| name | Create Strategy (LEAN) |
| description | Use this skill when you need to add a new LEAN QCAlgorithm strategy in Python. |
Create Strategy (LEAN QCAlgorithm)
Use when adding a new strategy under the Strategy Lab strategies/ workspace.
Steps
- Create the strategy file
- Path:
server/strategies/<StrategyName>.py - Must define a
QCAlgorithmclass withInitializeandOnData.
- Use AERA-injected parameters
- Read with
GetParameter(...)and provide safe defaults:symbol,resolution,cash,feeBps,slippageBps
- Keep it LEAN-safe
- No network I/O.
- Avoid writing files from the algorithm.
- Keep logs short (no spam).
- 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.