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Create Strategy (LEAN)

Use this skill when you need to add a new LEAN QCAlgorithm strategy in Python.

majiayu000 b9a3995 2 files · 1.6 KB Updated 567 repo stars
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Create Strategy (LEAN QCAlgorithm)

Use when adding a new strategy under the Strategy Lab strategies/ workspace.

Steps

  1. Create the strategy file
  • Path: server/strategies/<StrategyName>.py
  • Must define a QCAlgorithm class with Initialize and OnData.
  1. Use AERA-injected parameters
  • Read with GetParameter(...) and provide safe defaults:
    • symbol, resolution, cash, feeBps, slippageBps
  1. Keep it LEAN-safe
  • No network I/O.
  • Avoid writing files from the algorithm.
  • Keep logs short (no spam).
  1. Verify
  • Run from the app: Strategy Lab -> Run (LEAN) and inspect job logs/results.
  • Run standard validations: see skills/verify_changes/SKILL.md.

Template

Start from skills/create_strategy/template_strategy.py.

majiayu000/claude-skill-registry-data/tree/main/data/create-strategy commit b9a39956ad

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Frequently asked questions

npx skillmds add majiayu000/create-strategy-lean