REM QuantConnect Lean Engine -- Python Build Script. REM Requires python algorithm to have a "main.py" which is the primary import point. REM Set Python Compiler Location SET pyc="C:\Program Files (x86)\IronPython 2.7\Tools\Scripts\pyc.py" REM Clean the output directory del "QuantConnect.Algorithm.Python.dll" del "../Launcher/bin/Debug/QuantConnect.Algorithm.Python.dll" del "../Tests/bin/Debug/QuantConnect.Algorithm.Python.dll" REM Collect the names of all files in current directory setlocal EnableDelayedExpansion EnableExtensions SET pyfiles= for %%f in (*.py) do SET pyfiles=!pyfiles! %%f REM IronPython Compile the Algorithmwith all the files in current directory ipy %pyc% /target:dll /out:QuantConnect.Algorithm.Python !pyfiles! REM Copy to the Lean Algorithm Project echo f|xcopy /Y "QuantConnect.Algorithm.Python.dll" "../Launcher/bin/Debug/QuantConnect.Algorithm.Python.dll" echo f|xcopy /Y "QuantConnect.Algorithm.Python.dll" "../Tests/bin/Debug/QuantConnect.Algorithm.Python.dll"