QuantConnect Python Algorithm Project: ============= To run algorithms in Lean your primary modules must be called "main.py". Set your config "algorithm-language" property to "Python". Set your config "algorithm-location" property to "QuantConnect.Algorithm.Python.dll". WINDOWS: 1. Install Iron Python: http://ironpython.codeplex.com/releases/view/169382 2. Add an entry to the system path variable (C:\Program Files (x86)\IronPython 2.7) 3. Run the build script (build.bat). 4. Optional: Right click on QuantConnect.Algorithm.Python project and click properties. On Build Events tab enter "build" in the post-build events. LINUX: To use Lean-Python on linux you'll need to install IronPython as well as Python. This is based from this guide: http://ironpython.codeplex.com/wikipage?title=IronPython%20on%20Mono 1. Install Python(2.7): sudo apt-get install python-all zip git make 2. Install Iron Python 2.7.5: - Go to this website and downlaod to a local directory: - wget https://github.com/IronLanguages/main/releases/download/ipy-2.7.5/IronPython-2.7.5.zip - extract: to a base directory or your local bin. unzip IronPython-2.7.5.zip - Update the build.sh variable "pyc" to point towards your pyc.py file, it should be under ./IronPython-2.7.5/Tools/Scripts/pyc.py 3. Run the build.sh.