting for splits, dividends, and corporate events like delistings and mergers.

Universe Selection Avoid selection bias with dynamically generated assets. Portfolio Management Automatically track portfolio performance, profit and loss, and holdings across multiple asset classes and margin models in the same strategy.

Scheduled Events Trigger regular functions to occur at desired times — during market hours, on certain days of the week, or at specific times of day. Import Custom Data Backtest on almost any time series and import your proprietary signal data into your strategy.

Powerful Modeling Everything is configurable and pluggable. Get LEAN Today Download Now. Rich, Extensible Modular Architecture LEAN is modular in design, with each component pluggable and customizable. Slippage and Impact Use combinations of margin, fill, and slippage models to simulate a liquidity endpoint. Brokerage Models Use combinations of fees, fill models, and slippage models to simulate a brokerage endpoint.

Fee Models Customize fee models to handle rebates and dynamic order pricing. Load Proprietary Datasets Backtest and live trade on your own signals, sourced from streaming, database, or file sources. Jump-Start Your Fund Download LEAN. Global Open-Source Community Join a global community of quants, engineers, and scientists choosing LEAN for their algorithmic trading. Join the Revolution Download LEAN. Powered by LEAN.

Work fast with our official CLI. Learn more. If nothing happens, download GitHub Desktop and try again. If nothing happens, download Xcode and try again.

There was a problem preparing your codespace, please try again. Lean Home Documentation Download Zip Docker Hub Nuget. 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. Lean drives the web-based algorithmic trading platform QuantConnect. Want your company logo here? Sponsor LEAN to be part of radically open algorithmic-trading innovation. Join the team and solve some of the most difficult challenges in quantitative finance. If you are passionate about algorithmic trading we'd like to hear from you.

The below roles are open in our Seattle, WA office. When applying, make sure to mention you came through GitHub:.

C Engineer : Contribute remotely to the core of LEAN through the open-source project LEAN. UX Developer : Collaborate with QuantConnect to develop a world-leading online experience for a community of developers from all over the world. The Engine is broken into many modular pieces which can be extended without touching other files. The modules are configured in config. json as set "environments". Through these environments, you can control LEAN to operate in the mode required.

Handle all messages from the algorithmic trading engine. Decide what should be sent, and where the messages should go. The result processing system can send messages to a local GUI, or the web interface.

Connect and download the data required for the algorithmic trading engine. For backtesting this sources files from the disk, for live trading, it connects to a stream and generates the data objects.

Process new order requests; either using the fill models provided by the algorithm or with an actual brokerage. Send the processed orders back to the algorithm's portfolio to be filled.

Generate real-time events - such as the end of day events. Trigger callbacks to real-time event handlers. For backtesting, this is mocked-up a works on simulated time. Configure the algorithm cash, portfolio and data requested.

Initialize all state parameters required. QuantConnect recommends using Lean CLI for local algorithm development. This is because it is a great tool for working with your algorithms locally while still being able to deploy to the cloud and have access to Lean data. It is also able to run algorithms on your local machine with your data through our official docker images.

Reference QuantConnects documentation on Lean CLI here. This section will cover how to install lean locally for you to use in your own environment. Refer to the following readme files for a detailed guide regarding using your local IDE with Lean:.

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:. Visual Studio will automatically start to restore the Nuget packages. Alternatively, run the compiled dll file. Make sure you fix the ib-tws-dir and ib-controller-dir fields in the config. json file with the actual paths to the TWS and the IBController folders respectively.

If after all you still receive connection refuse error, try changing the ib-port field in the config. A full explanation of the Python installation process can be found in the Algorithm. Python project. Seamlessly develop locally in your favorite development environment, with full autocomplete and debugging support to quickly and easily identify problems with your strategy.

For more information please see the CLI Home. Please submit bugs and feature requests as an issue to the Lean Repository. Before submitting an issue please read others to ensure it is not a duplicate. The mailing list for the project can be found on LEAN Forum. Please use this to request assistance with your installations and setup questions.

Contributions are warmly very welcomed but we ask you to read the existing code to see how it is formatted, commented and ensure contributions match the existing style.

All code submissions must include accompanying tests. Please see the contributor guide lines. All accepted pull requests will get a 2mo free Prime subscription on QuantConnect. Once your pull-request has been merged write to us at support quantconnect.

com with a link to your PR to claim your free live trading. A huge thank-you all our contributors! The open-sourcing of QuantConnect would not have been possible without the support of the Pioneers. The Pioneers formed the core early adopters of QuantConnect who subscribed and allowed us to launch the project into open source.

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com, Richard E, Dominik, John L, H. Orlandella, Stephen L, Risto K, E. Subasi, Peter W, Hui Z, Ross F, Archibald, 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.

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. Skip to content. Star 6. Lean Algorithmic Trading Engine by QuantConnect Python, C lean.

Code Issues Pull requests Actions Projects Wiki Security Insights. This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository. Branches Tags. Could not load branches. Could not load tags. HTTPS GitHub CLI. Launching GitHub Desktop If nothing happens, download GitHub Desktop and try again. Launching Xcode If nothing happens, download Xcode and try again. Launching Visual Studio Code Your codespace will open once ready. Latest commit.

Martin-Molinero Fix warmup live time zone Fix warmup live time zone Git stats 11, commits. Failed to load latest commit information. View code. Introduction Proudly Sponsored By QuantConnect is Hiring! System Overview Developing with Lean CLI Installation Instructions macOS Linux Debian, Ubuntu Windows Python Support Local-Cloud Hybrid Development. Issues and Feature Requests Mailing List Contributors and Pull Requests Acknowledgements.

Lean Home Documentation Download Zip Docker Hub Nuget Introduction Lean Engine is an open-source algorithmic trading engine built for easy strategy research, backtesting and live trading. Proudly Sponsored By Want your company logo here? QuantConnect is Hiring! When applying, make sure to mention you came through GitHub: C Engineer : Contribute remotely to the core of LEAN through the open-source project LEAN. System Overview The Engine is broken into many modular pieces which can be extended without touching other files.

edited Feb 16, at Introduction Proudly Sponsored By QuantConnect is Hiring! Could not load tags. QuantConnect supports Python , C , and F I'm a founder QuantConnect January We now offer intraday Options, Futures, Forex, CFD, and US Equities backtesting through QuantConnect. UX Developer : Collaborate with QuantConnect to develop a world-leading online experience for a community of developers from all over the world. A full explanation of the Python installation process can be found in the Algorithm.

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