Lean Algorithm Monitor

Introduction

Lean Algorithm Monitor is an open-source Windows Desktop based tool to browse Lean engine's backtest and live monitor progress and results.

Lean C# Algorithmic Trading Engine

This tool visualizes data generated by the Lean Engine. Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage. Lean drives the web based backtesting platform QuantConnect.

Building the solution

The solution has been built using Microsoft Visual Studio 2017 (Community Edition). Make sure to restore NuGet packages if your environment is not configured to Restore them automatically when building. The solution has a reference to the QuantConnect.Common Namespace in the QuantConnect.Common.dll library. This file is not included and can be compiled from the Lean project.

Starting the application

The monitor supports two modes: File and Stream.

Opening a file

The monitor can read exported .JSON files (i.e. by the Quant Connect Algorithm Lab) or exported by the Monitor itself.

• Star the application and provide the path to the .JSON file in the Open Session > From File tab.
• When Monitor for changes has been enabled, the monitor will watch the file for changes. When they occur, all new data since the last time it has been opened will be appended.

Starting from a stream

The monitor reads status messages generated by the Lean StreamingMessageHandler, just like the default Views application included with the Engine.

• Configure the Launcher configuration file. The has an example named backtesting-desktop.
• Alter the desktop-exe to point to the compiled Monitor.exe
• Option: When using the example, disable the send-via-api if you do not want to use API functionality. The API is not required to plot charts.

Issues and Feature Requests

This tool has initially been built for personal purposes. it is a proof-of-concept (Alpha) and might contain bugs including performance issues and incorrect calculations among others. Please submit bugs and feature requests as an issue to the AlgorithmMonitor Repository. Contributions are welcomed!