QuantConnect/Lean

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Lean Algorithmic Trading Engine by QuantConnect (Python, C#)

Stars: 21.7k
Forks: 5.3k
Open beginner issues: 0
Indexed issues: 240
Avg merge: 2d 22h
Merged PRs (30d): 34

Dominant language: C#
License: Apache-2.0
Last GitHub push: Sep 18, 2026
Latest indexed: Sep 19, 2026
Contributing guide: Contributing guide
Code of conduct: No code of conduct
Beginner labels: good first issue

Beginner friendly Everything

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240 open issues indexed

Api: order paging surface discards the total count, has no iterator, and is hard to use from research Open

Difficulty 5/5 Over a week Newbie friendliness 35/100

QuantConnect/Lean#9798 · Opened Sep 15, 2026
Support Binance USDⓈ-M TRADIFI_PERPETUAL contracts (tokenized stock/commodity perpetuals) Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

QuantConnect/Lean#9797 · Opened Sep 15, 2026
Crypto and CryptoFuture delisting support Open

Difficulty 4/5 3-5 days Newbie friendliness 48/100

QuantConnect/Lean#9795 · 2 comments · Opened Sep 15, 2026
StreamingMessageHandler concurrent sends crash NetMQ with "Cannot close an uninitialised Msg" Open

Difficulty 3/5 1-2 days Newbie friendliness 76/100

QuantConnect/Lean#9790 · 1 comment · Opened Sep 13, 2026
AddEquity resolution becomes order-dependent when an equity permtick such as LIFE.1 is added before LIFE Open

Difficulty 4/5 3-5 days Newbie friendliness 68/100

QuantConnect/Lean#9781 · Opened Sep 9, 2026
Fundamentals: AccessionNumber default period is OneMonth, so HasValue is always false (and no 12M slot for 10-K accessions) Open

Difficulty 3/5 1-2 days Newbie friendliness 76/100

QuantConnect/Lean#9777 · Opened Sep 7, 2026
Unequal-wing iron condor maintenance uses the put width when the call wing is wider Open

QuantConnect/Lean#9775 · 1 comment · 1 assignee · Opened Sep 5, 2026
AddFuture() silently no-ops when the same ticker is added twice with different DataMappingMode, breaking History() Open

Difficulty 4/5 3-5 days Newbie friendliness 52/100

QuantConnect/Lean#9764 · 2 comments · Opened Aug 28, 2026
[Library Request] tabpfn Open

library-request

Difficulty 4/5 3-5 days Newbie friendliness 48/100

QuantConnect/Lean#9749 · 2 reactions · Opened Aug 25, 2026
[Library Upgrade] autogluon Open

library-request

Difficulty 2/5 1-3 hours Newbie friendliness 74/100

QuantConnect/Lean#9743 · Opened Aug 24, 2026
Enable FA managed brokerage accounts and account group visibility in algorithms Open

Difficulty 5/5 Over a week Newbie friendliness 30/100

QuantConnect/Lean#9707 · Opened Aug 14, 2026
Option strategy matching is not deterministic across processes, changing position groups and margin for identical holdings Open

QuantConnect/Lean#9648 · 1 assignee · Opened Aug 2, 2026
Feature Request: Add Moomoo as a Supported Brokerage Open

Difficulty 5/5 Over a week Newbie friendliness 35/100

QuantConnect/Lean#9625 · Opened Jul 16, 2026
Add CME 1-Ounce Gold (1OZ), Spot-Quoted Nasdaq-100 (QNDX), and Micro Ultra 10-Year Treasury Note (MWN) futures Open

Difficulty 4/5 3-5 days Newbie friendliness 48/100

QuantConnect/Lean#9622 · 2 comments · Opened Jul 15, 2026
Post-backtest robustness sections for Report (Monte Carlo, parameter sensitivity, regime classification) Open

Difficulty 5/5 Over a week Newbie friendliness 35/100

QuantConnect/Lean#9616 · Opened Jul 14, 2026
Add FXMacroData macro custom data example Open

Difficulty 4/5 3-5 days Newbie friendliness 65/100

QuantConnect/Lean#9603 · 1 comment · Opened Jul 10, 2026
CryptoFuture.IsCryptoCoinFuture() incorrectly classifies USD-quoted linear futures as coin-margined, breaking EU MiCA-compliant exchanges Open

Difficulty 3/5 1-2 days Newbie friendliness 58/100

QuantConnect/Lean#9574 · 1 comment · Opened Jun 30, 2026
Delisting liquidations fill at midnight instead of the last trading day's close Open

Difficulty 5/5 Over a week Newbie friendliness 42/100

QuantConnect/Lean#9512 · Opened Jun 5, 2026
Market On Open isn't accurate Open

Difficulty 3/5 1-2 days Newbie friendliness 68/100

QuantConnect/Lean#9503 · Opened May 27, 2026
[Library Request] python-socketio Open

library-request

Difficulty 2/5 1-3 hours Newbie friendliness 68/100

QuantConnect/Lean#9500 · Opened May 26, 2026
Library Upgrade: dgl Open

library-request

Difficulty 2/5 1-3 hours Newbie friendliness 68/100

QuantConnect/Lean#9499 · Opened May 24, 2026
Fill Model Don't Account IOrderPropeties.OutsideRegularTradingHours Open

Difficulty 4/5 3-5 days Newbie friendliness 48/100

QuantConnect/Lean#9476 · Opened May 11, 2026
Automatically trade the mapped asset Open

agent-generation

QuantConnect/Lean#9463 · 1 reaction · 1 assignee · Opened May 6, 2026
Configurable Rolling Date With DataMappingMode Open

feature

Difficulty 4/5 3-5 days Newbie friendliness 48/100

QuantConnect/Lean#9440 · 9 comments · 24 reactions · Opened Apr 27, 2026
[Library Request] oipd Open

library-request

Difficulty 5/5 Over a week Newbie friendliness 25/100

QuantConnect/Lean#9414 · Opened Apr 17, 2026
Library Upgrade: pyvinecopulib Open

library-request

Difficulty 3/5 1-2 days Newbie friendliness 48/100

QuantConnect/Lean#9376 · Opened Apr 8, 2026
[Library Upgrade] uni2ts, momentfm, tsfm_public (Moirai, MOMENT, Granite TTM) Open

library-request

Difficulty 4/5 3-5 days Newbie friendliness 42/100

QuantConnect/Lean#9340 · Opened Mar 17, 2026
on_assignment_order_event() called before the shares are actually on the portfolio. Open

Difficulty 4/5 3-5 days Newbie friendliness 45/100

QuantConnect/Lean#9321 · Opened Mar 6, 2026
Double OnData Call When Add Subcription in Scheduled Event Open

Difficulty 4/5 3-5 days Newbie friendliness 35/100

QuantConnect/Lean#9279 · 1 comment · Opened Feb 11, 2026
[Library Upgrade] hdbscan Open

library-request

Difficulty 3/5 1-2 days Newbie friendliness 30/100

QuantConnect/Lean#9276 · 3 reactions · Opened Feb 9, 2026
Supports downloading and generating future universe files Open

depth feature

Difficulty 5/5 Over a week Newbie friendliness 35/100

QuantConnect/Lean#9275 · Opened Feb 9, 2026
Expand `IDataQueueHandler` for `DataSource` consumers Open

Difficulty 5/5 Over a week Newbie friendliness 25/100

QuantConnect/Lean#9272 · Opened Feb 6, 2026
Notify Missing Data Source (404 Error) Open

Difficulty 3/5 1-2 days Newbie friendliness 68/100

QuantConnect/Lean#9269 · 2 comments · Opened Feb 5, 2026
[Library Upgrade] skfolio Open

library-request

Difficulty 3/5 1-2 days Newbie friendliness 35/100

QuantConnect/Lean#9233 · 1 comment · 1 reaction · Opened Jan 19, 2026
ImmediateExecutionModel.py feature enhancement request Open

depth framework

Difficulty 4/5 3-5 days Newbie friendliness 48/100

QuantConnect/Lean#9231 · 1 comment · 2 reactions · Opened Jan 19, 2026
Add TradeBuilder Strategy Support Open

depth feature

Difficulty 4/5 3-5 days Newbie friendliness 25/100

QuantConnect/Lean#9225 · 1 comment · Opened Jan 15, 2026
[Library Upgrade] ray Open

bug library-request

Difficulty 4/5 3-5 days Newbie friendliness 35/100

QuantConnect/Lean#9222 · Opened Jan 14, 2026
[Library Upgrade] numpy and scipy Open

library-request

Difficulty 3/5 1-2 days Newbie friendliness 42/100

QuantConnect/Lean#9218 · 1 comment · Opened Jan 13, 2026
Add PeggedToMidpointOrder Open

depth feature

Difficulty 4/5 3-5 days Newbie friendliness 45/100

QuantConnect/Lean#9206 · Opened Jan 7, 2026
Feature Request: Add XTS REST API Brokerage Integration for Indian Brokers Open

Brokerage depth

Difficulty 5/5 Over a week Newbie friendliness 25/100

QuantConnect/Lean#9164 · Opened Dec 29, 2025
.Net 10 support + Modernization Open

Difficulty 5/5 Over a week Newbie friendliness 20/100

QuantConnect/Lean#9150 · 6 reactions · Opened Dec 21, 2025
Add Tradovate Brokerage Support for Futures Trading Open

Brokerage feature

Difficulty 4/5 3-5 days Newbie friendliness 42/100

QuantConnect/Lean#9136 · Opened Dec 17, 2025
Implement Combo Order Type in Cross Zero Order Open

Difficulty 4/5 3-5 days Newbie friendliness 45/100

QuantConnect/Lean#9005 · 1 reaction · Opened Oct 1, 2025
Order Scheduling Support Open

depth feature

Difficulty 5/5 Over a week Newbie friendliness 25/100

QuantConnect/Lean#8977 · 1 reaction · Opened Sep 16, 2025
Backtest Report Contains Orders/Trades/Custom Charts Open

depth feature

Difficulty 4/5 3-5 days Newbie friendliness 35/100

QuantConnect/Lean#8976 · Opened Sep 15, 2025
Downside Deviation in Backtest Statistics Open

depth feature

Difficulty 4/5 3-5 days Newbie friendliness 35/100

QuantConnect/Lean#8965 · Opened Sep 9, 2025
Support Non-US Government Bond and Index Futures Open

depth feature

Difficulty 4/5 3-5 days Newbie friendliness 35/100

QuantConnect/Lean#8960 · 1 comment · 2 reactions · Opened Sep 7, 2025
OptionFilterUniverse Expiration is confusing and inefficient Open

bug depth

Difficulty 4/5 3-5 days Newbie friendliness 48/100

QuantConnect/Lean#8932 · 3 comments · 2 reactions · Opened Aug 18, 2025
New Binance Crypto Future Collateral/Margin Rules Open

Difficulty 4/5 3-5 days Newbie friendliness 35/100

QuantConnect/Lean#8904 · 3 comments · Opened Jul 31, 2025
Implement FileFormat.PARQUET for SubscriptionDataSource Open

depth feature

Difficulty 4/5 3-5 days Newbie friendliness 35/100

QuantConnect/Lean#8901 · Opened Jul 30, 2025

QuantConnect/Lean

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