Package Health Score

69 / 100

security
Security review needed
popularity
Small
maintenance
Healthy
community
Sustainable

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Popularity

Small

GitHub Stars: 184
Forks: 95
Contributors: 20

Direct Usage Popularity

Based on project statistics from the GitHub repository for the PyPI package lean, we found that it has been starred 184 times.

Security

Security review needed

Security and license risk for latest version

Release Date: Apr 23, 2024
Direct Vulnerabilities: 0
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0
H
0
M
0
L
Indirect Vulnerabilities: 0
C
0
H
0
M
0
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License Risk: 0
H
4
M
0
L

All security vulnerabilities belong to production dependencies of direct and indirect packages.

License

Apache-2.0

Security Policy

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Maintenance

Healthy

Commit Frequency

Open Issues: 29
Open PR: 1
Last Release: 3 days ago
Last Commit: 14 days ago

Further analysis of the maintenance status of lean based on released PyPI versions cadence, the repository activity, and other data points determined that its maintenance is Healthy.

We found that lean demonstrates a positive version release cadence with at least one new version released in the past 3 months.

As a healthy sign for on-going project maintenance, we found that the GitHub repository had at least 1 pull request or issue interacted with by the community.

Community

Sustainable

Readme: Yes
Contributing.md: No
Code of Conduct: No
Contributors: 20
Funding: No

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Package

Python Versions Compatibility: >=3.7

Age: 3 years
Latest Release: 3 days ago
Dependencies: 1 Direct / 43 Total
Versions: 251
Maintainers: 1
Wheels: OS Independent

Readme

Lean CLI

QuantConnect Lean CLI

The Lean CLI is a cross-platform CLI aimed at making it easier to develop with the LEAN engine locally and in the cloud.

Visit the documentation website for comprehensive and up-to-date documentation.

Highlights

Installation

The CLI can be installed and updated by running pip install --upgrade lean.

Note that many commands in the CLI require Docker to run. See Get Docker for instructions on how to install Docker for your operating system.

Note: Some Linux users may need to install tkinter using the following commands:

For Python 3

sudo apt-get install python3-tk

For Python 2.7

sudo apt-get install python-tk

After installing the CLI, open a terminal in an empty directory and run lean init. This command downloads the latest configuration file and sample data from the QuantConnect/Lean repository. We recommend running all Lean CLI commands in the same directory lean init was ran in.

Usage

The Lean CLI supports multiple workflows. The examples below serve as a starting point, you're free to mix local and cloud features in any way you'd like.

A cloud-focused workflow (local development, cloud execution) with the CLI may look like this:

Open a terminal in the directory you ran lean init in.
Run lean cloud pull to pull remotely changed files.
Start programming locally and run backtests in the cloud with lean cloud backtest "Project Name" --open --push whenever there is something to backtest. The --open flag means that the backtest results will be opened in the browser when done, while the --push flag means that local changes are pushed to the cloud before running the backtest.
Whenever you want to create a new project, run lean create-project "Project Name" and lean cloud push --project "Project Name" to create a new project containing some basic code and to push it to the cloud.
When you're finished for the moment, run lean cloud push to push all locally changed files to the cloud.

A locally-focused workflow (local development, local execution) with the CLI may look like this:

Open a terminal in the directory you ran lean init in.
Run lean create-project "Project Name" to create a new project with some basic code to get you started.
Work on your strategy in ./Project Name.
Run lean research "Project Name" to start a Jupyter Lab session to perform research in.
Run lean backtest "Project Name" to run a backtest whenever there's something to test. This runs your strategy in a Docker container containing the same packages as the ones used on QuantConnect.com, but with your own data.

Commands

Note: the readme only contains the --help text of all commands. Visit the documentation website for more comprehensive documentation.

`lean backtest`

Backtest a project locally using Docker.

Usage: lean backtest [OPTIONS] PROJECT

  Backtest a project locally using Docker.

  If PROJECT is a directory, the algorithm in the main.py or Main.cs file inside it will be executed.
  If PROJECT is a file, the algorithm in the specified file will be executed.

  Go to the following url to learn how to debug backtests locally using the Lean CLI:
  https://www.lean.io/docs/v2/lean-cli/backtesting/debugging

  By default the official LEAN engine image is used. You can override this using the --image option. Alternatively you
  can set the default engine image for all commands using `lean config set engine-image <img>`.

Options:
  --output DIRECTORY              Directory to store results in (defaults to PROJECT/backtests/TIMESTAMP)
  -d, --detach                    Run the backtest in a detached Docker container and return immediately
  --debug [pycharm|ptvsd|vsdbg|rider|local-platform]
                                  Enable a certain debugging method (see --help for more information)
  --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|IQFeed|Polygon|FactSet|IEX|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit]
                                  Update the Lean configuration file to retrieve data from the given historical provider
  --ib-user-name TEXT             Your Interactive Brokers username
  --ib-account TEXT               Your Interactive Brokers account id
  --ib-password TEXT              Your Interactive Brokers password
  --ib-weekly-restart-utc-time TEXT
                                  Weekly restart UTC time (hh:mm:ss). Each week on Sunday your algorithm is restarted at
                                  this time, and will require 2FA verification. This is required by Interactive Brokers.
                                  Use this option explicitly to override the default value.
  --oanda-account-id TEXT         Your OANDA account id
  --oanda-access-token TEXT       Your OANDA API token
  --oanda-environment [Practice|Trade]
                                  The environment to run in, Practice for fxTrade Practice, Trade for fxTrade
  --bitfinex-api-key TEXT         Your Bitfinex API key
  --bitfinex-api-secret TEXT      Your Bitfinex API secret
  --coinbase-api-key TEXT         Your Coinbase Advanced Trade API key
  --coinbase-api-secret TEXT      Your Coinbase Advanced Trade API secret
  --binance-exchange-name [Binance|BinanceUS|Binance-USDM-Futures|Binance-COIN-Futures]
                                  Binance exchange name [Binance, BinanceUS, Binance-USDM-Futures, Binance-COIN-Futures]
  --binance-api-key TEXT          Your Binance API key
  --binanceus-api-key TEXT        Your Binance API key
  --binance-api-secret TEXT       Your Binance API secret
  --binanceus-api-secret TEXT     Your Binance API secret
  --kraken-api-key TEXT           Your Kraken API key
  --kraken-api-secret TEXT        Your Kraken API secret
  --kraken-verification-tier [Starter|Intermediate|Pro]
                                  Your Kraken Verification Tier
  --iqfeed-iqconnect TEXT         The path to the IQConnect binary
  --iqfeed-username TEXT          Your IQFeed username
  --iqfeed-password TEXT          Your IQFeed password
  --iqfeed-version TEXT           The product version of your IQFeed developer account
  --iqfeed-host TEXT              The IQFeed host address
  --polygon-api-key TEXT          Your Polygon.io API Key
  --factset-auth-config-file FILE
                                  The path to the FactSet authentication configuration file
  --iex-cloud-api-key TEXT        Your iexcloud.io API token publishable key
  --iex-price-plan [Launch|Grow|Enterprise]
                                  Your IEX Cloud Price plan
  --alpha-vantage-api-key TEXT    Your Alpha Vantage Api Key
  --alpha-vantage-price-plan [Free|Plan30|Plan75|Plan150|Plan300|Plan600|Plan1200]
                                  Your Alpha Vantage Premium API Key plan
  --coinapi-api-key TEXT          Your coinapi.io Api Key
  --coinapi-product [Free|Startup|Streamer|Professional|Enterprise]
                                  CoinApi pricing plan (https://www.coinapi.io/market-data-api/pricing)
  --thetadata-ws-url TEXT         The ThetaData host address
  --thetadata-rest-url TEXT       The ThetaData host address
  --thetadata-subscription-plan [Free|Value|Standard|Pro]
                                  Your ThetaData subscription price plan
  --terminal-link-connection-type [DAPI|SAPI]
                                  Terminal Link Connection Type [DAPI, SAPI]
  --terminal-link-server-auth-id TEXT
                                  The Auth ID of the TerminalLink server
  --terminal-link-environment [Production|Beta]
                                  The environment to run in
  --terminal-link-server-host TEXT
                                  The host of the TerminalLink server
  --terminal-link-server-port INTEGER
                                  The port of the TerminalLink server
  --terminal-link-openfigi-api-key TEXT
                                  The Open FIGI API key to use for mapping options
  --bybit-api-key TEXT            Your Bybit API key
  --bybit-api-secret TEXT         Your Bybit API secret
  --bybit-vip-level [VIP0|VIP1|VIP2|VIP3|VIP4|VIP5|SupremeVIP|Pro1|Pro2|Pro3|Pro4|Pro5]
                                  Your Bybit VIP Level
  --download-data                 Update the Lean configuration file to download data from the QuantConnect API, alias
                                  for --data-provider-historical QuantConnect
  --data-purchase-limit INTEGER   The maximum amount of QCC to spend on downloading data during the backtest when using
                                  QuantConnect as historical data provider
  --release                       Compile C# projects in release configuration instead of debug
  --image TEXT                    The LEAN engine image to use (defaults to quantconnect/lean:latest)
  --python-venv TEXT              The path of the python virtual environment to be used
  --update                        Pull the LEAN engine image before running the backtest
  --backtest-name TEXT            Backtest name
  --extra-docker-config TEXT      Extra docker configuration as a JSON string. For more information https://docker-
                                  py.readthedocs.io/en/stable/containers.html
  --no-update                     Use the local LEAN engine image instead of pulling the latest version
  --lean-config FILE              The Lean configuration file that should be used (defaults to the nearest lean.json)
  --verbose                       Enable debug logging
  --help                          Show this message and exit.

See code: lean/commands/backtest.py

`lean build`

Build Docker images of your own version of LEAN.

Usage: lean build [OPTIONS] [ROOT]

  Build Docker images of your own version of LEAN.

  ROOT must point to a directory containing the LEAN repository:
  https://github.com/QuantConnect/Lean

  When ROOT is not given, the current directory is used as root directory.

  This command performs the following actions:
  1. The lean-cli/foundation:latest image is built from Lean/DockerfileLeanFoundation(ARM).
  2. LEAN is compiled in a Docker container using the lean-cli/foundation:latest image.
  3. The lean-cli/engine:latest image is built from Lean/Dockerfile using lean-cli/foundation:latest as base image.
  4. The lean-cli/research:latest image is built from Lean/DockerfileJupyter using lean-cli/engine:latest as base image.
  5. The default engine image is set to lean-cli/engine:latest.
  6. The default research image is set to lean-cli/research:latest.

  When the foundation Dockerfile is the same as the official foundation Dockerfile, quantconnect/lean:foundation is used
  instead of building a custom foundation image.

Options:
  --tag TEXT  The tag to apply to custom images (defaults to latest)
  --verbose   Enable debug logging
  --help      Show this message and exit.

See code: lean/commands/build.py

`lean cloud backtest`

Backtest a project in the cloud.

Usage: lean cloud backtest [OPTIONS] PROJECT

  Backtest a project in the cloud.

  PROJECT must be the name or id of the project to run a backtest for.

  If the project that has to be backtested has been pulled to the local drive with `lean cloud pull` it is possible to
  use the --push option to push local modifications to the cloud before running the backtest.

Options:
  --name TEXT  The name of the backtest (a random one is generated if not specified)
  --push       Push local modifications to the cloud before running the backtest
  --open       Automatically open the results in the browser when the backtest is finished
  --verbose    Enable debug logging
  --help       Show this message and exit.

See code: lean/commands/cloud/backtest.py

`lean cloud live`

Interact with the QuantConnect cloud live deployments.

Usage: lean cloud live [OPTIONS] COMMAND [ARGS]...

  Interact with the QuantConnect cloud live deployments.

Options:
  --help  Show this message and exit.

Commands:
  deploy     Start live trading for a project in the cloud.
  liquidate  Stops live trading and liquidates existing positions for a certain project.
  stop       Stops live trading for a certain project without liquidating existing positions.

`lean cloud live deploy`

Start live trading for a project in the cloud.

Usage: lean cloud live deploy [OPTIONS] PROJECT

  Start live trading for a project in the cloud.

  PROJECT must be the name or the id of the project to start live trading for.

  By default an interactive wizard is shown letting you configure the deployment. If --brokerage is given the command
  runs in non-interactive mode. In this mode the CLI does not prompt for input or confirmation. In non-interactive mode
  the options specific to the given brokerage are required, as well as --node, --auto-restart, --notify-order-events and
  --notify-insights.

Options:
  --brokerage [Paper Trading|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|TDAmeritrade|Bybit]
                                  The brokerage to use
  --data-provider-live [QuantConnect|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|TDAmeritrade|Polygon|IEX|CoinApi|Bybit]
                                  The live data provider to use
  --ib-user-name TEXT             Your Interactive Brokers username
  --ib-account TEXT               Your Interactive Brokers account id
  --ib-password TEXT              Your Interactive Brokers password
  --ib-weekly-restart-utc-time TEXT
                                  Weekly restart UTC time (hh:mm:ss). Each week on Sunday your algorithm is restarted at
                                  this time, and will require 2FA verification. This is required by Interactive Brokers.
                                  Use this option explicitly to override the default value.
  --tradier-account-id TEXT       Your Tradier account id
  --tradier-access-token TEXT     Your Tradier access token
  --tradier-environment [live|paper]
                                  Whether the developer sandbox should be used
  --oanda-account-id TEXT         Your OANDA account id
  --oanda-access-token TEXT       Your OANDA API token
  --oanda-environment [Practice|Trade]
                                  The environment to run in, Practice for fxTrade Practice, Trade for fxTrade
  --bitfinex-api-key TEXT         Your Bitfinex API key
  --bitfinex-api-secret TEXT      Your Bitfinex API secret
  --coinbase-api-key TEXT         Your Coinbase Advanced Trade API key
  --coinbase-api-secret TEXT      Your Coinbase Advanced Trade API secret
  --binance-exchange-name [Binance|BinanceUS|Binance-USDM-Futures|Binance-COIN-Futures]
                                  Binance exchange name [Binance, BinanceUS, Binance-USDM-Futures, Binance-COIN-Futures]
  --binance-api-key TEXT          Your Binance API key
  --binanceus-api-key TEXT        Your Binance API key
  --binance-api-secret TEXT       Your Binance API secret
  --binanceus-api-secret TEXT     Your Binance API secret
  --binance-use-testnet [live|paper]
                                  Whether the testnet should be used
  --zerodha-api-key TEXT          Your Kite Connect API key
  --zerodha-access-token TEXT     Your Kite Connect access token
  --zerodha-product-type [mis|cnc|nrml]
                                  MIS if you are targeting intraday products, CNC if you are targeting delivery
                                  products, NRML if you are targeting carry forward products
  --zerodha-trading-segment [equity|commodity]
                                  EQUITY if you are trading equities on NSE or BSE, COMMODITY if you are trading
                                  commodities on MCX
  --zerodha-history-subscription [true|false]
                                  Whether you have a history API subscription for Zerodha
  --samco-client-id TEXT          Your Samco account Client ID
  --samco-client-password TEXT    Your Samco account password
  --samco-year-of-birth TEXT      Your year of birth (YYYY) registered with Samco
  --samco-product-type [mis|cnc|nrml]
                                  MIS if you are targeting intraday products, CNC if you are targeting delivery
                                  products, NRML if you are targeting carry forward products
  --samco-trading-segment [equity|commodity]
                                  EQUITY if you are trading equities on NSE or BSE, COMMODITY if you are trading
                                  commodities on MCX
  --terminal-link-server-auth-id TEXT
                                  The Auth ID of the TerminalLink server
  --terminal-link-environment [Production|Beta]
                                  The environment to run in
  --terminal-link-server-host TEXT
                                  The host of the SAPI server
  --terminal-link-server-port INTEGER
                                  The port of the SAPI server
  --terminal-link-emsx-broker TEXT
                                  The EMSX broker to use
  --terminal-link-emsx-account TEXT
                                  The EMSX account to use
  --terminal-link-openfigi-api-key TEXT
                                  The Open FIGI API key to use for mapping options
  --tt-user-name TEXT             Your Trading Technologies username
  --tt-session-password TEXT      Your Trading Technologies session password
  --tt-account-name TEXT          Your Trading Technologies account name
  --tt-rest-app-key TEXT          Your Trading Technologies REST app key
  --tt-rest-app-secret TEXT       Your Trading Technologies REST app secret
  --tt-rest-environment TEXT      The REST environment to run in
  --tt-order-routing-sender-comp-id TEXT
                                  The order routing sender comp id to use
  --kraken-api-key TEXT           Your Kraken API key
  --kraken-api-secret TEXT        Your Kraken API secret
  --kraken-verification-tier [Starter|Intermediate|Pro]
                                  Your Kraken Verification Tier
  --tdameritrade-api-key TEXT     Your TDAmeritrade API key
  --tdameritrade-access-token TEXT
                                  Your TDAmeritrade OAuth Access Token
  --tdameritrade-account-number TEXT
                                  Your TDAmeritrade account number
  --bybit-api-key TEXT            Your Bybit API key
  --bybit-api-secret TEXT         Your Bybit API secret
  --bybit-vip-level [VIP0|VIP1|VIP2|VIP3|VIP4|VIP5|SupremeVIP|Pro1|Pro2|Pro3|Pro4|Pro5]
                                  Your Bybit VIP Level
  --polygon-api-key TEXT          Your Polygon.io API Key
  --iex-cloud-api-key TEXT        Your iexcloud.io API token publishable key
  --iex-price-plan [Launch|Grow|Enterprise]
                                  Your IEX Cloud Price plan
  --coinapi-api-key TEXT          Your coinapi.io Api Key
  --coinapi-product [Free|Startup|Streamer|Professional|Enterprise]
                                  CoinApi pricing plan (https://www.coinapi.io/market-data-api/pricing)
  --node TEXT                     The name or id of the live node to run on
  --auto-restart BOOLEAN          Whether automatic algorithm restarting must be enabled
  --notify-order-events BOOLEAN   Whether notifications must be sent for order events
  --notify-insights BOOLEAN       Whether notifications must be sent for emitted insights
  --notify-emails TEXT            A comma-separated list of 'email:subject' pairs configuring email-notifications
  --notify-webhooks TEXT          A comma-separated list of 'url:HEADER_1=VALUE_1:HEADER_2=VALUE_2:etc' pairs
                                  configuring webhook-notifications
  --notify-sms TEXT               A comma-separated list of phone numbers configuring SMS-notifications
  --notify-telegram TEXT          A comma-separated list of 'user/group Id:token(optional)' pairs configuring telegram-
                                  notifications
  --live-cash-balance TEXT        A comma-separated list of currency:amount pairs of initial cash balance
  --live-holdings TEXT            A comma-separated list of symbol:symbolId:quantity:averagePrice of initial portfolio
                                  holdings
  --push                          Push local modifications to the cloud before starting live trading
  --open                          Automatically open the live results in the browser once the deployment starts
  --show-secrets                  Show secrets as they are input
  --verbose                       Enable debug logging
  --help                          Show this message and exit.

See code: lean/commands/cloud/live/deploy.py

`lean cloud live liquidate`

Stops live trading and liquidates existing positions for a certain project.

Usage: lean cloud live liquidate [OPTIONS] PROJECT

  Stops live trading and liquidates existing positions for a certain project.

Options:
  --verbose  Enable debug logging
  --help     Show this message and exit.

See code: lean/commands/cloud/live/liquidate.py

`lean cloud live stop`

Stops live trading for a certain project without liquidating existing positions.

Usage: lean cloud live stop [OPTIONS] PROJECT

  Stops live trading for a certain project without liquidating existing positions.

Options:
  --verbose  Enable debug logging
  --help     Show this message and exit.

See code: lean/commands/cloud/live/stop.py

`lean cloud object-store delete`

Delete a value from the organization's cloud object store.

Usage: lean cloud object-store delete [OPTIONS] KEY

  Delete a value from the organization's cloud object store.

  :param key: The desired key name to delete.

Options:
  --verbose  Enable debug logging
  --help     Show this message and exit.

See code: lean/commands/cloud/object_store/delete.py

`lean cloud object-store get`

Download an object store value to disk from the organization's cloud object store.

Usage: lean cloud object-store get [OPTIONS] [KEY]...

  Download an object store value to disk from the organization's cloud object store.

  :param key: The desired key to fetch, multiple can be provided.

Options:
  --destination-folder TEXT  The destination folder to download the object store values, if not provided will use to
                             current directory
  --verbose                  Enable debug logging
  --help                     Show this message and exit.

See code: lean/commands/cloud/object_store/get.py

`lean cloud object-store list`

List all values for the given root key in the organization's cloud object store.

Usage: lean cloud object-store list [OPTIONS] [KEY]

  List all values for the given root key in the organization's cloud object store.

  :param key: The desired root key to list.

Options:
  --verbose  Enable debug logging
  --help     Show this message and exit.

See code: lean/commands/cloud/object_store/list.py

`lean cloud object-store ls`

Alias for 'list'

Usage: lean cloud object-store ls [OPTIONS] [KEY]

  List all values for the given root key in the organization's cloud object store.

  :param key: The desired root key to list.

Options:
  --verbose  Enable debug logging
  --help     Show this message and exit.

See code: lean/commands/cloud/object_store/ls.py

`lean cloud object-store properties`

Get a value properties from the organization's cloud object store.

Usage: lean cloud object-store properties [OPTIONS] KEY

  Get a value properties from the organization's cloud object store.

  :param key: The desired key to fetch the properties for.

Options:
  --verbose  Enable debug logging
  --help     Show this message and exit.

See code: lean/commands/cloud/object_store/properties.py

`lean cloud object-store set`

Sets the data to the given key in the organization's cloud object store.

Usage: lean cloud object-store set [OPTIONS] KEY PATH

  Sets the data to the given key in the organization's cloud object store.

  :param key: The key to set the data to. :param path: Path to the file containing the object data.

Options:
  --verbose  Enable debug logging
  --help     Show this message and exit.

See code: lean/commands/cloud/object_store/set.py

`lean cloud optimize`

Optimize a project in the cloud.

Usage: lean cloud optimize [OPTIONS] PROJECT

  Optimize a project in the cloud.

  PROJECT must be the name or id of the project to optimize.

  An interactive prompt will be shown to configure the optimizer. If --target is given the command runs in non-
  interactive mode. In this mode the CLI does not prompt for input and the following options become required: --target,
  --target-direction, --parameter, --node and --parallel-nodes.

  In non-interactive mode the --parameter option can be provided multiple times to configure multiple parameters:
  - --parameter    
  - --parameter my-first-parameter 1 10 0.5 --parameter my-second-parameter 20 30 5

  In non-interactive mode the --constraint option can be provided multiple times to configure multiple constraints:
  - --constraint "  "
  - --constraint "Sharpe Ratio &gt;= 0.5" --constraint "Drawdown &lt; 0.25"

  If the project that has to be optimized has been pulled to the local drive with `lean cloud pull` it is possible to
  use the --push option to push local modifications to the cloud before running the optimization.

Options:
  --target TEXT                   The target statistic of the optimization
  --target-direction [min|max]    Whether the target must be minimized or maximized
  --parameter

lean dependencies

setuptools

FAQs

What is lean?

A CLI aimed at making it easier to run QuantConnect's LEAN engine locally and in the cloud. Visit Snyk Advisor to see a full health score report for lean, including popularity, security, maintenance & community analysis.

Is lean popular?

The python package lean receives a total of 4,501 weekly downloads. As such, lean popularity was classified as small. Visit the popularity section on Snyk Advisor to see the full health analysis.

Is lean well maintained?

We found that lean demonstrated a healthy version release cadence and project activity. It has a community of 20 open source contributors collaborating on the project. See the full package health analysis to learn more about the package maintenance status.

Is lean safe to use?

While scanning the latest version of lean, we found that a security review is needed. A total of 0 vulnerabilities or license issues were detected. See the full security scan results.

Last updated on 25 April-2024, at 16:45 (UTC).

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Readme

QuantConnect Lean CLI

Highlights

Installation

Usage

Commands

lean backtest

lean build

lean cloud backtest

lean cloud live

lean cloud live deploy

lean cloud live liquidate

lean cloud live stop

lean cloud object-store delete

lean cloud object-store get

lean cloud object-store list

lean cloud object-store ls

lean cloud object-store properties

lean cloud object-store set

lean cloud optimize