QuantConnect Lean

Recorded facts

Type

backtesting, algo framework, library

Automation languages

C#, Python

Systems

Windows, macOS, Linux

Open source

Yes Repository

Pricing model

Open source under the Apache License 2.0 and free to download. QuantConnect’s remote MCP server requires a paid cloud agent node. Node prices were not recorded.

Automation and MCP

LEAN is an open-source engine whose core is written in C#. Trading algorithms are written in C# or Python and can be backtested and deployed live.

MCP / AI agent support

Official

QuantConnect documents an official MCP server that connects an LLM to the QuantConnect API for projects, backtests and live deployment. The remote server requires a paid cloud agent node. The GitHub repo QuantConnect/mcp-server says it is deprecated in favour of the documented MCP workflow.

• https://www.quantconnect.com/docs/v2/ai-assistance/mcp-server
• https://github.com/QuantConnect/mcp-server

Notes

The MCP server is a QuantConnect Cloud integration. It is not described as a component shipped inside the Lean repository.