Set config:

"algorithm-type-name": "BasicTemplateAlgorithm",
"algorithm-language": "Python",
"algorithm-location": "../../../Algorithm.Python/BasicTemplateAlgorithm.py",

To use Lean-Python on linux you'll need to install Python:

sudo apt-get install -y python-pip

Please checkout the command to install the whitelisted packages here.

1. Install Python 2.7

2. Add an entry to the system path variable (C:\Python27)

3. Rename Lean\packages\QuantConnect.pythonnet._version_\build\Python.Runtime.win to Lean\packages\QuantConnect.pythonnet._version_\lib\Python.Runtime.dll

By default, macOS has python installed.

Rename Lean\packages\QuantConnect.pythonnet._version_\build\Python.Runtime.mac to Lean\packages\QuantConnect.pythonnet._version_\lib\Python.Runtime.dll

Install pandas and its dependencies.