Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage. It was designed in Mono and operates in Windows and Linux.
The following is a collection of helper projects for data download and storage to Lean.
The QuantQuote converter ports an extracted QuantQuote order to QuantConnect data format and saves it to your LEAN directory. The user must enter three key parts of information:
- Directory where your QuantQuote order is extracted.
- Directory where Lean Data is located "Lean/Data".
- Resolution of the QuantQuote data.