Projects and backtests

Select the algorithm explicitly

A workspace may contain multiple Python algorithms. Pass the file you intend to execute:

uv run lean backtest demo.py --no-update
uv run lean backtest universe_demo.py --no-update
uv run lean backtest demo_sma.py --no-update

When a directory is supplied, Lean CLI searches it for main.py or Main.cs. Multiple sibling files such as demo.py and demo_sma.py are allowed when the command names one file explicitly.

Project configuration

config.json stores project metadata and parameters. The Sweden generator preserves ordinary project fields and maintains parameters such as:

{
  "algorithm-language": "Python",
  "parameters": {
    "backtest-start": "2024-01-02",
    "backtest-end": "2024-12-30",
    "daily-universe-name": "sweden100",
    "index-universe-ticker": "OMXS30"
  }
}

Algorithms read them with self.get_parameter(...). Runtime overrides can be supplied without editing the file:

uv run lean backtest demo_sma.py \
  --parameter backtest-start 2024-02-01 \
  --parameter backtest-end 2024-11-30 \
  --no-update

When using q.bt.lean.backtest(parameters=...), pass the complete set required by the selected algorithm. Do not assume a partial Python mapping will merge with every value in config.json. For demo_sma.py, the complete set is:

parameters={
    "backtest-start": "2024-01-02",
    "backtest-end": "2024-12-30",
    "daily-universe-name": "sweden100",
    "expected-daily-universe-members": "100",
}

Result artifacts

A run writes a timestamped directory:

backtests/2026-07-26_13-41-40/
├── <algorithm-id>.json
├── <algorithm-id>-log.txt
├── <algorithm-id>-order-events.json
├── <algorithm-id>-summary.json
├── log.txt
├── failed-data-requests-<timestamp>.txt
└── succeeded-data-requests-<timestamp>.txt

Treat the main <algorithm-id>.json as the canonical report input. Inspect:

LATEST=$(find backtests -mindepth 1 -maxdepth 1 -type d | sort | tail -n 1)
grep ' ERROR::' "$LATEST/log.txt"
grep 'Failed data requests' "$LATEST/log.txt"
find "$LATEST" -maxdepth 1 -name '[0-9]*.json'

A CLI exit code of zero is necessary but not enough for fixture validation. Check explicit algorithm markers, failed data requests, invalid order events, and engine errors.

Custom market registration

Register Sweden before creating any Swedish Symbol:

SWEDEN = "sweden"
CUSTOM_SWEDEN_MARKET_ID = 900

if Market.encode(SWEDEN) is None:
    Market.add(SWEDEN, CUSTOM_SWEDEN_MARKET_ID)

The numeric ID becomes part of every SID. Keep it stable across price data, map files, universe files, stored results, and future runs.

Models are separate from data loading

A successful subscription does not imply the default brokerage, fee, fill, buying-power, settlement, or shorting models understand the custom market. The synthetic demos use:

security.set_fee_model(ConstantFeeModel(0))

That is suitable for format validation only. Production Swedish research needs explicit models matching the venue and brokerage.

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