Lean Algorithm Monitor is an open-source Windows Desktop based tool to browse Lean engine's backtest and live monitor progress and results.
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.
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.
The monitor supports two modes: File and Stream.
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
.JSONfile in theOpen Session > From Filetab. - When
Monitor for changeshas 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.
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-exeto point to the compiledMonitor.exe - Option: When using the example, disable the
send-via-apiif you do not want to use API functionality. The API is not required to plot charts.
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!