Lean VS finta

6.) You cant maximize position size of spread options strategies, LEAN always assumes naked margin first and ON THE NEXT DATA FRAME - you get your reg-t margin for spreads. https://github.com/QuantConnect/Lean/issues/5693 We're running into 2 years of this issue being reported.

Thanks. I will check it out. Can you point me to the right part of the codebase I should be looking at? I know it must be somewhere here - https://github.com/QuantConnect/Lean

They have nice documentation on their website for how to download/import external data, though. They even have GitHub examples that pull data from Dropbox.

Here is an example https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/DropboxUniverseSelectionAlgorithm.py

There's also the open-source lean.io stuff by QuantConnect which looks decent and comes with data. It's pretty inexpensive too.

I can plot OHCL lines, I can plot OHCL scatter points on the chart, why can't I plot candles? It's just those scatter points put together. This thing has been going on for 8 YEARS.

Here's a link to one of the strategy examples from the QC team that does this -- loading a universe from an external source. https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/DropboxCoarseFineAlgorithm.py

+1 see https://github.com/QuantConnect/Lean

Have you thought about using the FinTA package for trading signals and also ratelimit to help with some of those weird things that can pop up with dealing with external APIs

I'm also going to shamelessly plug fast-trade, which is a backtesting library where you write strategies as objects instead of actual code. It's also built on a couple of pretty wonderful libraries including pandas and FinTa, which has a lot of indicators and it's really simple to use.