API Reference

Starts local live trading in a Docker container using the quantconnect/lean Docker image. The logs of the algorithm are shown in real-time and the full results are stored in the <project> / live / <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 contain the algorithm to run.

By default, an interactive wizard is shown letting you configure the brokerage and data provider to use. When you provide --environment or both --brokerage and --data-provider-live, the command runs in non-interactive mode and does not prompt for input.

When the --environment option is given, the environment with the given name is used. The given environment must be one of the live environments stored in your Lean configuration file. This means the environment must have the live-mode property set to true.

When --brokerage and --data-provider-live is given, the live configuration is read from the command-line options. In case a required option has not been provided, the command falls back to the property with the same name in your Lean configuration file. The command aborts if this property also hasn't been set. The required options depend on the selected brokerage or data provider.

The following options are required for each brokerage in non-interactive mode:

The --data-provider-live option is required. The following table shows the available live data providers and their required options in non-interactive mode. To select multiple data providers, seperate them with a comma. The order you select them in defines the order of precedence.

The --data-provider-historical option specifies the source of historical data. The following table shows the available historical data providers and their required options in non-interactive mode. If the live data provider you set also provides historical data and you omit the --data-provider-historical option, it defaults to the same value as the --data-provider-live option. If the live data provider you set doesn't provide historical data and you omit the --data-provider-historical option, it defaults to the Local data provider.

If you omit some of the required brokerage or data provider options when running in non-interactive mode, the CLI uses the option values in your LEAN configuration file.

Example non-interactive usage:

$ lean live deploy "My Project" \
    --brokerage "Paper Trading" \
    --data-provider-live "Interactive Brokers" \
    --ib-user-name trader777 \
    --ib-account DU1234567 \
    --ib-password hunter2 \
    --ib-enable-delayed-streaming-data yes

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

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 starting the local live trading if it doesn't exist locally yet or if you pass the --update flag.

The lean live deploy command expects the following arguments:

The lean live deploy command supports the following options: