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Utilize the power of QuantConnect.LEAN CLI to test and optimize your trading algorithms in both backtest and research modes.
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## Getting Started
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You can use the following command line arguments to launch the [LEAN CLI](https://github.com/quantConnect/Lean-cli) pip project with ThetaData. For more detailed information, refer to the [ThetaData](https://www.quantconnect.com/docs/v2/lean-cli/datasets/theta-data) documentation.
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### Downloading Data
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```
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lean data download --data-provider-historical ThetaData --data-type Trade --resolution Daily --security-type Option --ticker NVDA,AMD --start 20240303 --end 20240404 --thetadata-subscription-plan Standard
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```
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### Backtesting
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```
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lean backtest "My Project" --data-provider-historical ThetaData --thetadata-subscription-plan Standard
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```
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### Jupyter Research Notebooks
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```
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lean research "My Project" --data-provider-historical ThetaData --thetadata-subscription-plan Standard
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```
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### Live Trading
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```
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lean live deploy "My Project" --data-provider-live ThetaData --thetadata-subscription-plan Standard --brokerage "Paper Trading"
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```
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## Contributing
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Contributions to the project are highly encouraged! Feel free to open issues, submit pull requests, or contribute in any way you see fit.
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