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Supported Libraries
Introduction
QuantConnect supports using dozens of open source packages in your algorithms. These packages are reviewed by our security team, and when approved, can be used in backtesting and live trading. To use these packages in your algorithm, you will need to add the relevant using import statement at the top of your code file.
Library List
QuantConnect supports many of the most popular Python and C# open source libraries. The most popular libraries include:
The following list comes directly from the underlying docker image and is the exhaustive set of libraries supported by QuantConnect.
Accord Newtonsoft Json.NET AForge Math.Net Numerics AlgLib Math.Net Filtering RestSharp
# Name Version Build Channel _libgcc_mutex 0.1 main _tflow_select 2.3.0 mkl absl-py 0.9.0 py36_0 appdirs 1.4.3 pypi_0 pypi arch 4.14 pypi_0 pypi arviz 0.7.0 py_0 conda-forge asn1crypto 1.3.0 py36_0 astor 0.8.1 pypi_0 pypi astropy 4.0.1.post1 py36h7b6447c_0 atari-py 0.2.6 pypi_0 pypi attrs 19.3.0 py_0 autograd 1.3 pypi_0 pypi backcall 0.1.0 py_0 conda-forge beautifulsoup4 4.9.0 py36_0 binutils_impl_linux-64 2.33.1 he6710b0_7 binutils_linux-64 2.33.1 h9595d00_17 conda-forge blas 1.0 mkl blaze 0.11.3 py36_0 bleach 3.1.4 pyh9f0ad1d_0 conda-forge blinker 1.4 py_1 conda-forge blosc 1.16.3 hd408876_0 bokeh 2.0.1 py36_0 boto 2.49.0 py36_0 boto3 1.9.253 pypi_0 pypi botocore 1.12.253 pypi_0 pypi bottleneck 1.3.2 py36heb32a55_0 bzip2 1.0.8 h7b6447c_0 c-ares 1.15.0 h7b6447c_1001 ca-certificates 2020.4.5.1 hecc5488_0 conda-forge cachetools 3.1.1 py_0 cairo 1.14.12 h8948797_3 certifi 2020.4.5.1 py36_0 cffi 1.14.0 py36h2e261b9_0 cftime 1.1.1.2 py36h785e9b2_0 conda-forge chardet 3.0.4 py36_1003 click 7.1.1 py_0 cloudpickle 1.3.0 py_0 cmdstanpy 0.4.0 pypi_0 pypi cntk 2.7 pypi_0 pypi colorama 0.4.3 pypi_0 pypi colorlover 0.3.0 pypi_0 pypi conda 4.8.3 py36h9f0ad1d_1 conda-forge conda-env 2.6.0 1 conda-package-handling 1.6.0 py36h7b6447c_0 convertdate 2.1.3 py_1000 conda-forge copulae 0.3.1 py_0 conda-forge copulalib 1.1.0 pypi_0 pypi copulas 0.3.0 pypi_0 pypi creme 0.5.1 pypi_0 pypi cryptography 2.8 py36h1ba5d50_0 cudatoolkit 10.2.89 hfd86e86_0 cufflinks 0.17.3 pypi_0 pypi curl 7.69.1 h33f0ec9_0 conda-forge cvxopt 1.2.0 py36hfa32c7d_0 cvxpy 1.1.0a3 pypi_0 pypi cycler 0.10.0 py_2 conda-forge cymem 2.0.2 py36he1b5a44_0 fastai cython 0.29.15 py36he6710b0_0 cython-blis 0.2.4 py36h516909a_1 fastai cytoolz 0.10.1 py36h7b6447c_0 dask 2.15.0 py_0 dask-core 2.15.0 py_0 dataclasses 0.6 py36_0 fastai datashape 0.5.4 py36_1 dbus 1.13.12 h746ee38_0 deap 1.3.1 pypi_0 pypi decorator 4.4.2 py_0 defusedxml 0.6.0 py_0 conda-forge dill 0.3.1.1 py36_0 distributed 2.15.0 py36_0 docutils 0.14 py36_0 dtw-python 1.0.5 pypi_0 pypi ecos 2.0.7.post1 pypi_0 pypi entrypoints 0.3 py36h9f0ad1d_1001 conda-forge ephem 3.7.7.1 py36h516909a_0 conda-forge expat 2.2.6 he6710b0_0 exrex 0.10.5 pypi_0 pypi fastai 1.0.60 1 fastai fastprogress 0.2.2 py_0 fastai fasttext 0.9.1 pypi_0 pypi fbprophet 0.6 py36he1b5a44_0 conda-forge featuretools 0.13.4 py_0 conda-forge flask 1.1.2 py_0 flask-cors 3.0.8 py_0 fontconfig 2.13.0 h9420a91_0 freetype 2.9.1 h8a8886c_1 fribidi 1.0.5 h7b6447c_0 frozendict 1.2 pypi_0 pypi fsspec 0.7.1 py_0 future 0.18.2 pypi_0 pypi gast 0.2.2 pypi_0 pypi gcc_impl_linux-64 7.3.0 habb00fd_1 gcc_linux-64 7.3.0 h553295d_17 conda-forge gensim 3.8.0 py36h962f231_0 glib 2.63.1 h5a9c865_0 glpk 4.65 h3ceedfd_2 gluonts 0.4.3 pypi_0 pypi gmp 6.1.2 h6c8ec71_1 google-api-core 1.16.0 py36_1 google-auth 1.13.1 py_0 google-cloud-core 1.3.0 py_0 google-cloud-storage 1.27.0 py_0 google-pasta 0.2.0 py_0 google-resumable-media 0.5.0 py_1 googleapis-common-protos 1.51.0 py36_2 gplearn 0.4.1 pypi_0 pypi graphite2 1.3.13 h23475e2_0 graphviz 2.40.1 h21bd128_2 grpcio 1.28.1 pypi_0 pypi gsl 2.4 h14c3975_4 gst-plugins-base 1.14.0 hbbd80ab_1 gstreamer 1.14.0 hb453b48_1 gxx_impl_linux-64 7.3.0 hdf63c60_1 gxx_linux-64 7.3.0 h553295d_17 conda-forge gym 0.17.1 pypi_0 pypi h2o 3.30.0.1 pypi_0 pypi h5py 2.10.0 py36h7918eee_0 harfbuzz 1.8.8 hffaf4a1_0 hdf4 4.2.13 0 conda-forge hdf5 1.10.4 hb1b8bf9_0 heapdict 1.0.1 py_0 hmmlearn 0.2.3 pypi_0 pypi holidays 0.9.12 pypi_0 pypi hypothesis 5.8.3 py_0 icu 58.2 he6710b0_3 idna 2.9 py_1 importlib_metadata 1.5.0 py36_0 intel-openmp 2020.0 166 ipykernel 5.2.1 py36h95af2a2_0 conda-forge ipython 7.13.0 py36h9f0ad1d_2 conda-forge ipython_genutils 0.2.0 py_1 conda-forge ipywidgets 7.5.1 pypi_0 pypi itsdangerous 1.1.0 py36_0 jax 0.1.64 pypi_0 pypi jaxlib 0.1.45 pypi_0 pypi jedi 0.17.0 py36h9f0ad1d_0 conda-forge jinja2 2.11.1 py_0 jmespath 0.9.4 py_0 joblib 0.14.1 py_0 jpeg 9b h024ee3a_2 json5 0.9.0 py_0 conda-forge jsonschema 3.2.0 py36_0 jupyter_client 6.1.3 py_0 conda-forge jupyter_core 4.6.3 py36h9f0ad1d_1 conda-forge jupyterlab 2.1.0 py_1 conda-forge jupyterlab_server 1.1.1 py_0 conda-forge keras 2.3.1 0 keras-applications 1.0.8 py_0 keras-base 2.3.1 py36_0 keras-preprocessing 1.1.0 py_1 keras-rl 0.4.2 pypi_0 pypi kiwisolver 1.2.0 py36hdb11119_0 conda-forge krb5 1.17.1 h173b8e3_0 ld_impl_linux-64 2.33.1 h53a641e_7 libblas 3.8.0 15_mkl conda-forge libcblas 3.8.0 15_mkl conda-forge libcurl 7.69.1 hf7181ac_0 conda-forge libedit 3.1.20181209 hc058e9b_0 libffi 3.2.1 hd88cf55_4 libgcc-ng 9.1.0 hdf63c60_0 libgfortran-ng 7.3.0 hdf63c60_0 libgpuarray 0.7.6 h14c3975_1003 conda-forge libnetcdf 4.7.3 hb80b6cc_0 libpng 1.6.37 hbc83047_0 libprotobuf 3.11.4 hd408876_0 libsodium 1.0.17 h516909a_0 conda-forge libssh2 1.8.2 h22169c7_2 conda-forge libstdcxx-ng 8.2.0 hdf63c60_1 libtiff 4.1.0 h2733197_0 libuuid 1.0.3 h1bed415_2 libxcb 1.13 h1bed415_1 libxml2 2.9.9 hea5a465_1 libxslt 1.1.33 h7d1a2b0_0 lightgbm 2.3.0 py36he6710b0_0 llvmlite 0.30.0 py36hd408876_0 locket 0.2.0 py36_1 lunarcalendar 0.0.9 py_0 conda-forge lxml 4.5.0 py36hefd8a0e_0 lz4-c 1.8.1.2 h14c3975_0 lzo 2.10 h7b6447c_2 mako 1.1.0 py_0 conda-forge markdown 3.2.1 pypi_0 pypi markupsafe 1.1.1 py36h7b6447c_0 matplotlib 3.1.1 pypi_0 pypi metis 5.1.0 hf484d3e_4 mistune 0.8.4 py36h8c4c3a4_1001 conda-forge mkl 2020.0 166 mkl-service 2.3.0 py36he904b0f_0 mkl_fft 1.0.15 py36ha843d7b_0 mkl_random 1.1.0 py36hd6b4f25_0 mlfinlab 0.9.3 pypi_0 pypi mmh3 2.5.1 pypi_0 pypi mock 4.0.1 py_1 more-itertools 8.2.0 py_0 mplfinance 0.12.3a3 pypi_0 pypi msgpack-numpy 0.4.5 pypi_0 pypi msgpack-python 1.0.0 py36hfd86e86_1 multipledispatch 0.6.0 py36_0 murmurhash 1.0.2 py36he6710b0_0 mxnet 1.6.0 pypi_0 pypi nbconvert 5.6.1 py36h9f0ad1d_1 conda-forge nbformat 5.0.6 py_0 conda-forge ncurses 6.2 he6710b0_0 netcdf4 1.5.3 py36hbf33ddf_0 networkx 2.4 py_0 neural-tangents 0.2.1 pypi_0 pypi ninja 1.9.0 py36hfd86e86_0 nltk 3.4.5 py36_0 notebook 6.0.3 py36_0 conda-forge numba 0.46.0 py36h962f231_0 numexpr 2.7.1 py36h423224d_0 numpy 1.18.1 py36h4f9e942_0 numpy-base 1.18.1 py36hde5b4d6_1 nvidia-ml-py3 7.352.0 py_0 fastai oauthlib 3.0.1 py_0 conda-forge odo 0+unknown pypi_0 pypi olefile 0.46 py36_0 opencv-python 4.2.0.34 pypi_0 pypi openssl 1.1.1g h516909a_0 conda-forge opt-einsum 3.2.1 pypi_0 pypi opt_einsum 3.1.0 py_0 osqp 0.6.1 pypi_0 pypi packaging 20.3 py_0 pandas 0.25.3 py36he6710b0_0 pandoc 2.9.2.1 0 conda-forge pandocfilters 1.4.2 py_1 conda-forge pango 1.42.4 h049681c_0 parso 0.7.0 pyh9f0ad1d_0 conda-forge partd 1.1.0 py_0 patsy 0.5.1 py_0 conda-forge pcre 8.43 he6710b0_0 pennylane 0.8.1 pypi_0 pypi pexpect 4.8.0 py36h9f0ad1d_1 conda-forge pickleshare 0.7.5 py36h9f0ad1d_1001 conda-forge pillow 7.0.0 py36hb39fc2d_0 pip 20.0.2 py36_1 pixman 0.38.0 h7b6447c_0 plac 0.9.6 py36_0 plotly 4.6.0 py_0 plotly pluggy 0.13.1 py36_0 pomegranate 0.11.1 py36ha516724_0 preshed 2.0.1 py36he6710b0_0 prometheus_client 0.7.1 py_0 conda-forge prompt-toolkit 3.0.5 py_0 conda-forge property-cached 1.6.4 pypi_0 pypi protobuf 3.11.3 pypi_0 pypi psutil 5.7.0 py36h7b6447c_0 ptyprocess 0.6.0 py_1001 conda-forge pulp 1.6.8 py36_1000 conda-forge py 1.8.1 py_0 pyaml 19.4.1 py_0 conda-forge pyasn1 0.4.8 py_0 pyasn1-modules 0.2.7 py_0 pybind11 2.5.0 pypi_0 pypi pycosat 0.6.3 py36h7b6447c_0 pycparser 2.20 py_0 pydantic 1.5.1 pypi_0 pypi pyglet 1.5.0 pypi_0 pypi pygments 2.6.1 py_0 conda-forge pygpu 0.7.6 py36hc1659b7_1000 conda-forge pyjwt 1.7.1 py_0 conda-forge pykalman 0.9.5 pypi_0 pypi pymc3 3.8 py_0 conda-forge pyopenssl 19.1.0 py36_0 pyparsing 2.4.6 py_0 pyportfolioopt 1.1.0 pypi_0 pypi pyqt 5.9.2 py36h05f1152_2 pyramid-arima 0.9.0 pypi_0 pypi pyrb 1.0.1 pypi_0 pypi pyro-api 0.1.1 pypi_0 pypi pyro-ppl 1.3.1 pypi_0 pypi pyrsistent 0.16.0 py36h7b6447c_0 pysocks 1.7.1 py36_0 pystan 2.19.1.1 py36hb3f55d8_1 conda-forge pytables 3.6.1 py36h71ec239_0 pytest 5.4.1 py36_0 pytest-arraydiff 0.3 py36h39e3cac_0 pytest-astropy 0.8.0 py_0 pytest-astropy-header 0.1.2 py_0 pytest-doctestplus 0.5.0 py_0 pytest-openfiles 0.4.0 py_0 pytest-remotedata 0.3.2 py36_0 python 3.6.8 h0371630_0 python-dateutil 2.8.0 pypi_0 pypi python-graphviz 0.8.4 py36_1 python_abi 3.6 1_cp36m conda-forge pytorch 1.5.0 py3.6_cuda10.2.89_cudnn7.6.5_0 pytorch pytz 2019.3 py_0 pywavelets 1.1.1 py36h785e9b2_1 conda-forge pyyaml 5.3.1 py36h7b6447c_0 pyzmq 19.0.0 py36h9947dbf_1 conda-forge qt 5.9.7 h5867ecd_1 quadprog 0.1.7 pypi_0 pypi quantlib 1.18 pypi_0 pypi quantlib-python 1.18 pypi_0 pypi rauth 0.7.3 py_0 conda-forge readline 7.0 h7b6447c_5 requests 2.23.0 py36_0 requests-oauthlib 1.2.0 py_0 conda-forge retrying 1.3.3 py36_2 riskparityportfolio 0.1.6 pypi_0 pypi rsa 4.0 py_0 ruamel_yaml 0.15.87 py36h7b6447c_0 scikit-learn 0.21.3 py36hcdab131_0 conda-forge scikit-multiflow 0.4.1 py36h9de70de_1 conda-forge scikit-optimize 0.7.4 py_0 conda-forge scipy 1.4.1 py36h0b6359f_0 scs 2.1.2 pypi_0 pypi seaborn 0.10.1 pypi_0 pypi semantic-version 2.6.0 pypi_0 pypi send2trash 1.5.0 py_0 conda-forge setuptools 46.1.3 py36_0 setuptools-git 1.2 py36h28b3542_1 sip 4.19.8 py36hf484d3e_0 six 1.14.0 py36_0 sklearn 0.0 pypi_0 pypi sklearn-contrib-py-earth 0.1.0 pypi_0 pypi smart_open 1.11.1 py_0 snappy 1.1.7 hbae5bb6_3 sortedcontainers 2.1.0 py36_0 soupsieve 2.0 py_0 spacy 2.1.8 py36hc9558a2_0 fastai sqlalchemy 1.3.16 py36h7b6447c_0 sqlite 3.31.1 h62c20be_1 srsly 0.1.0 py36he1b5a44_0 fastai ssm 0.0.1 pypi_0 pypi stable-baselines 2.10.0 pypi_0 pypi statistics 1.0.3.5 pypi_0 pypi statsmodels 0.11.1 py36h8c4c3a4_1 conda-forge suitesparse 5.2.0 h9e4a6bb_0 ta-lib 0.4.17 pypi_0 pypi tabulate 0.8.7 pypi_0 pypi tbb 2020.0 hfd86e86_0 tblib 1.6.0 py_0 tensorboard 1.15.0 pyhb230dea_0 tensorflow 1.15.2 pypi_0 pypi tensorflow-base 1.15.0 mkl_py36he1670d9_0 tensorflow-estimator 1.15.1 pyh2649769_0 tensorforce 0.5.4 pypi_0 pypi termcolor 1.1.0 pypi_0 pypi terminado 0.8.3 py36h9f0ad1d_1 conda-forge testpath 0.4.4 py_0 conda-forge theano 1.0.4 py36he1b5a44_1001 conda-forge thinc 7.0.8 py36hc9558a2_0 fastai tigramite 4.1.0 pypi_0 pypi tk 8.6.8 hbc83047_0 toml 0.10.0 pypi_0 pypi toolz 0.10.0 py_0 torchvision 0.6.0 py36_cu102 pytorch tornado 6.0.4 py36h7b6447c_1 tqdm 4.45.0 py_0 traitlets 4.3.3 py36h9f0ad1d_1 conda-forge tsfresh 0.15.1 py_0 conda-forge tslearn 0.3.1 py36h785e9b2_0 conda-forge tweepy 3.8.0 py_0 conda-forge typing_extensions 3.7.4.1 py36_0 ujson 1.35 pypi_0 pypi umap-learn 0.4.1 py36h9f0ad1d_1 conda-forge urllib3 1.25.8 py36_0 wasabi 0.2.2 py_0 fastai wcwidth 0.1.9 py_0 webencodings 0.5.1 py_1 conda-forge werkzeug 0.16.1 py_0 wheel 0.34.2 py36_0 widgetsnbextension 3.5.1 pypi_0 pypi wrapt 1.12.1 py36h7b6447c_1 xarray 0.15.1 py_0 xgboost 1.0.2 pypi_0 pypi xmlrunner 1.7.7 pypi_0 pypi xz 5.2.5 h7b6447c_0 yaml 0.1.7 had09818_2 zeromq 4.3.2 he1b5a44_2 conda-forge zict 2.0.0 py_0 zipp 2.2.0 py_0 zlib 1.2.11 h7b6447c_3 zstd 1.3.7 h0b5b093_0
Requesting a New Library
To request a new package, please contact us at support@quantconnect.com. We will add the library to the queue for review and deployment. This process takes 2-4 weeks to be completed.
You can also see our Tutorials and Videos. You can also get in touch with us via Discord.
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