Hi all,

Given that the current api documentation can be a bit hard to traverse, I generated the following with Doxygen. I also included Python-relevant documentation which hopefully can make it easier to understand how the Lean api interacts with your algorithms (e.g., here.).

Rough documentation

In particular, I used the following input parameters for generating (you can use them for a local copy or do the whole Lean repo (lots of files!)):

INPUT = ./Algorithm
+= ./Api
+= ./Common
+= ./Indicators
+= ./Algorithm.Framework
+= ./AlgorithmFactory