--- 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 1) Create the strategy file - Path: `server/strategies/.py` - Must define a `QCAlgorithm` class with `Initialize` and `OnData`. 2) Use AERA-injected parameters - Read with `GetParameter(...)` and provide safe defaults: - `symbol`, `resolution`, `cash`, `feeBps`, `slippageBps` 3) Keep it LEAN-safe - No network I/O. - Avoid writing files from the algorithm. - Keep logs short (no spam). 4) 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`.