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

Open All

240 open issues indexed

Add Daily & Hour with extended market hours Open

depth feature

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

QuantConnect/Lean#8900 · 4 comments · Opened Jul 30, 2025
Implement default custom data json reader Open

depth feature

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

QuantConnect/Lean#8874 · 4 comments · Opened Jul 15, 2025
Data types can define how they update security cache Open

depth feature

Difficulty 4/5 3-5 days Newbie friendliness 32/100

QuantConnect/Lean#8856 · 1 comment · Opened Jul 2, 2025
Make RandomDataGeneration parallel for performance gains Open

depth performance

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

QuantConnect/Lean#8852 · Opened Jun 25, 2025
Add Setting to Configure Live Feed Bar Release Delay Open

feature live-trading

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

QuantConnect/Lean#8798 · Opened May 26, 2025
Extreme Unrealized Profit Open

Difficulty 4/5 3-5 days Newbie friendliness 50/100

QuantConnect/Lean#8797 · 1 comment · 1 reaction · Opened May 26, 2025
Replace no longer maintained DotNetZip Open

depth

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

QuantConnect/Lean#8795 · 3 comments · 2 reactions · Opened May 25, 2025
Support Crypto [Non perpetual] Futures Open

depth feature

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

QuantConnect/Lean#8762 · Opened May 9, 2025
Framework Model Supported Security Types Open

depth feature framework

Difficulty 4/5 3-5 days Newbie friendliness 32/100

QuantConnect/Lean#8755 · 2 reactions · Opened May 7, 2025
Support Global Trading Hours for SPX (Index Options) Open

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

QuantConnect/Lean#8735 · Opened Apr 29, 2025
[Library Request] dowhy Open

library-request

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

QuantConnect/Lean#8700 · 2 comments · Opened Apr 16, 2025
Update Drawdown Calculation Use OHLC of the Equity Curve Open

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

QuantConnect/Lean#8699 · Opened Apr 16, 2025
Adds Support to Future Options for MES and MNQ Open

depth feature

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

QuantConnect/Lean#8684 · 1 comment · Opened Apr 8, 2025
Historical Universe Chains Open

depth feature

QuantConnect/Lean#8661 · 1 comment · 1 assignee · Opened Mar 28, 2025
The Schedule runs before the Consolidator's Callback regardless of the time Open

bug depth

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

QuantConnect/Lean#8649 · 2 comments · Opened Mar 25, 2025
Alert users if selected `DataMappingMode` is unavilable Open

Difficulty 4/5 3-5 days Newbie friendliness 38/100

QuantConnect/Lean#8643 · Opened Mar 21, 2025
Free margin and insufficient buying power errors on clean install with cash account Open

bug framework

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

QuantConnect/Lean#8637 · Opened Mar 20, 2025
Suggestions for Improvements to `PortfolioConstructionModel` Open

framework

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

QuantConnect/Lean#8630 · 1 comment · Opened Mar 14, 2025
`WarmUpIndicator` does not work for `RelativeDailyVolume` Open

depth feature indicator

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

QuantConnect/Lean#8629 · 1 comment · 1 reaction · Opened Mar 13, 2025
Interim Updates of Indicators Open

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

QuantConnect/Lean#8620 · Opened Mar 11, 2025
Replace RestSharp For HttpClient Open

depth feature

QuantConnect/Lean#8603 · 4 comments · 1 assignee · Opened Feb 21, 2025
Trading Calendar thinks some trading days are holidays Open

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

QuantConnect/Lean#8592 · 5 comments · Opened Feb 18, 2025
Add Algorithm Setting to Fill-Forward Universe Data Open

feature

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

QuantConnect/Lean#8583 · 2 reactions · Opened Feb 10, 2025
Buying power validation for combo orders updates Open

bug depth

Difficulty 4/5 3-5 days Newbie friendliness 38/100

QuantConnect/Lean#8567 · 2 reactions · Opened Jan 31, 2025
Invalid/Cancel Market-On-Open and Market-On-Close Open

feature

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

QuantConnect/Lean#8566 · Opened Jan 30, 2025
Add Ulcer Performance Index to Summary Statistics Open

feature

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

QuantConnect/Lean#8535 · 2 reactions · Opened Jan 15, 2025
Improve Future Intraday Margin Open

depth feature

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

QuantConnect/Lean#8527 · 1 comment · 2 reactions · Opened Jan 13, 2025
Option Chain Fill Forward | Bid Price greater than Ask Price Open

data-integrity

QuantConnect/Lean#8479 · 1 comment · 1 assignee · Opened Dec 23, 2024
Increase Report Key Statistics Decimal Places Open

Difficulty 2/5 1-3 hours Newbie friendliness 55/100

QuantConnect/Lean#8468 · Opened Dec 16, 2024
Order Serialization Order Value Multiplier Open

bug

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

QuantConnect/Lean#8447 · 4 comments · Opened Dec 5, 2024
Precalculated intraday greeks and implied vol support Open

depth feature

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

QuantConnect/Lean#8440 · 8 reactions · Opened Dec 3, 2024
Future Options Greeks Support Open

depth feature

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

QuantConnect/Lean#8438 · 1 comment · 1 reaction · Opened Dec 3, 2024
[Feature Request] Concise Factor-Based Algorithms Open

depth feature

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

QuantConnect/Lean#8403 · 1 reaction · Opened Nov 13, 2024
Cached universe data matrix feature Open

feature

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

QuantConnect/Lean#8401 · Opened Nov 11, 2024
Support parameters change in real-time for live algorithms Open

feature

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

QuantConnect/Lean#8388 · 3 comments · Opened Oct 31, 2024
Inconsistent indicator property types Open

depth feature

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

QuantConnect/Lean#8378 · 2 comments · Opened Oct 21, 2024
Review duplicated QuantBook system handler initialization Open

bug depth

QuantConnect/Lean#8375 · 1 assignee · Opened Oct 18, 2024
Alpaca Market On Open Order Restriction Open

feature

Difficulty 3/5 1-2 days Newbie friendliness 45/100

QuantConnect/Lean#8374 · Opened Oct 17, 2024
Improve Message for Forbidden External Request Open

feature

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

QuantConnect/Lean#8372 · 1 reaction · Opened Oct 16, 2024
Update Combo Limit Orders in Batch Open

feature

Difficulty 5/5 Over a week Newbie friendliness 32/100

QuantConnect/Lean#8358 · 1 reaction · Opened Oct 4, 2024
Implements New Highs New Lows Indicator Open

indicator

Difficulty 3/5 1-2 days Newbie friendliness 45/100

QuantConnect/Lean#8356 · 2 reactions · Opened Oct 3, 2024
QC optimizer doesn't support a custom parameter matrix Open

depth feature

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

QuantConnect/Lean#8345 · 1 reaction · Opened Sep 27, 2024
could you help add JMA indicador? Open

indicator

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

QuantConnect/Lean#8338 · 1 comment · Opened Sep 22, 2024
Include Options to Universe When They are First Issued Open

feature

Difficulty 4/5 3-5 days Newbie friendliness 38/100

QuantConnect/Lean#8329 · Opened Sep 18, 2024
Notify User About 5-Second Order Timeout Open

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

QuantConnect/Lean#8326 · Opened Sep 16, 2024
Improve options and futures filter universes filtering performance Open

performance

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

QuantConnect/Lean#8297 · Opened Sep 4, 2024
IndicatorHistory Doesn't Support IndicatorExtensions Open

Difficulty 3/5 1-2 days Newbie friendliness 45/100

QuantConnect/Lean#8275 · 3 comments · Opened Aug 22, 2024
Precise daily end times for Oanda Open

depth feature

Difficulty 4/5 3-5 days Newbie friendliness 38/100

QuantConnect/Lean#8260 · Opened Aug 14, 2024
Improve python debugger exposed data Open

depth feature

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

QuantConnect/Lean#8258 · Opened Aug 14, 2024
Seed security prices by default Open

depth feature

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

QuantConnect/Lean#8255 · 3 comments · 1 reaction · Opened Aug 14, 2024

QuantConnect/Lean

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