To enable autocomplete for your local Python IDE, install the quantconnect-stubs package from PyPI using the following command:

pip install quantconnect-stubs

To update your autocomplete to the latest version, you can run the following command:

pip install --upgrade quantconnect-stubs

Copy and paste the imports found here to the top of your project file to enable autocomplete.

In addition, you can use Skylight to automatically sync local changes to the cloud.

Before we enable python support, follow the installation instructions to get LEAN running C# algorithms in your machine.

1. Use the Windows x86-64 MSI Python 3.6.8 installer from python.org or Anaconda for Windows installer. "Anaconda 5.2" installs 3.5.2 by default, after installation of Anaconda you will need to upgrade python to make it work as expected: conda install -y python=3.6.8
2. When asked to select the features to be installed, make sure you select "Add python.exe to Path"
3. [Optional] Create PYTHONHOME system variables which value must be the location of your python installation (e.g. C:\Python36amd64 or C:\Anaconda3):
   1. Right mouse button on My Computer. Click Properties.
   2. Click Advanced System Settings -> Environment Variables -> System Variables
   3. Click New.
      • Name of the variable: PYTHONHOME.
      • Value of the variable: python installation path.
4. Install pandas=0.25.3 and its dependencies.
5. Install wrapt=1.11.2 module.
6. Reboot computer to ensure changes are propogated.

1. Use the macOS x86-64 package installer from Anaconda and follow "Installing on macOS" instructions from Anaconda documentation page.
2. Install pandas=0.25.3 and its dependencies.
3. Install wrapt=1.11.2 module.

Note: If you encounter the "System.DllNotFoundException: python3.6m" runtime error when running Python algorithms, or generating reports, on macOS:

1. Find libpython3.6m.dylib in your Python installation folder. If you installed Python with Anaconda, it may be found at

   /Users/{your_user_name}/anaconda3/lib/libpython3.6m.dylib
   

2. Open Lean/Common/Python/Python.Runtime.dll.config, add the following text under <configuration> ... </configuration> and save:

       <dllmap dll="python3.6m" target="{the path in step 1 including libpython3.6m.dylib}" os="osx"/>
   

Note: Specify the install of v3.6.8 exactly, i.e. if with conda conda install python=3.6.8 as this is a known compatible version and other versions may have issues as of this writing.

By default, miniconda is installed in the users home directory ($HOME):

export PATH="$HOME/miniconda3/bin:$PATH"
wget https://cdn.quantconnect.com/miniconda/Miniconda3-4.5.12-Linux-x86_64.sh
bash Miniconda3-4.5.12-Linux-x86_64.sh -b
rm -rf Miniconda3-4.5.12-Linux-x86_64.sh
sudo ln -s $HOME/miniconda3/lib/libpython3.6m.so /usr/lib/libpython3.6m.so
conda update -y python conda pip
conda install -y cython=0.29.11
conda install -y pandas=0.25.3
conda install -y wrapt=1.11.2

Note 1: There is a known issue with python 3.6.5 that prevents pythonnet installation, please upgrade python to version 3.6.8: conda install -y python=3.6.8

Note 2: If you encounter the "System.DllNotFoundException: python3.6m" runtime error when running Python algorithms on Linux:

1. Find libpython3.6m.so in your Python installation folder. If you installed Python with Miniconda, it may be found at

   /home/{your_user_name}/miniconda3/envs/{qc_environment}/lib/libpython3.6m.so
   

   Note that you can create a new virtual environment with all required dependencies by executing:

   conda create -n qc_environment python=3.6.8 cython=0.29.11 pandas=0.25.3 wrapt=1.11.2
   
   

2. Open Lean/Common/Python/Python.Runtime.dll.config, add the following text under <configuration> ... </configuration> and save:

       <dllmap dll="python3.6m" target="{the path in step 1 including libpython3.6m.so}" os="linux"/>
   

1. Update the config to run the python algorithm:

   "algorithm-type-name": "BasicTemplateAlgorithm",
   "algorithm-language": "Python",
   "algorithm-location": "../../../Algorithm.Python/BasicTemplateAlgorithm.py",

2. Rebuild LEAN.
3. Run LEAN. You should see the same result of the C# algorithm you tested earlier.

LEAN users do not need to compile Python.Runtime.dll. The information below is targeted to developers who wish to improve it.

Download QuantConnect/pythonnet github clone or downloading the zip. If downloading the zip - unzip to a local pathway.

Note: QuantConnect's version of pythonnet is an enhanced version of pythonnet with added support for System.Decimal and System.DateTime.

Below we can find the compilation flags that create a suitable Python.Runtime.dll for each operating system.

Windows

msbuild pythonnet.sln /nologo /v:quiet /t:Clean;Rebuild /p:Platform=x64 /p:PythonInteropFile="interop36.cs" /p:Configuration=ReleaseWin /p:DefineConstants="PYTHON36,PYTHON3,UCS2"

macOS

msbuild pythonnet.sln /nologo /v:quiet /t:Clean;Rebuild /p:Platform=x64 /p:PythonInteropFile="interop36m.cs" /p:Configuration=ReleaseMono /p:DefineConstants="PYTHON36,PYTHON3,UCS4,MONO_OSX,PYTHON_WITH_PYMALLOC"

Linux

msbuild pythonnet.sln /nologo /v:quiet /t:Clean;Rebuild /p:Platform=x64 /p:PythonInteropFile="interop36m.cs" /p:Configuration=ReleaseMono /p:DefineConstants="PYTHON36,PYTHON3,UCS4,MONO_LINUX,PYTHON_WITH_PYMALLOC"

Copy and paste these imports to the top of your Python file to enable a development experience equal to the cloud (these imports are exactly the same as the ones used in the QuantConnect Terminal).

from QuantConnect import *
from QuantConnect.Parameters import *
from QuantConnect.Benchmarks import *
from QuantConnect.Brokerages import *
from QuantConnect.Util import *
from QuantConnect.Interfaces import *
from QuantConnect.Algorithm import *
from QuantConnect.Algorithm.Framework import *
from QuantConnect.Algorithm.Framework.Selection import *
from QuantConnect.Algorithm.Framework.Alphas import *
from QuantConnect.Algorithm.Framework.Portfolio import *
from QuantConnect.Algorithm.Framework.Execution import *
from QuantConnect.Algorithm.Framework.Risk import *
from QuantConnect.Indicators import *
from QuantConnect.Data import *
from QuantConnect.Data.Consolidators import *
from QuantConnect.Data.Custom import *
from QuantConnect.Data.Fundamental import *
from QuantConnect.Data.Market import *
from QuantConnect.Data.UniverseSelection import *
from QuantConnect.Notifications import *
from QuantConnect.Orders import *
from QuantConnect.Orders.Fees import *
from QuantConnect.Orders.Fills import *
from QuantConnect.Orders.Slippage import *
from QuantConnect.Scheduling import *
from QuantConnect.Securities import *
from QuantConnect.Securities.Equity import *
from QuantConnect.Securities.Forex import *
from QuantConnect.Securities.Interfaces import *
from datetime import date, datetime, timedelta
from QuantConnect.Python import *
from QuantConnect.Storage import *
QCAlgorithmFramework = QCAlgorithm
QCAlgorithmFrameworkBridge = QCAlgorithm