Lean - Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#)

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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, Linux and Mac platforms. Lean drives the web based algorithmic trading platform QuantConnect.Handle all messages from the algorithmic trading engine. Decide what should be sent, and where the messages should go. The result processing system can send messages to a local GUI, or the web interface.

https://www.quantconnect.com/lean
https://github.com/QuantConnect/Lean

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