QuantConnect Stubs (Lean)

17685 verified Mon Apr 27 auth: no python

Type stubs for QuantConnect's Lean algorithmic trading engine, enabling type hints and static analysis in Python. Current version 17685 (based on a build number; no standard semver). Released frequently as Lean evolves.

pip install quantconnect-stubs

Common errors

error Cannot find reference 'QCAlgorithm' in '__init__.py' ↓

cause IDE cannot locate the stubs because the package is not installed or the interpreter path is wrong.

fix

Install quantconnect-stubs in the same Python environment as your IDE: pip install quantconnect-stubs

error TypeError: 'type' object is not subscriptable ↓

cause Using generic type annotations with built-in types in Python 3.8 or earlier (e.g., list[int]) without importing from __future__.

fix

Add 'from __future__ import annotations' at the top of your file, or upgrade to Python 3.9+.

Warnings

breaking Stubs version numbers are build-based, not semver. Upgrading may introduce incompatible type signatures without a major version bump. ↓

fix Pin to a specific version and test after upgrade: pip install quantconnect-stubs==17685

gotcha The stubs are generated and may contain incomplete or incorrect type annotations. Do not rely on them for runtime behavior. ↓

fix Validate against official QuantConnect documentation for APIs used.

deprecated Old import paths like 'from QuantConnect.Algorithm import QCAlgorithm' may work but are deprecated in favor of 'from Algorithm import QCAlgorithm'. ↓

fix Use the new import path: from Algorithm import QCAlgorithm

Imports

QCAlgorithm
```
from Algorithm import QCAlgorithm
```
This is the correct import for the base algorithm class.
OrderType
```
from QuantConnect.Orders import OrderType
```
Order types are in the Orders namespace.
Symbol
```
from QuantConnect import Symbol
```
Core symbol type.

Quickstart

Basic QuantConnect algorithm using stubs for type hints.

from Algorithm import QCAlgorithm

class MyAlgorithm(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2020, 1, 1)
        self.SetEndDate(2020, 12, 31)
        self.SetCash(100000)
        self.AddEquity("SPY", Resolution.Minute)

    def OnData(self, data):
        if not self.Portfolio.Invested:
            self.SetHoldings("SPY", 1.0)