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Lean
Event-driven algorithmic trading engine for backtesting and live trading
What it is
A modular, event-driven algorithmic trading platform supporting backtesting and live trading across multiple financial markets. Components are pluggable and customizable, with support for Python and C#, alternative data, and a command-line CLI for managing projects, running backtests, optimizing, and deploying live algorithms locally or via Docker. Quant developers who write in C# or Python and want a full engine rather than a simple library are its core audience. Getting started effectively usually means adopting the LEAN CLI, and local setup involves installing the .NET SDK and configuring an IDE such as Visual Studio Code.
At a glance
RecommendedOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Backtesting, Live trading |
| Markets | Multi-market |
| Stack | Python / C# |
| Learning curve | Steep learning curve |
| Practical value | High practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | Last commit 2 days ago |
GitHub stars, last 30 days
Daily snapshots since 2026-09-12 (up to 30 days): +367 over the period, now 21,955. Gaps mean no snapshot was taken that day.
Lean Algorithmic Trading Engine by QuantConnect (Python, C#).
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