Libraries

Third-Party Libraries

Introduction

The Lean CLI supports using dozens of open source packages in your algorithms. These packages are reviewed by our security team, and when approved, can be used in backtesting, live trading, and research. To use these packages in your algorithm, you will need to add the relevant usingimport statement at the top of your code file.

By default, only the libraries in the official LEAN Docker images can be referenced in your algorithms. However, the CLI also supports using custom libraries. This makes it possible to use a library that is not available in the official LEAN Docker images or to use a newer version of an existing library.

Supported Libraries for AMD64 Systems

The CLI supports many of the most popular C# and Python open-source libraries. On AMD64-based systems, the CLI supports the same C# and Python libraries as are supported on QuantConnect. If you're unsure about the architecture of your system, it's most likely AMD64. The following libraries are available on AMD64-based systems: 

# Name                                  Version
absl-py                                 2.1.0
adagio                                  0.2.4
aesara                                  2.9.3
aiohttp                                 3.9.3
aiosignal                               1.3.1
aiosqlite                               0.20.0
alembic                                 1.13.1
alphalens-reloaded                      0.4.3
altair                                  5.2.0
aniso8601                               9.0.1
annotated-types                         0.6.0
antlr4-python3-runtime                  4.11.1
anyio                                   4.3.0
appdirs                                 1.4.4
apricot-select                          0.6.1
arch                                    6.3.0
archspec                                0.2.1
argon2-cffi                             23.1.0
argon2-cffi-bindings                    21.2.0
arrow                                   1.3.0
arviz                                   0.17.1
astropy                                 6.0.0
astropy-iers-data                       0.2024.3.25.0.29.50
asttokens                               2.4.1
astunparse                              1.6.3
async-lru                               2.0.4
attrs                                   23.2.0
Authlib                                 1.3.0
autograd                                1.6.2
autograd-gamma                          0.5.0
autokeras                               2.0.0
autoray                                 0.6.9
ax-platform                             0.3.7
Babel                                   2.14.0
bayesian-optimization                   1.4.3
beautifulsoup4                          4.12.3
bleach                                  6.1.0
blinker                                 1.7.0
blis                                    0.7.11
blosc2                                  2.5.1
bokeh                                   3.3.4
boltons                                 23.0.0
botorch                                 0.10.0
Bottleneck                              1.3.8
Brotli                                  1.0.9
bs4                                     0.0.2
cachetools                              5.3.3
captum                                  0.7.0
catalogue                               2.0.10
catboost                                1.2.3
category-encoders                       2.6.3
causal-conv1d                           1.2.0.post2
certifi                                 2024.2.2
cffi                                    1.16.0
chardet                                 5.2.0
charset-normalizer                      2.0.4
check-shapes                            1.1.1
clarabel                                0.7.1
click                                   8.1.7
clikit                                  0.6.2
cloudpathlib                            0.16.0
cloudpickle                             3.0.0
cmdstanpy                               1.2.1
colorama                                0.4.6
colorcet                                3.1.0
colorlog                                6.8.2
colorlover                              0.3.0
colour                                  0.1.5
comm                                    0.2.2
conda                                   24.1.2
conda-content-trust                     0.2.0
conda-libmamba-solver                   24.1.0
conda-package-handling                  2.2.0
conda_package_streaming                 0.9.0
confection                              0.1.4
cons                                    0.4.6
contourpy                               1.2.0
control                                 0.9.4
copulae                                 0.7.9
copulas                                 0.10.1
coreforecast                            0.0.7
cramjam                                 2.8.3
crashtest                               0.3.1
creme                                   0.6.1
cryptography                            42.0.2
cufflinks                               0.17.3
cvxopt                                  1.3.2
cvxpy                                   1.4.2
cycler                                  0.12.1
cymem                                   2.0.8
Cython                                  3.0.9
darts                                   0.28.0
dash                                    2.16.1
dash-core-components                    2.0.0
dash-cytoscape                          1.0.0
dash-html-components                    2.0.0
dash-table                              5.0.0
dask                                    2024.3.1
dask-expr                               1.0.5
dataclasses-json                        0.6.4
deap                                    1.4.1
debugpy                                 1.6.7.post1
decorator                               5.1.1
deepmerge                               1.1.1
defusedxml                              0.7.1
Deprecated                              1.2.14
deprecation                             2.1.0
dgl                                     2.1.0
dill                                    0.3.8
dimod                                   0.12.14
dirtyjson                               1.0.8
diskcache                               5.6.3
distributed                             2024.3.1
distro                                  1.8.0
dm-tree                                 0.1.8
docker                                  7.0.0
docutils                                0.20.1
DoubleML                                0.7.1
dropstackframe                          0.1.0
dtreeviz                                2.2.2
dtw-python                              1.3.1
dwave-cloud-client                      0.11.3
dwave-drivers                           0.4.4
dwave-greedy                            0.3.0
dwave-hybrid                            0.6.11
dwave-inspector                         0.4.4
dwave-inspectorapp                      0.3.1
dwave-neal                              0.6.0
dwave-networkx                          0.8.14
dwave-ocean-sdk                         6.9.0
dwave-preprocessing                     0.6.5
dwave-samplers                          1.2.0
dwave-system                            1.23.0
dwave-tabu                              0.5.0
dwavebinarycsp                          0.3.0
ecos                                    2.0.13
einops                                  0.7.0
EMD-signal                              1.6.0
empyrical-reloaded                      0.5.9
en-core-web-md                          3.7.1
en-core-web-sm                          3.7.1
entrypoints                             0.4
et-xmlfile                              1.1.0
etuples                                 0.3.9
exchange_calendars                      4.5.3
executing                               2.0.1
faiss-cpu                               1.8.0
Farama-Notifications                    0.0.4
fastai                                  2.7.14
fastai2                                 0.0.30
fastcore                                1.5.29
fastdownload                            0.0.7
fasteners                               0.19
fastjsonschema                          2.19.1
fastparquet                             2024.2.0
fastprogress                            1.0.3
fasttext                                0.9.2
featuretools                            1.30.0
filelock                                3.13.3
findiff                                 0.10.0
FixedEffectModel                        0.0.5
FLAML                                   2.1.2
Flask                                   3.0.2
flatbuffers                             24.3.25
fonttools                               4.50.0
formulaic                               1.0.1
fqdn                                    1.5.1
frozendict                              2.4.0
frozenlist                              1.4.1
fs                                      2.4.16
fsspec                                  2024.3.1
fugue                                   0.8.7
fugue-sql-antlr                         0.2.0
functime                                0.9.5
future                                  1.0.0
fuzzy-c-means                           1.7.2
gast                                    0.5.4
gensim                                  4.3.2
gevent                                  24.2.1
gitdb                                   4.0.11
GitPython                               3.1.42
gluonts                                 0.14.4
google-pasta                            0.2.0
gpflow                                  2.9.1
gplearn                                 0.4.2
gpytorch                                1.11
graphene                                3.3
graphql-core                            3.2.3
graphql-relay                           3.2.0
graphviz                                0.20.1
greenlet                                3.0.3
grpcio                                  1.62.1
gunicorn                                21.2.0
gym                                     0.26.2
gym-notices                             0.0.8
gymnasium                               0.28.1
h11                                     0.14.0
h2o                                     3.46.0.1
h5netcdf                                1.3.0
h5py                                    3.10.0
hmmlearn                                0.3.2
holidays                                0.45
holoviews                               1.18.3
homebase                                1.0.1
hopcroftkarp                            1.2.5
html5lib                                1.1
httpcore                                1.0.4
httpstan                                4.12.0
httpx                                   0.27.0
huggingface-hub                         0.22.0
hurst                                   0.0.5
hvplot                                  0.9.2
hyperopt                                0.2.7
ibm-cloud-sdk-core                      3.19.2
ibm-platform-services                   0.52.0
idna                                    3.4
iisignature                             0.24
ijson                                   3.2.3
imageio                                 2.34.0
imbalanced-learn                        0.12.0
immutabledict                           4.2.0
importlib_metadata                      7.1.0
importlib_resources                     6.4.0
iniconfig                               2.0.0
injector                                0.21.0
interface-meta                          1.3.0
interpret                               0.5.1
interpret-core                          0.5.1
ipykernel                               6.29.3
ipython                                 8.22.2
ipywidgets                              8.1.2
isoduration                             20.11.0
itsdangerous                            2.1.2
jax                                     0.4.25
jax-jumpy                               1.0.0
jaxlib                                  0.4.25
jaxtyping                               0.2.28
jedi                                    0.19.1
Jinja2                                  3.1.3
joblib                                  1.3.2
json5                                   0.9.24
jsonpatch                               1.33
jsonpath-ng                             1.6.1
jsonpointer                             2.1
jsonschema                              4.21.1
jsonschema-specifications               2023.12.1
jupyter                                 1.0.0
jupyter-console                         6.6.3
jupyter-events                          0.10.0
jupyter-lsp                             2.2.4
jupyter-resource-usage                  1.0.2
jupyter_ai                              2.12.0
jupyter_ai_magics                       2.12.0
jupyter_bokeh                           4.0.0
jupyter_client                          8.6.1
jupyter_core                            5.7.2
jupyter_server                          2.13.0
jupyter_server_terminals                0.5.3
jupyterlab                              4.1.5
jupyterlab_pygments                     0.3.0
jupyterlab_server                       2.25.4
jupyterlab_widgets                      3.0.10
kagglehub                               0.2.1
kaleido                                 0.2.1
keras                                   3.0.5
keras-core                              0.1.7
keras-nlp                               0.8.2
keras-rl                                0.4.2
keras-tcn                               3.5.0
keras-tuner                             1.4.7
kiwisolver                              1.4.5
kmapper                                 2.0.1
korean-lunar-calendar                   0.3.1
kt-legacy                               1.0.5
langchain                               0.1.12
langchain-community                     0.0.29
langchain-core                          0.1.33
langchain-text-splitters                0.0.1
langcodes                               3.3.0
langsmith                               0.1.31
lark                                    1.1.9
lazy_loader                             0.3
lazypredict-nightly                     0.3.0
libclang                                18.1.1
libmambapy                              1.5.6
lifelines                               0.28.0
lightgbm                                4.3.0
lightning-utilities                     0.11.1
lime                                    0.2.0.1
line-profiler                           4.1.2
linear-operator                         0.5.1
linkify-it-py                           2.0.3
livelossplot                            0.5.5
llama-index                             0.10.19
llama-index-agent-openai                0.1.7
llama-index-cli                         0.1.11
llama-index-core                        0.10.23.post1
llama-index-embeddings-openai           0.1.7
llama-index-indices-managed-llama-cloud 0.1.5
llama-index-legacy                      0.9.48
llama-index-llms-openai                 0.1.12
llama-index-multi-modal-llms-openai     0.1.4
llama-index-program-openai              0.1.4
llama-index-question-gen-openai         0.1.3
llama-index-readers-file                0.1.12
llama-index-readers-llama-parse         0.1.4
llama-parse                             0.4.0
llamaindex-py-client                    0.1.13
llvmlite                                0.42.0
locket                                  1.0.0
logical-unification                     0.4.6
lxml                                    5.1.0
lz4                                     4.3.3
Mako                                    1.3.2
mamba-ssm                               1.2.0.post1
MAPIE                                   0.8.3
Markdown                                3.6
markdown-it-py                          3.0.0
MarkupSafe                              2.1.5
marshmallow                             3.21.1
matplotlib                              3.7.5
matplotlib-inline                       0.1.6
mdit-py-plugins                         0.4.0
mdurl                                   0.1.2
menuinst                                2.0.2
mgarch                                  0.3.0
miniKanren                              1.0.3
minorminer                              0.2.13
mistune                                 3.0.2
ml-dtypes                               0.3.2
mlflow                                  2.11.1
mlforecast                              0.12.0
mljar-supervised                        1.1.6
mlxtend                                 0.23.1
mmh3                                    2.5.1
modin                                   0.26.1
mplfinance                              0.12.10b0
mpmath                                  1.3.0
msgpack                                 1.0.8
multidict                               6.0.5
multipledispatch                        1.0.0
multiprocess                            0.70.16
multitasking                            0.0.11
murmurhash                              1.0.10
mypy-extensions                         1.0.0
namex                                   0.0.7
nbclient                                0.10.0
nbconvert                               7.16.3
nbformat                                5.10.3
ndindex                                 1.8
nest-asyncio                            1.6.0
networkx                                3.2.1
neural-tangents                         0.6.5
neuralprophet                           0.8.0
nfoursid                                1.0.1
ngboost                                 0.5.1
ninja                                   1.11.1.1
nltk                                    3.8.1
nose                                    1.3.7
notebook                                7.1.2
notebook_shim                           0.2.4
numba                                   0.59.0
numerapi                                2.18.0
numexpr                                 2.9.0
numpy                                   1.26.4
nvidia-cublas-cu12                      12.1.3.1
nvidia-cuda-cupti-cu12                  12.1.105
nvidia-cuda-nvrtc-cu12                  12.1.105
nvidia-cuda-runtime-cu12                12.4.99
nvidia-cudnn-cu12                       8.9.7.29
nvidia-cufft-cu12                       11.0.2.54
nvidia-curand-cu12                      10.3.2.106
nvidia-cusolver-cu12                    11.4.5.107
nvidia-cusparse-cu12                    12.1.0.106
nvidia-nccl-cu12                        2.19.3
nvidia-nvjitlink-cu12                   12.4.99
nvidia-nvtx-cu12                        12.1.105
oauthlib                                3.2.2
openai                                  1.14.3
openpyxl                                3.1.2
opt-einsum                              3.3.0
optuna                                  3.5.0
orjson                                  3.9.15
ortools                                 9.9.3963
osqp                                    0.6.5
overrides                               7.7.0
packaging                               23.2
pandas                                  2.1.4
pandas-datareader                       0.10.0
pandas-flavor                           0.6.0
pandas-ta                               0.3.14b0
pandas_market_calendars                 4.4.0
pandocfilters                           1.5.1
panel                                   1.3.8
param                                   2.1.0
parso                                   0.8.3
partd                                   1.4.1
pastel                                  0.2.1
pathos                                  0.3.2
patsy                                   0.5.6
pbr                                     6.0.0
peewee                                  3.17.1
penaltymodel                            1.1.0
PennyLane                               0.35.1
PennyLane-qiskit                        0.35.1
PennyLane_Lightning                     0.35.1
persim                                  0.3.5
pexpect                                 4.9.0
pgmpy                                   0.1.25
pillow                                  10.2.0
pingouin                                0.5.4
pip                                     23.3.1
platformdirs                            3.10.0
plotly                                  5.20.0
plotly-resampler                        0.9.2
plucky                                  0.4.3
pluggy                                  1.4.0
ply                                     3.11
pmdarima                                2.0.4
polars                                  0.20.15
pomegranate                             1.0.4
pox                                     0.3.4
ppft                                    1.7.6.8
pprofile                                2.1.0
preshed                                 3.0.9
prometheus_client                       0.20.0
prompt-toolkit                          3.0.43
prophet                                 1.1.5
protobuf                                4.25.3
psutil                                  5.9.8
ptvsd                                   4.3.2
ptyprocess                              0.7.0
PuLP                                    2.8.0
pure-eval                               0.2.2
py-cpuinfo                              9.0.0
py-heat                                 0.0.6
py-heat-magic                           0.0.2
py-lets-be-rational                     1.0.1
py-vollib                               1.0.1
py4j                                    0.10.9.7
pyaml                                   23.12.0
pyarrow                                 15.0.1
pyarrow-hotfix                          0.6
pybind11                                2.11.1
pycaret                                 3.3.0
pycosat                                 0.6.6
pycparser                               2.21
pydantic                                2.6.4
pydantic_core                           2.16.3
pydevd-pycharm                          231.9225.15
pydmd                                   1.0.0
pyerfa                                  2.0.1.1
pyfolio-reloaded                        0.9.5
Pygments                                2.17.2
PyJWT                                   2.8.0
pykalman                                0.9.7
pylev                                   1.4.0
pyluach                                 2.2.0
pymannkendall                           1.4.3
pymc                                    5.10.4
pymdptoolbox                            4.0b3
PyMuPDF                                 1.24.0
PyMuPDFb                                1.24.0
pynndescent                             0.5.11
pyod                                    1.1.3
Pyomo                                   6.7.1
pyparsing                               3.1.2
pypdf                                   4.1.0
pyportfolioopt                          1.5.5
pyrb                                    1.0.1
pyre-extensions                         0.0.30
pyro-api                                0.1.2
pyro-ppl                                1.9.0
pysimdjson                              5.0.2
PySocks                                 1.7.1
pyspnego                                0.10.2
pystan                                  3.9.0
pytensor                                2.18.6
pytest                                  8.1.1
python-dateutil                         2.9.0.post0
python-json-logger                      2.0.7
python-statemachine                     2.1.2
pytorch-ignite                          0.4.13
pytorch-lightning                       1.9.5
pytz                                    2024.1
pyvinecopulib                           0.6.4
pyviz_comms                             3.0.2
PyWavelets                              1.5.0
PyYAML                                  6.0.1
pyzmq                                   25.1.2
qdldl                                   0.1.7.post0
qiskit                                  1.0.2
qiskit-aer                              0.13.3
qiskit-ibm-provider                     0.10.0
qiskit-ibm-runtime                      0.20.0
qpd                                     0.4.4
qtconsole                               5.5.1
QtPy                                    2.4.1
quadprog                                0.1.12
quantecon                               0.7.2
QuantLib                                1.33
QuantStats                              0.0.62
querystring-parser                      1.2.4
rauth                                   0.7.3
ray                                     2.9.3
Rbeast                                  0.1.19
rectangle-packer                        2.0.2
referencing                             0.34.0
regex                                   2023.12.25
requests                                2.31.0
requests-ntlm                           1.2.0
requests-oauthlib                       1.4.1
retrying                                1.3.4
rfc3339-validator                       0.1.4
rfc3986-validator                       0.1.1
rich                                    13.7.1
ripser                                  0.6.8
Riskfolio-Lib                           6.0.0
riskparityportfolio                     0.5.1
river                                   0.21.0
rpds-py                                 0.18.0
ruamel.yaml                             0.17.21
ruptures                                1.1.9
rustworkx                               0.14.2
safetensors                             0.4.2
SALib                                   1.4.8
schemdraw                               0.15
scikit-base                             0.7.5
scikit-image                            0.22.0
scikit-learn                            1.4.1.post1
scikit-learn-extra                      0.3.0
scikit-optimize                         0.10.0
scikit-plot                             0.3.7
scikit-tda                              1.0.0
scipy                                   1.11.4
scs                                     3.2.4.post1
sdeint                                  0.3.0
seaborn                                 0.13.2
semantic-version                        2.10.0
Send2Trash                              1.8.2
setuptools                              68.2.2
setuptools-scm                          8.0.4
shap                                    0.45.0
Shimmy                                  1.3.0
simplejson                              3.19.2
simpy                                   4.1.1
six                                     1.16.0
sklearn-json                            0.1.0
sktime                                  0.27.1
slicer                                  0.0.7
smart-open                              6.4.0
smmap                                   5.0.1
sniffio                                 1.3.1
sortedcontainers                        2.4.0
soupsieve                               2.5
spacy                                   3.7.4
spacy-legacy                            3.0.12
spacy-loggers                           1.0.5
SQLAlchemy                              2.0.29
sqlglot                                 23.0.5
sqlparse                                0.4.4
srsly                                   2.4.8
ssm                                     0.0.1
stable-baselines3                       2.2.1
stack-data                              0.6.3
stanio                                  0.3.0
statsforecast                           1.7.3
statsmodels                             0.14.1
stevedore                               5.2.0
stochastic                              0.6.0
stockstats                              0.6.2
stopit                                  1.1.2
striprtf                                0.0.26
stumpy                                  1.12.0
symengine                               0.11.0
sympy                                   1.12
ta                                      0.11.0
TA-Lib                                  0.4.28
tables                                  3.9.2
tabulate                                0.8.10
tadasets                                0.2.1
tbats                                   1.1.3
tblib                                   3.0.0
tenacity                                8.2.3
tensorboard                             2.16.2
tensorboard-data-server                 0.7.2
tensorboardX                            2.6.2.2
tensorflow                              2.16.1
tensorflow-addons                       0.23.0
tensorflow-io-gcs-filesystem            0.36.0
tensorflow-probability                  0.24.0
tensorflow-text                         2.16.1
tensorflow_decision_forests             1.9.0
tensorly                                0.8.1
tensorrt                                8.6.1.post1
tensorrt-bindings                       8.6.1
tensorrt-libs                           8.6.1
tensortrade                             1.0.3
termcolor                               2.4.0
terminado                               0.18.1
tf2jax                                  0.3.6
tf_keras                                2.16.0
thinc                                   8.2.3
threadpoolctl                           3.4.0
thundergbm                              0.3.17
tifffile                                2024.2.12
tiktoken                                0.6.0
tinycss2                                1.2.1
tokenizers                              0.15.2
toml                                    0.10.2
toolz                                   0.12.1
torch                                   2.2.1
torch-cluster                           1.6.3
torch-scatter                           2.1.2
torch-sparse                            0.6.18
torch-spline-conv                       1.2.2
torch_geometric                         2.5.1
torchdata                               0.7.1
torchmetrics                            1.3.2
torchvision                             0.17.1
tornado                                 6.4
TPOT                                    0.12.2
tqdm                                    4.66.2
traitlets                               5.14.2
transformers                            4.38.2
triad                                   0.9.6
triton                                  2.2.0
truststore                              0.8.0
tsdownsample                            0.1.2
tsfresh                                 0.20.2
tslearn                                 0.6.3
tweepy                                  4.14.0
typeguard                               2.13.3
typer                                   0.9.4
types-python-dateutil                   2.9.0.20240316
typing-inspect                          0.9.0
typing_extensions                       4.10.0
tzdata                                  2024.1
uc-micro-py                             1.0.3
umap-learn                              0.5.5
update-checker                          0.18.0
uri-template                            1.3.0
urllib3                                 2.1.0
utilsforecast                           0.1.2
wasabi                                  1.1.2
wcwidth                                 0.2.13
weasel                                  0.3.4
webargs                                 8.4.0
webcolors                               1.13
webencodings                            0.5.1
websocket-client                        1.7.0
websockets                              12.0
Werkzeug                                3.0.1
wheel                                   0.41.2
widgetsnbextension                      4.0.10
window_ops                              0.0.15
woodwork                                0.29.0
wordcloud                               1.9.3
wrapt                                   1.16.0
wurlitzer                               3.0.3
x-transformers                          1.27.19
xarray                                  2024.2.0
xarray-einstats                         0.7.0
xgboost                                 2.0.3
xlrd                                    2.0.1
XlsxWriter                              3.2.0
xxhash                                  3.4.1
xyzservices                             2023.10.1
yarl                                    1.9.4
yellowbrick                             1.5
yfinance                                0.2.37
zict                                    3.0.0
zipp                                    3.18.1
zope.event                              5.0
zope.interface                          6.2
zstandard                               0.19.0

# Name                                  Version
Accord                                  3.6.0
Accord.Fuzzy                            3.6.0
Accord.MachineLearning                  3.6.0
Accord.Math                             3.6.0
Accord.Statistics                       3.6.0
CloneExtensions                         1.3.0
Common.Logging                          3.4.1
Common.Logging.Core                     3.4.1
CsvHelper                               19.0.0
Deedle                                  2.1.0
DotNetZip                               1.16.0
DynamicInterop                          0.9.1
fasterflect                             3.0.0
MathNet.Numerics                        5.0.0
McMaster.Extensions.CommandLineUtils    2.6.0
Microsoft.IO.RecyclableMemoryStream     2.3.2
Microsoft.NET.Test.Sdk                  16.9.4
Microsoft.TestPlatform.ObjectModel      16.9.4
Moq                                     4.16.1
NetMQ                                   4.0.1.6
Newtonsoft.Json                         13.0.2
NodaTime                                3.0.5
NUnit                                   3.13.3
NUnit3TestAdapter                       4.2.1
Plotly.NET                              3.0.1
Plotly.NET.Interactive                  3.0.2
protobuf-net                            3.1.33
QLNet                                   1.13.0
QuantConnect.pythonnet                  2.0.28
RestSharp                               106.12.0
SharpZipLib                             1.3.3
System.ComponentModel.Composition       6.0.0

Supported Libraries for ARM64 Systems

On ARM64-based systems, the list of available libraries is a bit shorter because ARM64 is not as well supported as AMD64. The following libraries are available on ARM64-based systems: 

// Name                                    Version
Accord                                     3.5.0
Accord.Fuzzy                               3.5.0
Accord.MachineLearning                     3.5.0
Accord.Math                                3.5.0
Accord.Math.Core                           3.5.0
Accord.Statistics                          3.5.0
AsyncIO                                    0.1.26.0
CloneExtensions                            1.3.0
CoinAPI.WebSocket.V1                       1.6.0
Common.Logging                             3.4.1
Common.Logging.Core                        3.4.1
CSharpAPI                                  1.0.0.0
CsvHelper                                  19.0.0
DotNetZip                                  1.13.3.506
DynamicInterop                             0.9.0
Fasterflect                                3.0.0.0
FSharp.Core                                4.5.0.0
ICSharpCode.SharpZipLib                    1.2.0
IQFeed.CSharpApiClient                     2.5.1
LaunchDarkly.EventSource                   3.3.2
MathNet.Numerics                           4.15.0
McMaster.Extensions.CommandLineUtils       2.6.0
Microsoft.IO.RecyclableMemoryStream        1.3.5.0
Microsoft.Win32.SystemEvents               3.1.0
NetMQ                                      4.0.0.1
Newtonsoft.Json                            12.0.3
NodaTime                                   3.0.5
protobuf-net                               3.0.29
protobuf-net.Core                          3.0.29
Python.Runtime                             2.0.1.0
QLNet                                      1.11.3
QuantConnect.Algorithm                     2.5.0.0
QuantConnect.Algorithm.CSharp              2.5.0.0
QuantConnect.Algorithm.Framework           2.5.0.0
QuantConnect.AlgorithmFactory              2.5.0.0
QuantConnect.Api                           2.5.0.0
QuantConnect.Brokerages                    2.5.0.0
QuantConnect.Common                        2.5.0.0
QuantConnect.Compression                   2.5.0.0
QuantConnect.Configuration                 2.5.0.0
QuantConnect.IBAutomater.exe               2.0.17
QuantConnect.Indicators                    2.5.0.0
QuantConnect.Lean.Engine                   2.5.0.0
QuantConnect.Lean.Launcher.exe             2.5.0.0
QuantConnect.Logging                       2.5.0.0
QuantConnect.Messaging                     2.5.0.0
QuantConnect.Queues                        2.5.0.0
QuantConnect.Research                      2.5.0.0
QuantConnect.ToolBox.exe                   2.5.0.0
RDotNet                                    1.9.0
RestSharp                                  106.6.10
SuperSocket.ClientEngine                   0.10.0.0
System.ComponentModel.Composition          5.0.0
System.Configuration.ConfigurationManager  3.1.0
System.Drawing.Common                      4.6.26919.02
System.Private.ServiceModel                3.1.0
System.Security.Cryptography.Pkcs          4.6.26515.06
System.Security.Cryptography.ProtectedData 3.1.0
System.Security.Cryptography.Xml           4.6.26515.06
System.Security.Permissions                3.1.0
System.ServiceModel                        3.1.0
System.ServiceModel.Primitives             3.1.0
System.Windows.Extensions                  3.1.0
Utf8Json                                   1.3.7.0
WebSocket4Net                              0.15.2.11
# Name                    Version                   Build  Channel
_openmp_mutex             4.5                       1_gnu    conda-forge
absl-py                   0.12.0                   pypi_0    pypi
alembic                   1.6.2                    pypi_0    pypi
appdirs                   1.4.4                    pypi_0    pypi
argon2-cffi               20.1.0           py36h269c3a8_2    conda-forge
async_generator           1.10                       py_0    conda-forge
attrs                     21.1.0             pyhd8ed1ab_0    conda-forge
auto-ks                   0.1                      pypi_0    pypi
autograd                  1.3                      pypi_0    pypi
backcall                  0.2.0              pyh9f0ad1d_0    conda-forge
backports                 1.0                        py_2    conda-forge
backports.functools_lru_cache 1.6.4              pyhd8ed1ab_0    conda-forge
bayesian-optimization     1.2.0                    pypi_0    pypi
beautifulsoup4            4.9.0                    pypi_0    pypi
bleach                    3.3.0              pyh44b312d_0    conda-forge
boto3                     1.17.72                  pypi_0    pypi
botocore                  1.20.72                  pypi_0    pypi
brotlipy                  0.7.0           py36h269c3a8_1001    conda-forge
ca-certificates           2020.12.5            h4fd8a4c_0    conda-forge
certifi                   2020.12.5        py36h704843e_1    conda-forge
cffi                      1.14.4           py36hcfd9a06_0    conda-forge
chardet                   4.0.0            py36h704843e_1    conda-forge
click                     8.0.0                    pypi_0    pypi
cliff                     3.7.0                    pypi_0    pypi
cloudpickle               1.3.0                    pypi_0    pypi
cmaes                     0.8.2                    pypi_0    pypi
cmd2                      1.5.0                    pypi_0    pypi
cmdstanpy                 0.4.0                    pypi_0    pypi
colorama                  0.4.4                    pypi_0    pypi
colorlog                  5.0.1                    pypi_0    pypi
colorlover                0.3.0                    pypi_0    pypi
conda                     4.10.1           py36h704843e_0    conda-forge
conda-package-handling    1.7.3            py36h269c3a8_0    conda-forge
contextvars               2.4                      pypi_0    pypi
copulalib                 1.1.0                    pypi_0    pypi
copulas                   0.3.3                    pypi_0    pypi
cryptography              3.4.7            py36h70ab5b5_0    conda-forge
cufflinks                 0.17.3                   pypi_0    pypi
cycler                    0.10.0                     py_2    conda-forge
cython                    0.29.17          py36h831f99a_0    conda-forge
dask                      2021.3.0                 pypi_0    pypi
dataclasses               0.8                      pypi_0    pypi
datashape                 0.5.2                    pypi_0    pypi
deap                      1.3.1                    pypi_0    pypi
decorator                 4.4.2                    pypi_0    pypi
defusedxml                0.7.1              pyhd8ed1ab_0    conda-forge
dill                      0.3.1.1                  pypi_0    pypi
distributed               2.20.0                   pypi_0    pypi
docutils                  0.14                     pypi_0    pypi
dtw-python                1.0.5                    pypi_0    pypi
dx                        0.1.2                    pypi_0    pypi
entrypoints               0.3             pyhd8ed1ab_1003    conda-forge
fasttext                  0.9.2                    pypi_0    pypi
feature-selector          1.0.0                    pypi_0    pypi
featuretools              0.14.0                   pypi_0    pypi
findiff                   0.8.5                    pypi_0    pypi
freetype                  2.10.4               hdf53a3c_1    conda-forge
frozendict                2.0.2                    pypi_0    pypi
future                    0.18.2                   pypi_0    pypi
gluonts                   0.4.3                    pypi_0    pypi
gplearn                   0.4.1                    pypi_0    pypi
greenlet                  1.1.0                    pypi_0    pypi
gym                       0.17.2                   pypi_0    pypi
h2o                       3.30.0.3                 pypi_0    pypi
heapdict                  1.0.1                    pypi_0    pypi
hmmlearn                  0.2.3                    pypi_0    pypi
holidays                  0.9.12                   pypi_0    pypi
hyperopt                  0.2.5                    pypi_0    pypi
icu                       64.2                 h4c5d2ac_1    conda-forge
idna                      2.10               pyh9f0ad1d_0    conda-forge
immutables                0.15                     pypi_0    pypi
importlib-metadata        4.0.1            py36h704843e_0    conda-forge
iniconfig                 1.1.1                    pypi_0    pypi
ipykernel                 5.5.4            py36h103942d_0    conda-forge
ipython                   7.16.1           py36h0e46ebc_2    conda-forge
ipython_genutils          0.2.0                      py_1    conda-forge
ipywidgets                7.5.1                    pypi_0    pypi
jax                       0.1.68                   pypi_0    pypi
jedi                      0.17.2           py36h704843e_1    conda-forge
jinja2                    2.11.3             pyh44b312d_0    conda-forge
jmespath                  0.10.0                   pypi_0    pypi
joblib                    1.0.1                    pypi_0    pypi
json5                     0.9.5              pyh9f0ad1d_0    conda-forge
jsonschema                3.2.0              pyhd8ed1ab_3    conda-forge
jupyter_client            6.1.12             pyhd8ed1ab_0    conda-forge
jupyter_core              4.7.1            py36h704843e_0    conda-forge
jupyterlab                2.1.2                      py_0    conda-forge
jupyterlab_pygments       0.1.2              pyh9f0ad1d_0    conda-forge
jupyterlab_server         1.2.0                      py_0    conda-forge
kiwisolver                1.3.1            py36h72e8208_1    conda-forge
ld_impl_linux-aarch64     2.35.1               h02ad14f_2    conda-forge
libblas                   3.9.0                8_openblas    conda-forge
libcblas                  3.9.0                8_openblas    conda-forge
libffi                    3.2.1             h4c5d2ac_1007    conda-forge
libgcc-ng                 9.3.0               he1ea209_19    conda-forge
libgfortran-ng            7.5.0               h6d8ffed_18    conda-forge
libgfortran4              7.5.0               h6d8ffed_18    conda-forge
libgomp                   9.3.0               he1ea209_19    conda-forge
liblapack                 3.9.0                8_openblas    conda-forge
libopenblas               0.3.12          pthreads_hb3c22a3_1    conda-forge
libpng                    1.6.37               hbd635b3_2    conda-forge
libsodium                 1.0.18               hb9de7d4_1    conda-forge
libstdcxx-ng              9.3.0               h1ed1776_19    conda-forge
lightgbm                  2.3.0                    pypi_0    pypi
mako                      1.1.4                    pypi_0    pypi
markupsafe                1.1.1            py36h269c3a8_3    conda-forge
matplotlib                3.2.1                         0    conda-forge
matplotlib-base           3.2.1            py36h0f30586_0    conda-forge
mistune                   0.8.4           py36h269c3a8_1003    conda-forge
mpi                       1.0                     openmpi    conda-forge
mplfinance                0.12.4a0                 pypi_0    pypi
msgpack                   1.0.0                    pypi_0    pypi
multipledispatch          0.6.0                    pypi_0    pypi
mxnet                     1.6.0                    pypi_0    pypi
nbclient                  0.5.3              pyhd8ed1ab_0    conda-forge
nbconvert                 6.0.7            py36h704843e_3    conda-forge
nbformat                  5.1.3              pyhd8ed1ab_0    conda-forge
ncurses                   6.2                  h7fd3ca4_4    conda-forge
nest-asyncio              1.5.1              pyhd8ed1ab_0    conda-forge
networkx                  2.5.1                    pypi_0    pypi
neural-tangents           0.2.1                    pypi_0    pypi
nltk                      3.4.5                    pypi_0    pypi
notebook                  6.3.0            py36h704843e_0    conda-forge
numpy                     1.18.1           py36h3849536_1    conda-forge
nvidia-ml-py3             7.352.0                  pypi_0    pypi
oauthlib                  3.1.0                    pypi_0    pypi
odo                       0+unknown                pypi_0    pypi
openmpi                   4.0.3                hd49bf07_1    conda-forge
openssl                   1.1.1k               hf897c2e_0    conda-forge
opt-einsum                3.3.0                    pypi_0    pypi
optuna                    2.3.0                    pypi_0    pypi
packaging                 20.9               pyh44b312d_0    conda-forge
pandas                    0.25.3           py36h59fbc97_0    conda-forge
pandas-market-calendars   1.7                      pypi_0    pypi
pandocfilters             1.4.2                      py_1    conda-forge
parso                     0.7.1              pyh9f0ad1d_0    conda-forge
pbr                       5.6.0                    pypi_0    pypi
pennylane                 0.9.0                    pypi_0    pypi
pexpect                   4.8.0              pyh9f0ad1d_2    conda-forge
pickleshare               0.7.5                   py_1003    conda-forge
pip                       21.1.1             pyhd8ed1ab_0    conda-forge
plotly                    4.7.1                    pypi_0    pypi
pluggy                    0.13.1                   pypi_0    pypi
ppscore                   0.0.2                    pypi_0    pypi
prettytable               2.1.0                    pypi_0    pypi
prometheus_client         0.10.1             pyhd8ed1ab_0    conda-forge
prompt-toolkit            3.0.18             pyha770c72_0    conda-forge
psutil                    5.8.0                    pypi_0    pypi
ptvsd                     4.3.2                    pypi_0    pypi
ptyprocess                0.7.0              pyhd3deb0d_0    conda-forge
pulp                      1.6.8                    pypi_0    pypi
py                        1.10.0                   pypi_0    pypi
pyaml                     20.4.0                   pypi_0    pypi
pybind11                  2.6.2                    pypi_0    pypi
pycosat                   0.6.3           py36h269c3a8_1006    conda-forge
pycparser                 2.20               pyh9f0ad1d_2    conda-forge
pydantic                  1.8.2                    pypi_0    pypi
pydevd-pycharm            201.8538.36              pypi_0    pypi
pyglet                    1.5.0                    pypi_0    pypi
pygments                  2.9.0              pyhd8ed1ab_0    conda-forge
pykalman                  0.9.5                    pypi_0    pypi
pyopenssl                 20.0.1             pyhd8ed1ab_0    conda-forge
pyparsing                 2.4.7              pyh9f0ad1d_0    conda-forge
pyperclip                 1.8.2                    pypi_0    pypi
pyro-api                  0.1.2                    pypi_0    pypi
pyro-ppl                  1.3.1                    pypi_0    pypi
pyrsistent                0.17.3           py36h269c3a8_2    conda-forge
pysocks                   1.7.1            py36h704843e_3    conda-forge
pytest                    6.2.4                    pypi_0    pypi
python                    3.6.7           h357f687_1008_cpython    conda-forge
python-dateutil           2.8.0                    pypi_0    pypi
python-editor             1.0.4                    pypi_0    pypi
python-graphviz           0.8.4                    pypi_0    pypi
python_abi                3.6                     1_cp36m    conda-forge
pytz                      2021.1             pyhd8ed1ab_0    conda-forge
pywavelets                1.1.1                    pypi_0    pypi
pyyaml                    5.4.1                    pypi_0    pypi
pyzmq                     22.0.3           py36hfbd0944_1    conda-forge
rauth                     0.7.3                    pypi_0    pypi
readline                  8.1                  h1a49cc3_0    conda-forge
requests                  2.25.1             pyhd3deb0d_0    conda-forge
requests-oauthlib         1.3.0                    pypi_0    pypi
retrying                  1.3.3                    pypi_0    pypi
rpy2                      3.3.6                    pypi_0    pypi
ruamel_yaml               0.15.80         py36h269c3a8_1004    conda-forge
ruptures                  1.1.3                    pypi_0    pypi
scikit-learn              0.24.2                   pypi_0    pypi
scikit-learn-extra        0.2.0                    pypi_0    pypi
scikit-multiflow          0.4.1                    pypi_0    pypi
scikit-optimize           0.7.4                    pypi_0    pypi
scipy                     1.4.1            py36h3a855aa_3    conda-forge
sdeint                    0.2.1                    pypi_0    pypi
seaborn                   0.11.0                   pypi_0    pypi
semantic-version          2.6.0                    pypi_0    pypi
send2trash                1.5.0                      py_0    conda-forge
setuptools                49.6.0           py36h704843e_3    conda-forge
setuptools-git            1.2                      pypi_0    pypi
simpy                     4.0.1                    pypi_0    pypi
six                       1.16.0             pyh6c4a22f_0    conda-forge
sklearn-contrib-py-earth  0.1.0                    pypi_0    pypi
sklearn-json              0.1.0                    pypi_0    pypi
sortedcontainers          2.3.0                    pypi_0    pypi
soupsieve                 2.2.1                    pypi_0    pypi
sqlalchemy                1.4.15                   pypi_0    pypi
sqlite                    3.35.5               h43e6a2a_0    conda-forge
statistics                1.0.3.5                  pypi_0    pypi
stevedore                 3.3.0                    pypi_0    pypi
ta                        0.5.25                   pypi_0    pypi
tabulate                  0.8.9                    pypi_0    pypi
tblib                     1.7.0                    pypi_0    pypi
terminado                 0.9.4            py36h704843e_0    conda-forge
testpath                  0.4.4                      py_0    conda-forge
theano                    1.0.4                    pypi_0    pypi
threadpoolctl             2.1.0                    pypi_0    pypi
tigramite                 4.1.0                    pypi_0    pypi
tk                        8.6.10               ha99a2a3_1    conda-forge
toml                      0.10.2                   pypi_0    pypi
toolz                     0.11.1                   pypi_0    pypi
torch                     1.8.1                    pypi_0    pypi
tornado                   6.1              py36h269c3a8_1    conda-forge
tqdm                      4.60.0             pyhd8ed1ab_0    conda-forge
trading-calendars         2.1.1                    pypi_0    pypi
traitlets                 4.3.3            py36h9f0ad1d_1    conda-forge
tweepy                    3.8.0                    pypi_0    pypi
typing_extensions         3.7.4.3                    py_0    conda-forge
tzdata                    2021a                he74cb21_0    conda-forge
tzlocal                   2.1                      pypi_0    pypi
ujson                     1.35                     pypi_0    pypi
urllib3                   1.26.4             pyhd8ed1ab_0    conda-forge
wcwidth                   0.2.5              pyh9f0ad1d_2    conda-forge
webencodings              0.5.1                      py_1    conda-forge
wheel                     0.36.2             pyhd3deb0d_0    conda-forge
widgetsnbextension        3.5.1                    pypi_0    pypi
wrapt                     1.12.1           py36h269c3a8_3    conda-forge
xarray                    0.15.1                   pypi_0    pypi
xz                        5.2.5                h6dd45c4_1    conda-forge
yaml                      0.2.5                h516909a_0    conda-forge
zeromq                    4.3.4                h01db608_0    conda-forge
zict                      2.0.0                    pypi_0    pypi
zipp                      3.4.1              pyhd8ed1ab_0    conda-forge
zlib                      1.2.11            h516909a_1009    conda-forge

Request New Libraries

To request a new library, contact us. We will add the library to the queue for review and deployment. Since the libraries run on our servers, we need to ensure they are secure and won't cause harm. The process of adding new libraries takes 2-4 weeks to complete. View the list of libraries currently under review on the Issues list of the Lean GitHub repository.

Add Libraries

Follow these steps to add custom libraries to your C#Python project:

  1. Find the name of the package that you want to add on NuGet.
  2. Open a terminal in the organization workspace that stores the project.
  3. Run lean library add "<projectName>" <packageName> to add the <packageName> NuGet package to the project in . / <projectName>.
    $ lean library add "My Project" Microsoft.ML
Retrieving latest available version from NuGet
Adding Microsoft.ML 1.5.5 to 'My Project/My Project.csproj'
Restoring packages in 'My Project' to provide local autocomplete
    This command installs the latest version of the Microsoft.ML package. If you want to use a different version you can use the --version <value> option. Additionally, you can pass the --no-local flag to skip restoring the packages locally.
  1. Find the name of the package that you want to add on PyPI.
  2. Open a terminal in the organization workspace that stores the project.
  3. Run lean library add "<projectName>" <packageName> to add the <packageName> PyPI package to the project in . / <projectName>.
    $ lean library add "My Project" altair
Retrieving latest compatible version from PyPI
Adding altair 4.1.0 to 'My Project/requirements.txt'
Installing altair 4.1.0 in local Python environment to provide local autocomplete
    This command installs the latest version of the altair package that is compatible with Python 3.11 (which is what the official LEAN Docker images use). If you want to use a different version you can use the --version <value> option. Additionally, you can pass the --no-local flag to skip installing the package in your local Python environment.
  4. If you are using VS Code, restart your editor for autocomplete to start working on the new library.

Additionally, you can also add custom C# libraries by modifying the C# project file (the file ending with .csproj). This can be done manually or through your editor's built-in NuGet tooling if your editor has such a feature.

Additionally, you can also add custom Python libraries by modifying the project's requirements.txt file. If you choose to do this, make sure that the library versions that you add to this file are compatible with Python 3.6, because that's what the official LEAN Docker images use.

Remove Libraries

Follow these steps to remove custom libraries from your C#Python project:

  1. Open a terminal in the organization workspace that stores the project.
  2. Run lean library remove "<projectName>" <packageName> to remove the <packageName> NuGet package from the project in . / <projectName>.
    $ lean library remove "My Project" Microsoft.ML
Removing Microsoft.ML from 'My Project/My Project.csproj'
Restoring packages in 'My Project'
    You can pass the --no-local flag to skip restoring the packages locally.
  1. Open a terminal in the organization workspace that stores the project.
  2. Run lean library remove "<projectName>" <packageName> to remove the <packageName> PyPI package from the project in . / <projectName>.
    $ lean library remove "My Project" altair
Removing altair from 'My Project/requirements.txt'

Additionally, you can also remove custom C# libraries by modifying the C# project file (the file ending with .csproj). This can be done manually or through your editor's built-in NuGet tooling if your editor has such a feature.

Additionally, you can also remove custom Python libraries by modifying the project's requirements.txt file.

You can also see our Videos. You can also get in touch with us via Discord.

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