Lean (Quant Connect) vs. Zipline-reloaded

Hi Stefan & Community,
I recently purchased the ML for trading book and have found that Quantopian is shut down and therefore Zipline is no longer supported. I see that there is a Zipline library that has been updated by you Stefan, to work with updated versions of python. However as I am only now beginning the code for my machine learning program, I am wondering if it would make more sense for me to use LEAN with Quantconnect as it is being maintaned by a company and I don’t have to be as concerned that the library that I am using will cease to be maintained after I write my code. Is this a reasonable concern? Besides the obvious benefit of having the code samples that Stefan has written, are there functional bennefits to using Zipline over Quantconnect’s Lean? If so what are they?

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Update: Since I didn’t get any responses I thought I would follow up on this myself. I attempted to work with Zipline initially because there was a lot of example code provided by Stefan. However, I found it hard to work with because it doesn’t seem to have a large community maintaining it these days. We eventually decided to go with backtrader which seems to be the most popular library for backtesting these days. I would be interested in what others are using for backtesting, whether it’s Zipline, Backtrader or another library.

Sorry for the extremely late reply. Just released the latest version here.

QuantConnect has the advantage that it provide access to data through their platform. Similar to Quantopian before they shut down.

Zipline, in contrast, runs offline so you have full control but are on your own when it comes to data. Backtrader is similar - it’s much simpler but has also not seen a release in over .two years… It really depends on what you are looking for and how much development you want to invest yourself.

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