documentation-map.json

{
    "/tutorials":"/docs/v2/writing-algorithms",
    "/tutorials/home":"/docs/v2/writing-algorithms",
    "/tutorials/home/home":"/docs/v2/writing-algorithms",
    "/tutorials/strategy-library":"/learning/articles/investment-strategy-library",
    "/tutorials/strategy-library/strategy-library":"/learning/articles/investment-strategy-library",
    "/tutorials/api-tutorials/introduction":"/docs/v2/writing-algorithms",
    "/tutorials/api-tutorials/consolidating-data-to-build-bars":"/docs/v2/writing-algorithms/consolidating-data/getting-started",
    "/tutorials/api-tutorials/scheduled-events":"/docs/v2/writing-algorithms/scheduled-events",
    "/tutorials/api-tutorials/tracking-and-managing-orders":"/docs/v2/writing-algorithms/trading-and-orders/key-concepts",
    "/tutorials/api-tutorials/using-options-in-quantconnect":"/docs/v2/writing-algorithms/universes/equity-options",
    "/tutorials/tutorial-series/introduction":"/learning/articles",
    "/tutorials/tutorial-series/introduction-to-financial-python":"/learning/articles/introduction-to-financial-python",
    "/tutorials/tutorial-series/introduction-to-options":"/learning/articles/introduction-to-options",
    "/tutorials/tutorial-series/applied-options":"/learning/articles/applied-options",
    "/tutorials/open-source/introduction":"/docs/v2/lean-engine/getting-started",
    "/tutorials/open-source/debugging-python":"/docs/v2/lean-cli/backtesting/debugging",
    "/tutorials/open-source/using-the-api-file-provider":"/docs/v2/lean-cli/backtesting/deployment#04-Download-Datasets-During-Backtests",
    "/tutorials/open-source/lean-report-creator":"/docs/v2/lean-cli/reports",
    "/tutorials/open-source/brokerage-development-guide":"/docs/v2/lean-engine/contributions/brokerages",
    "/tutorials/open-source/generating-random-backtest-data":"/docs/v2/lean-cli/datasets/generating-data",
    "/tutorials/meta/creating-bootcamp-tutorials":"/docs/v2/cloud-platform/learning-center"
}