QuantConnectMCP AGENTS.md

Agent instructions for a local QuantConnect/Lean documentation search server. QuantConnect is a platform for developing and testing algorithmic trading strategies, while Lean is its open-source trading engine.

In plain words
What is it for?
Setting up the documentation server, building its search index, running it over local or network connections, and looking up QuantConnect or Lean reference material.
Why use it?
They explain how to install, index, run, lint, and test the server, so an agent can search the official documentation without manually browsing it. The server supports exact lookups and meaning-based searches.

Instructions file for CodexOpenCode

Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

agentmods
npx agentmods add instructions/thefractalyst/quantconnectmcp/agents-md
Clone the repo
git clone --depth 1 https://github.com/TheFractalyst/QuantConnectMCP

Made for: Codex, OpenCode.

Per session 437 This file is loaded in full into every session.
When invoked 437 The same file — it is already loaded in full.
Security scan A 0 findings. Scan, not verified.
Origin original No closer match found in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5 $0.00437 $0.00437
Opus 5 $0.00218 $0.00218
Sonnet 5 $0.00087 $0.00087
Haiku 4.5 $0.00044 $0.00044

Measured yesterday against content hash 0ffefae1ec4f, method: parsed. Prices are Anthropic first-party input rates as of 2026-08-30, from the pricing page.

Security

Grade A, and why

QuantConnectMCP AGENTS.md scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured yesterday.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

AGENTS.md · 66 lines

What it actually says

QuantConnectMCP - Agent Instructions

Overview

QuantConnect/Lean Complete Reference MCP server with 1265 entries covering 100% of the official documentation sitemap.

Commands

Setup

python -m venv .venv
source .venv/bin/activate
pip install -e ".[dev]"

Index database

qc-lean-mcp build

Run server

qc-lean-mcp                    # stdio (default)
TRANSPORT=sse PORT=8080 qc-lean-mcp  # HTTP/SSE

Lint

ruff check . --line-length 120

Test

pytest tests/ -v

Architecture

  • FastMCP 3.4 with FileSystemProvider for auto-discovery
  • ChromaDB vector store (cosine, all-MiniLM-L6-v2, 384-dim)
  • 3 composable lifespans: db | model | cache
  • Circuit breaker on compiler and ChromaDB
  • Hot cache for fast lookups
  • Response capping at 80KB
  • Error masking (no internal details leaked)

Tools (6)

+--------------+-----------+------------------------------------------+
| Tool         | Type      | Description                              |
+--------------+-----------+------------------------------------------+
| qc_lookup    | read-only | Exact name lookup with fuzzy fallback    |
| qc_search    | read-only | Semantic search across all entries       |
| qc_browse    | read-only | List namespace members                   |
| qc_validate  | read-write| Validate Python Lean algorithm syntax    |
| qc_repair    | read-write| Fix common code issues                   |
| qc_scaffold  | read-write| Generate algorithm template              |
+--------------+-----------+------------------------------------------+

Coverage

  • 100% official sitemap coverage (1257/1257 docs URLs)
  • 1265 entries in ChromaDB
  • 20 namespaces (cloud, indicators, writing-algorithms, cli, etc.)
Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. yesterday First seen · 66 lines · 437 tokens per session scan A 0ffefae1ec4f

Subscribe to this mod's changes

QuantConnectMCP AGENTS.md is an instructions file published in the GitHub repository TheFractalyst/QuantConnectMCP (2 stars, last pushed 1mo ago), licensed MIT. It adds 437 tokens to every session, about $0.0022 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-08-31.

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