API Reference

Runs a local backtest in a Docker container using the quantconnect/lean Docker image. The logs of the backtest are shown in real-time and the full results are stored in the <project> / backtest / <timestamp> directory. You can use the --output option to change the output directory.

The given <project> argument must be either a project directory or a file containing the algorithm to backtest. If it is a project directory, the CLI looks for a main.py or Main.cs file, assuming the first file it finds to be the algorithm to run.

If the --debug option is given, this command configures the Docker container in such a way to allow debugging using your editor's debugger. The exact ways to get local debugging to work depends on your editor and language, see Debugging for more information on how to set this up.

You can use the --data-provider-historical option to change where the data is retrieved. This option updates the Lean configuration file, so you don't need to use this option multiple times for the same data provider if you are not switching between them. The following table shows the available data providers and their required options in non-interactive mode:

You can use the --download-data flag as an alias for --data-provider-historical QuantConnect. This data provider automatically downloads the required data files when your backtest requests them. After it downloads a data file, it stores it in your local data directory so that in future runs, it won't have to download it again. If the file contain data for multiple days (for example, daily Equity price data files), the ApiDataProvider re-downloads the file if your local version is at least 7 days old. To adjust this setting, update the downloader-data-update-period value in your Lean configuration file.

You can also use the --data-purchase-limit option to set the maximum amount of QuantConnect Credit (QCC) to spend during the backtest when using QuantConnect as data provider. The --data-purchase-limit option is not persistent.

The Docker image that's used contains the same libraries as the ones available on QuantConnect. If the selected project is a C# project, it is compiled before starting the backtest.

By default, the official LEAN engine image is used. You can override this using the --image <value> option. Alternatively, you can set the default engine image for all commands using lean config set engine-image <value>. The image is pulled before running the backtest if it doesn't exist locally yet or if you pass the --update flag.

The lean backtest command expects the following arguments:

The lean backtest command supports the following options: