Remove internal subscriptions from future chain (#7169)

- Remove internal subscription from slive future chain collection.
  Adding regression algorithm reproducing the bug

.github/workflows/virtual-environments.yml

@@ -31,31 +31,40 @@ jobs:
         run: dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonVirtualEnvironmentTests.AssertVirtualEnvironment"
 
       - name: Run Python Package Tests
-        run: dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests"
+        run: dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests" --blame-hang-timeout 120seconds --blame-crash
 
-      - name: Run Pomegranate Python Package Test
-        run: dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.PomegranateTest"
-
-      - name: Run Tensorforce Python Package Test
-        run: dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.TensorforceTests"
+      - name: Run Pomegranate & Tigramite Python Package Test
+        run: dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.PomegranateTest|Tigramite" --blame-hang-timeout 120seconds --blame-crash
 
       - name: Run StableBaselines Python Package Test
-        run: dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.StableBaselinesTest"
+        run: dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.StableBaselinesTest" --blame-hang-timeout 120seconds --blame-crash
 
       - name: Run AxPlatform Python Package Test
-        run: dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.AxPlatformTest"
-
-      - name: Run NeuralTangents Python Package Test
-        run: dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.NeuralTangentsTest"
+        run: dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.AxPlatformTest" --blame-hang-timeout 120seconds --blame-crash
 
       - name: Run NBeats Python Package Test
-        run: dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.NBeatsTest"
+        run: dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.NBeatsTest" --blame-hang-timeout 120seconds --blame-crash
 
-      - name: Run Tensorly Python Package Test
-        run: dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.TensorlyTest"
+      - name: Run TensorlyTest Python Package Test
+        run: dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.TensorlyTest" --blame-hang-timeout 120seconds --blame-crash
 
-      - name: Run Ignite Python Package Test
-        run: dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.IgniteTest"
+      - name: Run NeuralTangents, Ignite Python Package Test
+        run: dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.NeuralTangentsTest|IgniteTest" --blame-hang-timeout 120seconds --blame-crash
+
+      - name: Run TensorflowTest
+        run: dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.TensorflowTest" --blame-hang-timeout 120seconds --blame-crash
+
+      - name: Run TensorflowProbability
+        run: dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.TensorflowProbabilityTest" --blame-hang-timeout 120seconds --blame-crash
 
       - name: Run Hvplot Python Package Test
-        run: dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.HvplotTest"
+        run: dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.HvplotTest" --blame-hang-timeout 120seconds --blame-crash
+
+      - name: Run Hvplot Python Package Test
+        run: dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.StellargraphTest" --blame-hang-timeout 120seconds --blame-crash
+
+      - name: Run Keras Python Package Test
+        run: dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.KerasTest" --blame-hang-timeout 120seconds --blame-crash
+
+      - name: Run Keras Python Package Test
+        run: dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.ScikerasTest" --blame-hang-timeout 120seconds --blame-crash

.vs/readme.md

@@ -20,8 +20,8 @@ To use Lean CLI follow the instructions for installation and tutorial for usage
 
 1. Install [.Net 6](https://dotnet.microsoft.com/download) for the project
 
-2. (Optional) Get [Python 3.6.8](https://www.python.org/downloads/release/python-368/) for running Python algorithms
-    - Follow Python instructions [here](https://github.com/QuantConnect/Lean/tree/master/Algorithm.Python#installing-python-36) for your platform
+2. (Optional) Get [Python 3.8.13](https://www.python.org/downloads/release/python-3813/) for running Python algorithms
+    - Follow Python instructions [here](https://github.com/QuantConnect/Lean/tree/master/Algorithm.Python#installing-python-38) for your platform
 
 3. Get [Visual Studio](https://visualstudio.microsoft.com/vs/)
 

.vscode/readme.md

@@ -156,5 +156,5 @@ _Figure 2: Python Debugger Messages_
 Here we will cover some common issues with setting this up. This section will expand as we get user feedback!
 
 - The "project file cannot be loaded" and "nuget packages not found" errors occurs when the project files are open by another process in the host. Closing all applications and/or restarting the computer solve the issue.
-- Autocomplete and reference finding with omnisharp can sometimes bug, if this occurs use the command palette to restart omnisharp. (Ctrl+Shift+P "OmniSharp: Restart OmniSharp")
+- Autocomplete and reference finding with omnisharp can sometimes be buggy, if this occurs use the command palette to restart omnisharp. (Ctrl+Shift+P "OmniSharp: Restart OmniSharp")
 - Any error messages about building in VSCode that point to comments in JSON. Either select **ignore** or follow steps described [here](https://stackoverflow.com/questions/47834825/in-vs-code-disable-error-comments-are-not-permitted-in-json) to remove the errors entirely.

Algorithm.CSharp/AccumulativeInsightPortfolioRegressionAlgorithm.cs

@@ -106,25 +106,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$199.00"},
             {"Estimated Strategy Capacity", "$26000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
-            {"Fitness Score", "0.002"},
-            {"Kelly Criterion Estimate", "38.796"},
-            {"Kelly Criterion Probability Value", "0.228"},
-            {"Sortino Ratio", "-22.493"},
-            {"Return Over Maximum Drawdown", "-77.93"},
-            {"Portfolio Turnover", "1.211"},
-            {"Total Insights Generated", "100"},
-            {"Total Insights Closed", "99"},
-            {"Total Insights Analysis Completed", "99"},
-            {"Long Insight Count", "100"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$135639.1761"},
-            {"Total Accumulated Estimated Alpha Value", "$21852.9784"},
-            {"Mean Population Estimated Insight Value", "$220.7372"},
-            {"Mean Population Direction", "53.5354%"},
-            {"Mean Population Magnitude", "53.5354%"},
-            {"Rolling Averaged Population Direction", "58.2788%"},
-            {"Rolling Averaged Population Magnitude", "58.2788%"},
+            {"Portfolio Turnover", "119.89%"},
             {"OrderListHash", "3c4c4085810cc5ecdb927d3647b9bbf3"}
         };
     }

Algorithm.CSharp/AddAlphaModelAlgorithm.cs

@@ -142,25 +142,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$14.78"},
             {"Estimated Strategy Capacity", "$47000000.00"},
             {"Lowest Capacity Asset", "IBM R735QTJ8XC9X"},
-            {"Fitness Score", "0.408"},
-            {"Kelly Criterion Estimate", "16.559"},
-            {"Kelly Criterion Probability Value", "0.316"},
-            {"Sortino Ratio", "12.447"},
-            {"Return Over Maximum Drawdown", "106.327"},
-            {"Portfolio Turnover", "0.411"},
-            {"Total Insights Generated", "3"},
-            {"Total Insights Closed", "3"},
-            {"Total Insights Analysis Completed", "3"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "3"},
-            {"Long/Short Ratio", "0%"},
-            {"Estimated Monthly Alpha Value", "$20784418.6104"},
-            {"Total Accumulated Estimated Alpha Value", "$3579538.7607"},
-            {"Mean Population Estimated Insight Value", "$1193179.5869"},
-            {"Mean Population Direction", "100%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "100%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "41.18%"},
             {"OrderListHash", "9da9afe1e9137638a55db1676adc2be1"}
         };
     }

Algorithm.CSharp/AddAndRemoveOptionContractRegressionAlgorithm.cs

@@ -119,25 +119,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", ""},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "79228162514264337593543950335"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "0%"},
             {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
         };
     }

Algorithm.CSharp/AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs

@@ -116,25 +116,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", ""},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "79228162514264337593543950335"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "0%"},
             {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
         };
     }

Algorithm.CSharp/AddBetaIndicatorRegressionAlgorithm.cs

@@ -136,25 +136,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$1.00"},
             {"Estimated Strategy Capacity", "$35000000.00"},
             {"Lowest Capacity Asset", "IBM R735QTJ8XC9X"},
-            {"Fitness Score", "0.022"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "8.508"},
-            {"Return Over Maximum Drawdown", "58.894"},
-            {"Portfolio Turnover", "0.022"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "1.51%"},
             {"OrderListHash", "bd88c6a0e10c7e146b05377205101a12"}
         };
     }

Algorithm.CSharp/AddFutureContractWithContinuousRegressionAlgorithm.cs

@@ -150,25 +150,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$8.60"},
             {"Estimated Strategy Capacity", "$5500000.00"},
             {"Lowest Capacity Asset", "ES VMKLFZIH2MTD"},
-            {"Fitness Score", "0.417"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "-81.518"},
-            {"Portfolio Turnover", "0.834"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "66.80%"},
             {"OrderListHash", "802a335b5c355e83b8cd2174f053c1b9"}
         };
     }

Algorithm.CSharp/AddFutureOptionContractDataStreamingRegressionAlgorithm.cs

@@ -198,25 +198,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$8.60"},
             {"Estimated Strategy Capacity", "$22000000.00"},
             {"Lowest Capacity Asset", "ES XFH59UK0MYO1"},
-            {"Fitness Score", "1"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "79228162514264337593543950335"},
-            {"Portfolio Turnover", "2.035"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "122.11%"},
             {"OrderListHash", "e7021bd385f366771ae00abd3a46a22e"}
         };
     }

Algorithm.CSharp/AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs

@@ -127,25 +127,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$35.70"},
             {"Estimated Strategy Capacity", "$2600000.00"},
             {"Lowest Capacity Asset", "ES 31C3JQS9D84PW|ES XCZJLC9NOB29"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "79228162514264337593543950335"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "495.15%"},
             {"OrderListHash", "64221a660525c4259d5bd852eef1299c"}
         };
     }

Algorithm.CSharp/AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs

@@ -254,25 +254,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$3.57"},
             {"Estimated Strategy Capacity", "$760000.00"},
             {"Lowest Capacity Asset", "ES XCZJLDQX2SRO|ES XCZJLC9NOB29"},
-            {"Fitness Score", "0.403"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "79228162514264337593543950335"},
-            {"Portfolio Turnover", "0.403"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "32.31%"},
             {"OrderListHash", "738240babf741f1bf79f85ea5026ec4c"}
         };
     }

Algorithm.CSharp/AddOptionContractExpiresRegressionAlgorithm.cs

@@ -151,25 +151,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$2.00"},
             {"Estimated Strategy Capacity", "$67000000.00"},
             {"Lowest Capacity Asset", "AOL VRKS95ENLBYE|AOL R735QTJ8XC9X"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "-43.418"},
-            {"Return Over Maximum Drawdown", "-14.274"},
-            {"Portfolio Turnover", "0.007"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "0.55%"},
             {"OrderListHash", "568fe7c2a11960436660db1231f2cfd2"}
         };
     }

Algorithm.CSharp/AddOptionContractFromUniverseRegressionAlgorithm.cs

@@ -203,25 +203,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$2.00"},
             {"Estimated Strategy Capacity", "$2800000.00"},
             {"Lowest Capacity Asset", "AOL VRKS95ENLBYE|AOL R735QTJ8XC9X"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "-19.883"},
-            {"Return Over Maximum Drawdown", "-67.224"},
-            {"Portfolio Turnover", "0.014"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "1.14%"},
             {"OrderListHash", "ae0b430e9c728966e3736fb352a689c6"}
         };
     }

Algorithm.CSharp/AddOptionContractTwiceRegressionAlgorithm.cs

@@ -150,25 +150,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$2.00"},
             {"Estimated Strategy Capacity", "$30000.00"},
             {"Lowest Capacity Asset", "AAPL VXBK4Q9ZIFD2|AAPL R735QTJ8XC9X"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "-89.181"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "0.07%"},
             {"OrderListHash", "546b6182e1df2d222178454d8f311566"}
         };
     }

Algorithm.CSharp/AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs

@@ -122,25 +122,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", ""},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "79228162514264337593543950335"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "0%"},
             {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
         };
     }

Algorithm.CSharp/AddRemoveOptionUniverseRegressionAlgorithm.cs

@@ -247,25 +247,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$6.00"},
             {"Estimated Strategy Capacity", "$2000.00"},
             {"Lowest Capacity Asset", "GOOCV 305RBR0BSWIX2|GOOCV VP83T1ZUHROL"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "0"},
-            {"Return Over Maximum Drawdown", "0"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "1.19%"},
             {"OrderListHash", "550a99c482106defd8ba15f48183768e"}
         };
     }

Algorithm.CSharp/AddRemoveSecurityCacheRegressionAlgorithm.cs

@@ -117,25 +117,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$21.45"},
             {"Estimated Strategy Capacity", "$830000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
-            {"Fitness Score", "0.204"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "43.135"},
-            {"Return Over Maximum Drawdown", "261.238"},
-            {"Portfolio Turnover", "0.204"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "20.49%"},
             {"OrderListHash", "6ee62edf1ac883882b0fcef8cb3e9bae"}
         };
     }

Algorithm.CSharp/AddRemoveSecurityRegressionAlgorithm.cs

@@ -143,25 +143,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$28.30"},
             {"Estimated Strategy Capacity", "$4700000.00"},
             {"Lowest Capacity Asset", "AIG R735QTJ8XC9X"},
-            {"Fitness Score", "0.374"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "372.086"},
-            {"Portfolio Turnover", "0.374"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "29.88%"},
             {"OrderListHash", "ac3f4dfcdeb98b488b715412ad2d6c4f"}
         };
     }

Algorithm.CSharp/AddRiskManagementAlgorithm.cs

@@ -96,25 +96,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$10.33"},
             {"Estimated Strategy Capacity", "$38000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
-            {"Fitness Score", "0.747"},
-            {"Kelly Criterion Estimate", "38.796"},
-            {"Kelly Criterion Probability Value", "0.228"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "107.013"},
-            {"Portfolio Turnover", "0.747"},
-            {"Total Insights Generated", "100"},
-            {"Total Insights Closed", "99"},
-            {"Total Insights Analysis Completed", "99"},
-            {"Long Insight Count", "100"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$135639.1761"},
-            {"Total Accumulated Estimated Alpha Value", "$21852.9784"},
-            {"Mean Population Estimated Insight Value", "$220.7372"},
-            {"Mean Population Direction", "53.5354%"},
-            {"Mean Population Magnitude", "53.5354%"},
-            {"Rolling Averaged Population Direction", "58.2788%"},
-            {"Rolling Averaged Population Magnitude", "58.2788%"},
+            {"Portfolio Turnover", "59.74%"},
             {"OrderListHash", "af3a9c98c190d1b6b36fad184e796b0b"}
         };
     }

Algorithm.CSharp/AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs

@@ -135,25 +135,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$2.00"},
             {"Estimated Strategy Capacity", "$230000.00"},
             {"Lowest Capacity Asset", "AAPL VXBK4QQIRLZA|AAPL R735QTJ8XC9X"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "0"},
-            {"Return Over Maximum Drawdown", "0"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "0.25%"},
             {"OrderListHash", "228194dcc6fd8689a67f383577ee2d85"}
         };
     }

Algorithm.CSharp/AddUniverseSelectionModelAlgorithm.cs

@@ -115,25 +115,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$23.21"},
             {"Estimated Strategy Capacity", "$340000000.00"},
             {"Lowest Capacity Asset", "FB V6OIPNZEM8V9"},
-            {"Fitness Score", "0.147"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "1"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "-4.352"},
-            {"Portfolio Turnover", "0.269"},
-            {"Total Insights Generated", "15"},
-            {"Total Insights Closed", "12"},
-            {"Total Insights Analysis Completed", "12"},
-            {"Long Insight Count", "15"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "26.96%"},
             {"OrderListHash", "a7a0983c8413ff241e7d223438f3d508"}
         };
     }

Algorithm.CSharp/AddUniverseSelectionModelCoarseAlgorithm.cs

@@ -126,25 +126,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$37.25"},
             {"Estimated Strategy Capacity", "$520000000.00"},
             {"Lowest Capacity Asset", "AAPL R735QTJ8XC9X"},
-            {"Fitness Score", "0.004"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "1"},
-            {"Sortino Ratio", "-4.469"},
-            {"Return Over Maximum Drawdown", "-13.057"},
-            {"Portfolio Turnover", "0.084"},
-            {"Total Insights Generated", "33"},
-            {"Total Insights Closed", "30"},
-            {"Total Insights Analysis Completed", "30"},
-            {"Long Insight Count", "33"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "7.34%"},
             {"OrderListHash", "f837879b96f5e565b60fd040299d2123"}
         };
     }

Algorithm.CSharp/AdjustedVolumeRegressionAlgorithm.cs

@@ -190,25 +190,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$21.60"},
             {"Estimated Strategy Capacity", "$42000000.00"},
             {"Lowest Capacity Asset", "AAPL R735QTJ8XC9X"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "0"},
-            {"Return Over Maximum Drawdown", "0"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "99.56%"},
             {"OrderListHash", "18e41dded4f8cee548ee02b03ffb0814"}
         };
     }

Algorithm.CSharp/AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs

@@ -223,25 +223,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$307.50"},
             {"Estimated Strategy Capacity", "$2600000.00"},
             {"Lowest Capacity Asset", "GOOCV VP83T1ZUHROL"},
-            {"Fitness Score", "0.106"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "79228162514264337593543950335"},
-            {"Portfolio Turnover", "0.106"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "10.61%"},
             {"OrderListHash", "0069f402ffcd2d91b9018b81badfab81"}
         };
     }

Algorithm.CSharp/AlphaStreamsBasicTemplateAlgorithm.cs

@@ -102,25 +102,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$83000.00"},
             {"Lowest Capacity Asset", "BTCUSD XJ"},
-            {"Fitness Score", "0.017"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "-138.588"},
-            {"Portfolio Turnover", "0.034"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "2.31%"},
             {"OrderListHash", "2b94bc50a74caebe06c075cdab1bc6da"}
         };
     }

Algorithm.CSharp/AlphaStreamsDifferentAccountCurrencyBasicTemplateAlgorithm.cs

@@ -44,7 +44,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 6214;
+        public override long DataPoints => 6202;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -59,7 +59,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Trades", "2"},
             {"Average Win", "0.01%"},
             {"Average Loss", "0.00%"},
-            {"Compounding Annual Return", "-78.502%"},
+            {"Compounding Annual Return", "-78.519%"},
             {"Drawdown", "3.100%"},
             {"Expectancy", "7.797"},
             {"Net Profit", "-1.134%"},
@@ -78,25 +78,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "€2.89"},
             {"Estimated Strategy Capacity", "€8900000000.00"},
             {"Lowest Capacity Asset", "AAPL R735QTJ8XC9X"},
-            {"Fitness Score", "0.506"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "79228162514264337593543950335"},
-            {"Portfolio Turnover", "0.506"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "€0"},
-            {"Total Accumulated Estimated Alpha Value", "€0"},
-            {"Mean Population Estimated Insight Value", "€0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "33.78%"},
             {"OrderListHash", "a9dd0a0ab6070455479d1b9caaa4e69c"}
         };
     }

Algorithm.CSharp/AlphaStreamsUniverseSelectionTemplateAlgorithm.cs

@@ -115,25 +115,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$83000.00"},
             {"Lowest Capacity Asset", "BTCUSD XJ"},
-            {"Fitness Score", "0.011"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "-113.513"},
-            {"Portfolio Turnover", "0.023"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "2.31%"},
             {"OrderListHash", "2b94bc50a74caebe06c075cdab1bc6da"}
         };
     }

Algorithm.CSharp/AlphaStreamsWithHoldingsBasicTemplateAlgorithm.cs

@@ -129,25 +129,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$3.09"},
             {"Estimated Strategy Capacity", "$8900000000.00"},
             {"Lowest Capacity Asset", "AAPL R735QTJ8XC9X"},
-            {"Fitness Score", "0.511"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "6113.173"},
-            {"Portfolio Turnover", "0.511"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "34.12%"},
             {"OrderListHash", "788eb2c74715a78476ba0db3b2654eb6"}
         };
     }

Algorithm.CSharp/AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs

@@ -110,25 +110,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$52.00"},
             {"Estimated Strategy Capacity", "$32000000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "1.266"},
-            {"Return Over Maximum Drawdown", "1.622"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "0.02%"},
             {"OrderListHash", "cf43585a8d1781f04b53a4f1ee3380cb"}
         };
     }

Algorithm.CSharp/AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs

@@ -180,25 +180,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$23.65"},
             {"Estimated Strategy Capacity", "$200000000.00"},
             {"Lowest Capacity Asset", "ES VMKLFZIH2MTD"},
-            {"Fitness Score", "0.518"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "-7.708"},
-            {"Portfolio Turnover", "5.277"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "351.80%"},
             {"OrderListHash", "dd38e7b94027d20942a5aa9ac31a9a7f"}
         };
     }

Algorithm.CSharp/AutomaticIndicatorWarmupRegressionAlgorithm.cs

@@ -142,25 +142,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$3.44"},
             {"Estimated Strategy Capacity", "$56000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
-            {"Fitness Score", "0.248"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "93.728"},
-            {"Portfolio Turnover", "0.248"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "19.93%"},
             {"OrderListHash", "9e4bfd2eb0b81ee5bc1b197a87ccedbe"}
         };
     }

Algorithm.CSharp/BacktestingBrokerageRegressionAlgorithm.cs

@@ -296,7 +296,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 1748811;
+        public long DataPoints => 1341291;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -330,25 +330,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$2.00"},
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "GOOCV VP83T1ZUHROL"},
-            {"Fitness Score", "0.212"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "-73.334"},
-            {"Portfolio Turnover", "0.425"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "17.02%"},
             {"OrderListHash", "85cbf92f01c2c91b5f710b7eeefecbe1"}
         };
     }

Algorithm.CSharp/BaseFrameworkRegressionAlgorithm.cs

@@ -0,0 +1,95 @@
+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using QuantConnect.Algorithm.Framework.Alphas;
+using QuantConnect.Algorithm.Framework.Execution;
+using QuantConnect.Algorithm.Framework.Portfolio;
+using QuantConnect.Algorithm.Framework.Risk;
+using QuantConnect.Algorithm.Framework.Selection;
+using QuantConnect.Interfaces;
+
+namespace QuantConnect.Algorithm.CSharp
+{
+    /// <summary>
+    /// Abstract regression framework algorithm for multiple framework regression tests
+    /// </summary>
+    public abstract class BaseFrameworkRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
+    {
+        public override void Initialize()
+        {
+            SetStartDate(2014, 6, 1);
+            SetEndDate(2014, 6, 30);
+
+            UniverseSettings.Resolution = Resolution.Hour;
+            UniverseSettings.DataNormalizationMode = DataNormalizationMode.Raw;
+
+            var symbols = new[] { "AAPL", "AIG", "BAC", "SPY" }
+                .Select(ticker => QuantConnect.Symbol.Create(ticker, SecurityType.Equity, Market.USA))
+                .ToList();
+
+            // Manually add AAPL and AIG when the algorithm starts
+            SetUniverseSelection(new ManualUniverseSelectionModel(symbols.Take(2)));
+
+            // At midnight, add all securities every day except on the last data
+            // With this procedure, the Alpha Model will experience multiple universe changes
+            AddUniverseSelection(new ScheduledUniverseSelectionModel(
+                DateRules.EveryDay(), TimeRules.Midnight,
+                dt => dt < EndDate.AddDays(-1) ? symbols : Enumerable.Empty<Symbol>()));
+
+            SetAlpha(new ConstantAlphaModel(InsightType.Price, InsightDirection.Up, TimeSpan.FromDays(31), 0.025, null));
+            SetPortfolioConstruction(new EqualWeightingPortfolioConstructionModel());
+            SetExecution(new ImmediateExecutionModel());
+            SetRiskManagement(new NullRiskManagementModel());
+        }
+
+        public override void OnEndOfAlgorithm()
+        {
+            // The base implementation checks for active insights
+            var insightsCount = Insights.GetInsights(insight => insight.IsActive(UtcTime)).Count;
+            if (insightsCount != 0)
+            {
+                throw new Exception($"The number of active insights should be 0. Actual: {insightsCount}");
+            }
+        }
+
+        /// <summary>
+        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
+        /// </summary>
+        public bool CanRunLocally { get; } = true;
+
+        /// <summary>
+        /// This is used by the regression test system to indicate which languages this algorithm is written in.
+        /// </summary>
+        public virtual Language[] Languages { get; } = { Language.CSharp, Language.Python };
+
+        /// <summary>
+        /// Data Points count of all timeslices of algorithm
+        /// </summary>
+        public virtual long DataPoints => 765;
+
+        /// <summary>
+        /// Data Points count of the algorithm history
+        /// </summary>
+        public virtual int AlgorithmHistoryDataPoints => 0;
+
+        /// <summary>
+        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
+        /// </summary>
+        public abstract Dictionary<string, string> ExpectedStatistics { get; }
+    }
+}

Algorithm.CSharp/BasicSetAccountCurrencyAlgorithm.cs

@@ -68,7 +68,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 4324;
+        public long DataPoints => 4319;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -102,25 +102,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "€298.35"},
             {"Estimated Strategy Capacity", "€85000.00"},
             {"Lowest Capacity Asset", "BTCEUR XJ"},
-            {"Fitness Score", "0.506"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "-13.614"},
-            {"Portfolio Turnover", "1.073"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "€0"},
-            {"Total Accumulated Estimated Alpha Value", "€0"},
-            {"Mean Population Estimated Insight Value", "€0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "107.64%"},
             {"OrderListHash", "2ba443899dcccc79dc0f04441f797bf9"}
         };
     }

Algorithm.CSharp/BasicTemplateAlgorithm.cs

@@ -109,25 +109,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$3.44"},
             {"Estimated Strategy Capacity", "$56000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
-            {"Fitness Score", "0.248"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "93.728"},
-            {"Portfolio Turnover", "0.248"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "19.93%"},
             {"OrderListHash", "9e4bfd2eb0b81ee5bc1b197a87ccedbe"}
         };
     }

Algorithm.CSharp/BasicTemplateAtreyuAlgorithm.cs

@@ -110,25 +110,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$0.60"},
             {"Estimated Strategy Capacity", "$150000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
-            {"Fitness Score", "0.062"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "71.634"},
-            {"Portfolio Turnover", "0.062"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "4.98%"},
             {"OrderListHash", "d549c64ee7f5e3866712b3c7dbd64caa"}
         };
     }

Algorithm.CSharp/BasicTemplateContinuousFutureAlgorithm.cs

@@ -152,25 +152,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$4.30"},
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "ES VMKLFZIH2MTD"},
-            {"Fitness Score", "0.006"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "-1.996"},
-            {"Portfolio Turnover", "0.01"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "0.92%"},
             {"OrderListHash", "1fd4b49e9450800981c6dead2bbca995"}
         };
     }

Algorithm.CSharp/BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs

@@ -157,25 +157,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$4.30"},
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "ES VMKLFZIH2MTD"},
-            {"Fitness Score", "0.006"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "-1.985"},
-            {"Portfolio Turnover", "0.01"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "0.92%"},
             {"OrderListHash", "adb237703e65b93da5961c0085109732"}
         };
     }

Algorithm.CSharp/BasicTemplateCryptoAlgorithm.cs

@@ -201,7 +201,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 12970;
+        public long DataPoints => 12965;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -235,25 +235,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$85.34"},
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "BTCEUR XJ"},
-            {"Fitness Score", "0.5"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "-43.943"},
-            {"Portfolio Turnover", "1.028"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "118.08%"},
             {"OrderListHash", "1bf1a6d9dd921982b72a6178f9e50e68"}
         };
     }

Algorithm.CSharp/BasicTemplateCryptoFutureAlgorithm.cs

@@ -264,28 +264,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Information Ratio", "0"},
             {"Tracking Error", "0"},
             {"Treynor Ratio", "0"},
-            {"Total Fees", "$1.63"},
+            {"Total Fees", "$0.65"},
             {"Estimated Strategy Capacity", "$630000000.00"},
             {"Lowest Capacity Asset", "ADAUSDT 18R"},
-            {"Fitness Score", "0.001"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "79228162514264337593543950335"},
-            {"Portfolio Turnover", "0.001"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "0.16%"},
             {"OrderListHash", "d4520985f69c915060f6bee3b7926cf5"}
         };
     }

Algorithm.CSharp/BasicTemplateCryptoFutureHourlyAlgorithm.cs

@@ -227,28 +227,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Information Ratio", "0"},
             {"Tracking Error", "0"},
             {"Treynor Ratio", "0"},
-            {"Total Fees", "$1.23"},
+            {"Total Fees", "$0.61"},
             {"Estimated Strategy Capacity", "$520000000.00"},
             {"Lowest Capacity Asset", "ADAUSDT 18R"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "-364.162"},
-            {"Portfolio Turnover", "0.001"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "0.12%"},
             {"OrderListHash", "17f99ecc3f35f94fff1ea5694c40d32c"}
         };
     }

Algorithm.CSharp/BasicTemplateDailyAlgorithm.cs

@@ -100,25 +100,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$3.45"},
             {"Estimated Strategy Capacity", "$970000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
-            {"Fitness Score", "0.112"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "53.951"},
-            {"Return Over Maximum Drawdown", "209.464"},
-            {"Portfolio Turnover", "0.112"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "10.09%"},
             {"OrderListHash", "33d01821923c397f999cfb2e5b5928ad"}
         };
     }

Algorithm.CSharp/BasicTemplateFrameworkAlgorithm.cs

@@ -121,25 +121,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$10.32"},
             {"Estimated Strategy Capacity", "$27000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
-            {"Fitness Score", "0.747"},
-            {"Kelly Criterion Estimate", "38.796"},
-            {"Kelly Criterion Probability Value", "0.228"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "85.095"},
-            {"Portfolio Turnover", "0.747"},
-            {"Total Insights Generated", "100"},
-            {"Total Insights Closed", "99"},
-            {"Total Insights Analysis Completed", "99"},
-            {"Long Insight Count", "100"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$135639.1761"},
-            {"Total Accumulated Estimated Alpha Value", "$21852.9784"},
-            {"Mean Population Estimated Insight Value", "$220.7372"},
-            {"Mean Population Direction", "53.5354%"},
-            {"Mean Population Magnitude", "53.5354%"},
-            {"Rolling Averaged Population Direction", "58.2788%"},
-            {"Rolling Averaged Population Magnitude", "58.2788%"},
+            {"Portfolio Turnover", "59.86%"},
             {"OrderListHash", "ad2216297c759d8e5aef48ff065f8919"}
         };
     }

Algorithm.CSharp/BasicTemplateFutureRolloverAlgorithm.cs

@@ -210,25 +210,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$4.30"},
             {"Estimated Strategy Capacity", "$5900000000.00"},
             {"Lowest Capacity Asset", "ES VMKLFZIH2MTD"},
-            {"Fitness Score", "0.002"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "1792.236"},
-            {"Portfolio Turnover", "0.002"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "0.27%"},
             {"OrderListHash", "40e4b91ec89383f6501d9ba324e50eb9"}
         };
     }  

Algorithm.CSharp/BasicTemplateFuturesAlgorithm.cs

@@ -185,25 +185,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$6237.00"},
             {"Estimated Strategy Capacity", "$14000.00"},
             {"Lowest Capacity Asset", "GC VOFJUCDY9XNH"},
-            {"Fitness Score", "0.001"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "-58.8"},
-            {"Return Over Maximum Drawdown", "-32.114"},
-            {"Portfolio Turnover", "98.477"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "9912.69%"},
             {"OrderListHash", "8f92e1528c6477a156449fd1e86527e7"}
         };
     }

Algorithm.CSharp/BasicTemplateFuturesDailyAlgorithm.cs

@@ -151,25 +151,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$263.30"},
             {"Estimated Strategy Capacity", "$1000.00"},
             {"Lowest Capacity Asset", "ES VRJST036ZY0X"},
-            {"Fitness Score", "0.01"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "-1.059"},
-            {"Return Over Maximum Drawdown", "-0.992"},
-            {"Portfolio Turnover", "0.031"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "3.15%"},
             {"OrderListHash", "b75b224669c374dcbacc33f946a1cc7c"}
         };
     }

Algorithm.CSharp/BasicTemplateFuturesFrameworkAlgorithm.cs

@@ -170,25 +170,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$4.62"},
             {"Estimated Strategy Capacity", "$17000000.00"},
             {"Lowest Capacity Asset", "GC VL5E74HP3EE5"},
-            {"Fitness Score", "0.006"},
-            {"Kelly Criterion Estimate", "-50.022"},
-            {"Kelly Criterion Probability Value", "0.711"},
-            {"Sortino Ratio", "-10.107"},
-            {"Return Over Maximum Drawdown", "-51.815"},
-            {"Portfolio Turnover", "0.54"},
-            {"Total Insights Generated", "5"},
-            {"Total Insights Closed", "4"},
-            {"Total Insights Analysis Completed", "4"},
-            {"Long Insight Count", "5"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$-4434.791"},
-            {"Total Accumulated Estimated Alpha Value", "$-720.6535"},
-            {"Mean Population Estimated Insight Value", "$-180.1634"},
-            {"Mean Population Direction", "25%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "25%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "43.23%"},
             {"OrderListHash", "323b899ae80aa839e320806411665ce7"}
         };
     }

Algorithm.CSharp/BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs

@@ -70,25 +70,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$4.62"},
             {"Estimated Strategy Capacity", "$52000000.00"},
             {"Lowest Capacity Asset", "GC VL5E74HP3EE5"},
-            {"Fitness Score", "0.009"},
-            {"Kelly Criterion Estimate", "-112.972"},
-            {"Kelly Criterion Probability Value", "0.671"},
-            {"Sortino Ratio", "-8.421"},
-            {"Return Over Maximum Drawdown", "-35.2"},
-            {"Portfolio Turnover", "0.548"},
-            {"Total Insights Generated", "6"},
-            {"Total Insights Closed", "5"},
-            {"Total Insights Analysis Completed", "5"},
-            {"Long Insight Count", "6"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$-96.12923"},
-            {"Total Accumulated Estimated Alpha Value", "$-15.621"},
-            {"Mean Population Estimated Insight Value", "$-3.1242"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "43.77%"},
             {"OrderListHash", "18ffd3a774c68da83d867e3b09e3e05d"}
         };
     }

Algorithm.CSharp/BasicTemplateFuturesHistoryAlgorithm.cs

@@ -174,25 +174,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", ""},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "79228162514264337593543950335"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "0%"},
             {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
         };
     }

Algorithm.CSharp/BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs

@@ -81,25 +81,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", ""},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "79228162514264337593543950335"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "0%"},
             {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
         };
     }

Algorithm.CSharp/BasicTemplateFuturesHourlyAlgorithm.cs

@@ -70,25 +70,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$1456.18"},
             {"Estimated Strategy Capacity", "$6000.00"},
             {"Lowest Capacity Asset", "ES VP274HSU1AF5"},
-            {"Fitness Score", "0.045"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "-4.328"},
-            {"Return Over Maximum Drawdown", "-0.995"},
-            {"Portfolio Turnover", "0.205"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "17.91%"},
             {"OrderListHash", "8842e0b890f721371ebf3c25328dee5b"}
         };
     }

Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketAlgorithm.cs

@@ -185,25 +185,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$19131.42"},
             {"Estimated Strategy Capacity", "$130000.00"},
             {"Lowest Capacity Asset", "GC VOFJUCDY9XNH"},
-            {"Fitness Score", "0.032"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "-9.217"},
-            {"Return Over Maximum Drawdown", "-7.692"},
-            {"Portfolio Turnover", "304.869"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "32523.20%"},
             {"OrderListHash", "85cdd035d7c7a3da178d1c2dff31f1bd"}
         };
     }

Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs

@@ -72,25 +72,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$338.96"},
             {"Estimated Strategy Capacity", "$1000.00"},
             {"Lowest Capacity Asset", "ES VRJST036ZY0X"},
-            {"Fitness Score", "0.013"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "-1.464"},
-            {"Return Over Maximum Drawdown", "-0.992"},
-            {"Portfolio Turnover", "0.04"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "4.07%"},
             {"OrderListHash", "48bfc4d255420cb589e00cf582554e0a"}
         };
     }

Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs

@@ -70,25 +70,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$4521.78"},
             {"Estimated Strategy Capacity", "$2000.00"},
             {"Lowest Capacity Asset", "ES VP274HSU1AF5"},
-            {"Fitness Score", "0.131"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "-6.211"},
-            {"Return Over Maximum Drawdown", "-0.995"},
-            {"Portfolio Turnover", "0.649"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "56.49%"},
             {"OrderListHash", "2402a307b20aee195b77b8478d7ca64d"}
         };
     }

Algorithm.CSharp/BasicTemplateHourlyAlgorithm.cs

@@ -109,25 +109,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$3.44"},
             {"Estimated Strategy Capacity", "$110000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
-            {"Fitness Score", "0.247"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "12.105"},
-            {"Return Over Maximum Drawdown", "112.047"},
-            {"Portfolio Turnover", "0.249"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "19.96%"},
             {"OrderListHash", "f409be3a7c63d9c1394c2e6c005a15ee"}
         };
     }

Algorithm.CSharp/BasicTemplateIndexAlgorithm.cs

@@ -112,7 +112,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public virtual long DataPoints => 16690;
+        public virtual long DataPoints => 16049;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -124,48 +124,30 @@ namespace QuantConnect.Algorithm.CSharp
         /// </summary>
         public virtual Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
         {
-            {"Total Trades", "4"},
+            {"Total Trades", "3"},
             {"Average Win", "0%"},
-            {"Average Loss", "-53.10%"},
-            {"Compounding Annual Return", "-92.544%"},
-            {"Drawdown", "10.100%"},
+            {"Average Loss", "-2.45%"},
+            {"Compounding Annual Return", "-62.036%"},
+            {"Drawdown", "9.300%"},
             {"Expectancy", "-1"},
-            {"Net Profit", "-9.915%"},
-            {"Sharpe Ratio", "-3.845"},
-            {"Probabilistic Sharpe Ratio", "0.053%"},
+            {"Net Profit", "-3.051%"},
+            {"Sharpe Ratio", "-4.466"},
+            {"Probabilistic Sharpe Ratio", "0.781%"},
             {"Loss Rate", "100%"},
             {"Win Rate", "0%"},
             {"Profit-Loss Ratio", "0"},
-            {"Alpha", "-0.558"},
-            {"Beta", "0.313"},
-            {"Annual Standard Deviation", "0.112"},
-            {"Annual Variance", "0.013"},
-            {"Information Ratio", "-6.652"},
-            {"Tracking Error", "0.125"},
-            {"Treynor Ratio", "-1.379"},
+            {"Alpha", "-0.172"},
+            {"Beta", "0.076"},
+            {"Annual Standard Deviation", "0.029"},
+            {"Annual Variance", "0.001"},
+            {"Information Ratio", "-6.723"},
+            {"Tracking Error", "0.099"},
+            {"Treynor Ratio", "-1.733"},
             {"Total Fees", "$0.00"},
-            {"Estimated Strategy Capacity", "$13000000.00"},
+            {"Estimated Strategy Capacity", "$9100000.00"},
             {"Lowest Capacity Asset", "SPX XL80P3GHDZXQ|SPX 31"},
-            {"Fitness Score", "0.039"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "-1.763"},
-            {"Return Over Maximum Drawdown", "-9.371"},
-            {"Portfolio Turnover", "0.278"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "3b71b146c15d234b4dc9e201838b551c"}
+            {"Portfolio Turnover", "24.90%"},
+            {"OrderListHash", "905811fc779835bf0c514963a20e40f9"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateIndexDailyAlgorithm.cs

@@ -1,6 +1,22 @@
+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ *
+*/
+
 using System;
-using System.Collections.Generic;
 using QuantConnect.Data;
+using System.Collections.Generic;
 
 namespace QuantConnect.Algorithm.CSharp
 {
@@ -12,8 +28,8 @@ namespace QuantConnect.Algorithm.CSharp
         protected override Resolution Resolution => Resolution.Daily;
         protected override int StartDay => 1;
 
-        // two complete weeks starting from the 5th plus the 18th bar
-        protected virtual int ExpectedBarCount => 2 * 5 + 1;
+        // two complete weeks starting from the 5th. The 18th bar is not included since it is a holiday
+        protected virtual int ExpectedBarCount => 2 * 5;
         protected int BarCounter = 0;
 
         /// <summary>
@@ -59,7 +75,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 122;
+        public override long DataPoints => 0;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -71,48 +87,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// </summary>
         public override Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
         {
-            {"Total Trades", "9"},
-            {"Average Win", "0%"},
-            {"Average Loss", "-39.42%"},
-            {"Compounding Annual Return", "394.321%"},
-            {"Drawdown", "0.200%"},
-            {"Expectancy", "-1"},
-            {"Net Profit", "8.219%"},
-            {"Sharpe Ratio", "6.812"},
-            {"Probabilistic Sharpe Ratio", "91.380%"},
-            {"Loss Rate", "100%"},
-            {"Win Rate", "0%"},
-            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "2.236"},
-            {"Beta", "-1.003"},
-            {"Annual Standard Deviation", "0.317"},
-            {"Annual Variance", "0.101"},
-            {"Information Ratio", "5.805"},
-            {"Tracking Error", "0.359"},
-            {"Treynor Ratio", "-2.153"},
-            {"Total Fees", "$0.00"},
-            {"Estimated Strategy Capacity", "$0"},
-            {"Lowest Capacity Asset", "SPX XL80P3GHDZXQ|SPX 31"},
-            {"Fitness Score", "0.027"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "1776.081"},
-            {"Portfolio Turnover", "0.027"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "0ee6860210d55051c38e494bd24bb6de"}
+            {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateIndexHourlyAlgorithm.cs

@@ -8,7 +8,7 @@ namespace QuantConnect.Algorithm.CSharp
     public class BasicTemplateIndexHourlyAlgorithm : BasicTemplateIndexDailyAlgorithm
     {
         protected override Resolution Resolution => Resolution.Hour;
-        protected override int ExpectedBarCount => base.ExpectedBarCount * 8;
+        protected override int ExpectedBarCount => base.ExpectedBarCount * 7;
 
         /// <summary>
         /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
@@ -23,7 +23,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 408;
+        public override long DataPoints => 391;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -35,48 +35,30 @@ namespace QuantConnect.Algorithm.CSharp
         /// </summary>
         public override Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
         {
-            {"Total Trades", "70"},
-            {"Average Win", "0%"},
-            {"Average Loss", "-0.23%"},
-            {"Compounding Annual Return", "-34.441%"},
-            {"Drawdown", "2.000%"},
-            {"Expectancy", "-1"},
-            {"Net Profit", "-2.028%"},
-            {"Sharpe Ratio", "-11.139"},
-            {"Probabilistic Sharpe Ratio", "0.000%"},
-            {"Loss Rate", "100%"},
-            {"Win Rate", "0%"},
-            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "-0.269"},
-            {"Beta", "0.086"},
-            {"Annual Standard Deviation", "0.023"},
-            {"Annual Variance", "0.001"},
-            {"Information Ratio", "-3.624"},
-            {"Tracking Error", "0.094"},
-            {"Treynor Ratio", "-3.042"},
+            {"Total Trades", "71"},
+            {"Average Win", "1.28%"},
+            {"Average Loss", "-0.06%"},
+            {"Compounding Annual Return", "-20.546%"},
+            {"Drawdown", "1.800%"},
+            {"Expectancy", "-0.402"},
+            {"Net Profit", "-0.922%"},
+            {"Sharpe Ratio", "-2.856"},
+            {"Probabilistic Sharpe Ratio", "22.230%"},
+            {"Loss Rate", "97%"},
+            {"Win Rate", "3%"},
+            {"Profit-Loss Ratio", "19.95"},
+            {"Alpha", "-0.155"},
+            {"Beta", "0.025"},
+            {"Annual Standard Deviation", "0.053"},
+            {"Annual Variance", "0.003"},
+            {"Information Ratio", "-2.07"},
+            {"Tracking Error", "0.121"},
+            {"Treynor Ratio", "-6.089"},
             {"Total Fees", "$0.00"},
-            {"Estimated Strategy Capacity", "$310000.00"},
+            {"Estimated Strategy Capacity", "$200000.00"},
             {"Lowest Capacity Asset", "SPX XL80P3GHDZXQ|SPX 31"},
-            {"Fitness Score", "0.002"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "-14.51"},
-            {"Return Over Maximum Drawdown", "-17.213"},
-            {"Portfolio Turnover", "0.299"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "0c74daf716d7782a7e89c7a0ea57856f"}
+            {"Portfolio Turnover", "24.63%"},
+            {"OrderListHash", "9e974939d13fd3255c6291a65d2c1eb9"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateIndexOptionsDailyAlgorithm.cs

@@ -14,10 +14,9 @@
  *
 */
 
-using System;
-using System.Collections.Generic;
 using System.Linq;
 using QuantConnect.Data;
+using System.Collections.Generic;
 
 namespace QuantConnect.Algorithm.CSharp
 {
@@ -68,7 +67,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 381;
+        public override long DataPoints => 0;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -80,48 +79,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// </summary>
         public override Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
         {
-            {"Total Trades", "9"},
-            {"Average Win", "0%"},
-            {"Average Loss", "-0.01%"},
-            {"Compounding Annual Return", "-0.091%"},
-            {"Drawdown", "0.000%"},
-            {"Expectancy", "-1"},
-            {"Net Profit", "-0.008%"},
-            {"Sharpe Ratio", "-4.033"},
-            {"Probabilistic Sharpe Ratio", "0.013%"},
-            {"Loss Rate", "100%"},
-            {"Win Rate", "0%"},
-            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "-0.001"},
-            {"Beta", "0"},
-            {"Annual Standard Deviation", "0"},
-            {"Annual Variance", "0"},
-            {"Information Ratio", "-0.447"},
-            {"Tracking Error", "0.136"},
-            {"Treynor Ratio", "-4.612"},
-            {"Total Fees", "$0.00"},
-            {"Estimated Strategy Capacity", "$0"},
-            {"Lowest Capacity Asset", "SPX XL80P59H5E6M|SPX 31"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "-50718.291"},
-            {"Return Over Maximum Drawdown", "-11.386"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "607d309c5fb52a8b88310720b4a867e1"}
+            {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateIndexOptionsHourlyAlgorithm.cs

@@ -38,7 +38,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 2212;
+        public override long DataPoints => 2143;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -50,48 +50,30 @@ namespace QuantConnect.Algorithm.CSharp
         /// </summary>
         public override Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
         {
-            {"Total Trades", "70"},
+            {"Total Trades", "72"},
             {"Average Win", "0.00%"},
             {"Average Loss", "0.00%"},
-            {"Compounding Annual Return", "0%"},
+            {"Compounding Annual Return", "-0.006%"},
             {"Drawdown", "0.000%"},
-            {"Expectancy", "0.000"},
-            {"Net Profit", "0%"},
-            {"Sharpe Ratio", "0"},
-            {"Probabilistic Sharpe Ratio", "36.504%"},
+            {"Expectancy", "-0.486"},
+            {"Net Profit", "0.000%"},
+            {"Sharpe Ratio", "-1.628"},
+            {"Probabilistic Sharpe Ratio", "17.439%"},
             {"Loss Rate", "97%"},
             {"Win Rate", "3%"},
-            {"Profit-Loss Ratio", "34.00"},
-            {"Alpha", "0"},
+            {"Profit-Loss Ratio", "17.50"},
+            {"Alpha", "-0"},
             {"Beta", "-0"},
             {"Annual Standard Deviation", "0"},
             {"Annual Variance", "0"},
             {"Information Ratio", "-0.449"},
             {"Tracking Error", "0.138"},
-            {"Treynor Ratio", "-0"},
+            {"Treynor Ratio", "1.87"},
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "SPX XL80P59H5E6M|SPX 31"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "0"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "cc19277c90eb3b1f1e09ee15dfa7029b"}
+            {"Portfolio Turnover", "0.00%"},
+            {"OrderListHash", "0df3713aeb32e9c0738200f2a109e2f9"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateIndiaAlgorithm.cs

@@ -119,25 +119,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "₹6.00"},
             {"Estimated Strategy Capacity", "₹61000000000.00"},
             {"Lowest Capacity Asset", "YESBANK UL"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "-0.247"},
-            {"Return Over Maximum Drawdown", "-1.104"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "₹0"},
-            {"Total Accumulated Estimated Alpha Value", "₹0"},
-            {"Mean Population Estimated Insight Value", "₹0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "0.00%"},
             {"OrderListHash", "6cc69218edd7bd461678b9ee0c575db5"}
         };
     }

Algorithm.CSharp/BasicTemplateIndiaIndexAlgorithm.cs

@@ -143,25 +143,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "₹36.00"},
             {"Estimated Strategy Capacity", "₹74000.00"},
             {"Lowest Capacity Asset", "JUNIORBEES UL"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "-29.6"},
-            {"Return Over Maximum Drawdown", "-123.624"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "₹0"},
-            {"Total Accumulated Estimated Alpha Value", "₹0"},
-            {"Mean Population Estimated Insight Value", "₹0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "0.04%"},
             {"OrderListHash", "4637f26543287548b28a3c296db055d3"}
         };
     }

Algorithm.CSharp/BasicTemplateOptionEquityStrategyAlgorithm.cs

@@ -102,7 +102,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 884208;
+        public long DataPoints => 475788;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -133,29 +133,11 @@ namespace QuantConnect.Algorithm.CSharp
             {"Information Ratio", "0"},
             {"Tracking Error", "0"},
             {"Treynor Ratio", "0"},
-            {"Total Fees", "$7.50"},
+            {"Total Fees", "$75.00"},
             {"Estimated Strategy Capacity", "$84000.00"},
             {"Lowest Capacity Asset", "GOOCV W78ZERHAOVVQ|GOOCV VP83T1ZUHROL"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "0"},
-            {"Return Over Maximum Drawdown", "0"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "92610619a10e30863020cc84aa30be3b"}
+            {"Portfolio Turnover", "61.34%"},
+            {"OrderListHash", "cee5cc2b0f80c308b496cac0b8668163"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateOptionStrategyAlgorithm.cs

@@ -112,7 +112,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 884616;
+        public long DataPoints => 476196;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -124,7 +124,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// </summary>
         public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
         {
-            {"Total Trades", "778"},
+            {"Total Trades", "418"},
             {"Average Win", "0%"},
             {"Average Loss", "0%"},
             {"Compounding Annual Return", "0%"},
@@ -143,29 +143,11 @@ namespace QuantConnect.Algorithm.CSharp
             {"Information Ratio", "0"},
             {"Tracking Error", "0"},
             {"Treynor Ratio", "0"},
-            {"Total Fees", "$778.00"},
-            {"Estimated Strategy Capacity", "$1000.00"},
+            {"Total Fees", "$418.00"},
+            {"Estimated Strategy Capacity", "$3000.00"},
             {"Lowest Capacity Asset", "GOOCV W78ZFMEBBB2E|GOOCV VP83T1ZUHROL"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "0"},
-            {"Return Over Maximum Drawdown", "0"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "c9e110f2122451dabefcfe24287cadcf"}
+            {"Portfolio Turnover", "338.56%"},
+            {"OrderListHash", "e0289a2989c91934656ff7e578f5e810"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateOptionsAlgorithm.cs

@@ -109,7 +109,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 884197;
+        public long DataPoints => 475777;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -143,26 +143,8 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$2.00"},
             {"Estimated Strategy Capacity", "$1300000.00"},
             {"Lowest Capacity Asset", "GOOCV 30AKMEIPOSS1Y|GOOCV VP83T1ZUHROL"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "0"},
-            {"Return Over Maximum Drawdown", "0"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "9d9f9248ee8fe30d87ff0a6f6fea5112"}
+            {"Portfolio Turnover", "10.71%"},
+            {"OrderListHash", "838e313ba57850227ec810ed8fb85a23"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateOptionsDailyAlgorithm.cs

@@ -156,25 +156,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$1.00"},
             {"Estimated Strategy Capacity", "$18000.00"},
             {"Lowest Capacity Asset", "GOOCV W78ZFMML01JA|GOOCV VP83T1ZUHROL"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "-1.496"},
-            {"Return Over Maximum Drawdown", "-11.673"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "0.05%"},
             {"OrderListHash", "0b52bbe98ade8e3aab943e64fcf4abfe"}
         };
     }

Algorithm.CSharp/BasicTemplateOptionsFilterUniverseAlgorithm.cs

@@ -100,7 +100,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 1722373;
+        public long DataPoints => 1322413;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -134,25 +134,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$1.00"},
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "GOOCV VP83T1ZUHROL"},
-            {"Fitness Score", "0.188"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "-73.268"},
-            {"Portfolio Turnover", "0.376"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "15.08%"},
             {"OrderListHash", "0f8537495f5744c02191656d6b3f9205"}
         };
     }

Algorithm.CSharp/BasicTemplateOptionsFrameworkAlgorithm.cs

@@ -173,25 +173,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$3.00"},
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "AAPL R735QTJ8XC9X"},
-            {"Fitness Score", "0.168"},
-            {"Kelly Criterion Estimate", "0.327"},
-            {"Kelly Criterion Probability Value", "1"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "0"},
-            {"Portfolio Turnover", "0.224"},
-            {"Total Insights Generated", "28"},
-            {"Total Insights Closed", "24"},
-            {"Total Insights Analysis Completed", "24"},
-            {"Long Insight Count", "28"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$13.64796"},
-            {"Total Accumulated Estimated Alpha Value", "$1.89555"},
-            {"Mean Population Estimated Insight Value", "$0.07898125"},
-            {"Mean Population Direction", "50%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "50.0482%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "13.46%"},
             {"OrderListHash", "83c9fb13ee32284702779eff8d11c608"}
         };
     }

Algorithm.CSharp/BasicTemplateOptionsHourlyAlgorithm.cs

@@ -143,25 +143,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$4.00"},
             {"Estimated Strategy Capacity", "$1000.00"},
             {"Lowest Capacity Asset", "AAPL 2ZTXYMUAHCIAU|AAPL R735QTJ8XC9X"},
-            {"Fitness Score", "0.04"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "-118.28"},
-            {"Portfolio Turnover", "0.081"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "2.28%"},
             {"OrderListHash", "81e8a822d43de2165c1d3f52964ec312"}
         };
     }

Algorithm.CSharp/BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs

@@ -105,7 +105,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public virtual long DataPoints => 65830;
+        public virtual long DataPoints => 65536;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -119,46 +119,28 @@ namespace QuantConnect.Algorithm.CSharp
         {
             {"Total Trades", "5"},
             {"Average Win", "0%"},
-            {"Average Loss", "-0.75%"},
-            {"Compounding Annual Return", "44.538%"},
-            {"Drawdown", "0.500%"},
+            {"Average Loss", "-0.69%"},
+            {"Compounding Annual Return", "58.005%"},
+            {"Drawdown", "0.400%"},
             {"Expectancy", "-1"},
-            {"Net Profit", "0.474%"},
-            {"Sharpe Ratio", "-12.503"},
-            {"Probabilistic Sharpe Ratio", "0%"},
+            {"Net Profit", "0.588%"},
+            {"Sharpe Ratio", "1.448"},
+            {"Probabilistic Sharpe Ratio", "51.980%"},
             {"Loss Rate", "100%"},
             {"Win Rate", "0%"},
             {"Profit-Loss Ratio", "0"},
-            {"Alpha", "0.846"},
-            {"Beta", "-0.141"},
-            {"Annual Standard Deviation", "0.013"},
+            {"Alpha", "0.288"},
+            {"Beta", "-0.04"},
+            {"Annual Standard Deviation", "0.004"},
             {"Annual Variance", "0"},
-            {"Information Ratio", "-91.834"},
-            {"Tracking Error", "0.08"},
-            {"Treynor Ratio", "1.143"},
+            {"Information Ratio", "-98.963"},
+            {"Tracking Error", "0.072"},
+            {"Treynor Ratio", "-0.149"},
             {"Total Fees", "$0.00"},
-            {"Estimated Strategy Capacity", "$7500000.00"},
+            {"Estimated Strategy Capacity", "$8400000.00"},
             {"Lowest Capacity Asset", "SPXW 31K54PVWHUJHQ|SPX 31"},
-            {"Fitness Score", "0.006"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "48.874"},
-            {"Return Over Maximum Drawdown", "332.561"},
-            {"Portfolio Turnover", "0.006"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "846032599f3c31838f5fe6c63ec12d3c"}
+            {"Portfolio Turnover", "0.48%"},
+            {"OrderListHash", "174bd0a99916d58ca3f12139306940db"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs

@@ -109,7 +109,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public virtual long DataPoints => 35611;
+        public virtual long DataPoints => 35451;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -122,47 +122,29 @@ namespace QuantConnect.Algorithm.CSharp
         public virtual Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
         {
             {"Total Trades", "4"},
-            {"Average Win", "0.46%"},
+            {"Average Win", "0.12%"},
             {"Average Loss", "0.00%"},
-            {"Compounding Annual Return", "42.201%"},
+            {"Compounding Annual Return", "8.975%"},
             {"Drawdown", "0.100%"},
-            {"Expectancy", "115.281"},
-            {"Net Profit", "0.452%"},
-            {"Sharpe Ratio", "7.967"},
-            {"Probabilistic Sharpe Ratio", "95.977%"},
+            {"Expectancy", "62.078"},
+            {"Net Profit", "0.110%"},
+            {"Sharpe Ratio", "-7.925"},
+            {"Probabilistic Sharpe Ratio", "1.216%"},
             {"Loss Rate", "50%"},
             {"Win Rate", "50%"},
-            {"Profit-Loss Ratio", "231.56"},
-            {"Alpha", "0.029"},
-            {"Beta", "-0.003"},
-            {"Annual Standard Deviation", "0.001"},
+            {"Profit-Loss Ratio", "125.16"},
+            {"Alpha", "-0.012"},
+            {"Beta", "0.001"},
+            {"Annual Standard Deviation", "0"},
             {"Annual Variance", "0"},
-            {"Information Ratio", "-102.62"},
-            {"Tracking Error", "0.07"},
-            {"Treynor Ratio", "-2.462"},
+            {"Information Ratio", "-103.223"},
+            {"Tracking Error", "0.069"},
+            {"Treynor Ratio", "-2.449"},
             {"Total Fees", "$0.00"},
-            {"Estimated Strategy Capacity", "$4100000.00"},
+            {"Estimated Strategy Capacity", "$1800000.00"},
             {"Lowest Capacity Asset", "SPXW XKX6S2GM9PGU|SPX 31"},
-            {"Fitness Score", "0.001"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "79228162514264337593543950335"},
-            {"Portfolio Turnover", "0.001"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "4b25b40cc766201845f66b3b613d1444"}
+            {"Portfolio Turnover", "0.03%"},
+            {"OrderListHash", "38db27781e4df93687d0895df9796c7d"}
         };
     }
 }

Algorithm.CSharp/BinanceCashAccountFeeRegressionAlgorithm.cs

@@ -75,25 +75,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "₮45.62"},
             {"Estimated Strategy Capacity", "₮220000.00"},
             {"Lowest Capacity Asset", "BTCUSDT 18N"},
-            {"Fitness Score", "0.208"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "26.189"},
-            {"Portfolio Turnover", "0.208"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "₮0"},
-            {"Total Accumulated Estimated Alpha Value", "₮0"},
-            {"Mean Population Estimated Insight Value", "₮0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "22.80%"},
             {"OrderListHash", "7417649395922ff3791471b4f3b5c021"}
         };
     }

Algorithm.CSharp/BinanceMarginAccountFeeRegressionAlgorithm.cs

@@ -75,25 +75,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "₮45.62"},
             {"Estimated Strategy Capacity", "₮12000000.00"},
             {"Lowest Capacity Asset", "BTCUSDT 18N"},
-            {"Fitness Score", "0.208"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "26.189"},
-            {"Portfolio Turnover", "0.208"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "₮0"},
-            {"Total Accumulated Estimated Alpha Value", "₮0"},
-            {"Mean Population Estimated Insight Value", "₮0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "22.80%"},
             {"OrderListHash", "7417649395922ff3791471b4f3b5c021"}
         };
     }

Algorithm.CSharp/BitfinexCashAccountFeeRegressionAlgorithm.cs

@@ -74,25 +74,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$1.13"},
             {"Estimated Strategy Capacity", "$2000.00"},
             {"Lowest Capacity Asset", "BTCUSD E3"},
-            {"Fitness Score", "0.002"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "79228162514264337593543950335"},
-            {"Portfolio Turnover", "0.002"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "0.28%"},
             {"OrderListHash", "7f892f0c42d8826ff770ee602fe207a2"}
         };
     }

Algorithm.CSharp/BitfinexMarginAccountFeeRegressionAlgorithm.cs

@@ -74,25 +74,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$1.13"},
             {"Estimated Strategy Capacity", "$640000.00"},
             {"Lowest Capacity Asset", "BTCUSD E3"},
-            {"Fitness Score", "0.002"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "79228162514264337593543950335"},
-            {"Portfolio Turnover", "0.002"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "0.28%"},
             {"OrderListHash", "7f892f0c42d8826ff770ee602fe207a2"}
         };
     }

Algorithm.CSharp/BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs

@@ -110,25 +110,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$46.20"},
             {"Estimated Strategy Capacity", "$2300000.00"},
             {"Lowest Capacity Asset", "AIG R735QTJ8XC9X"},
-            {"Fitness Score", "0.645"},
-            {"Kelly Criterion Estimate", "13.787"},
-            {"Kelly Criterion Probability Value", "0.231"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "65.642"},
-            {"Portfolio Turnover", "0.645"},
-            {"Total Insights Generated", "13"},
-            {"Total Insights Closed", "10"},
-            {"Total Insights Analysis Completed", "10"},
-            {"Long Insight Count", "6"},
-            {"Short Insight Count", "7"},
-            {"Long/Short Ratio", "85.71%"},
-            {"Estimated Monthly Alpha Value", "$52003.0716"},
-            {"Total Accumulated Estimated Alpha Value", "$8956.0846"},
-            {"Mean Population Estimated Insight Value", "$895.6085"},
-            {"Mean Population Direction", "70%"},
-            {"Mean Population Magnitude", "70%"},
-            {"Rolling Averaged Population Direction", "94.5154%"},
-            {"Rolling Averaged Population Magnitude", "94.5154%"},
+            {"Portfolio Turnover", "64.52%"},
             {"OrderListHash", "0945ff7a39bb8f8a07b3dcc817c070aa"}
         };
     }

Algorithm.CSharp/CallingRFromCSharp.cs

@@ -1,70 +0,0 @@
-/*
-  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
-  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
-  *
-  * Licensed under the Apache License, Version 2.0 (the "License");
-  * you may not use this file except in compliance with the License.
-  * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
-  *
-  * Unless required by applicable law or agreed to in writing, software
-  * distributed under the License is distributed on an "AS IS" BASIS,
-  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-  * See the License for the specific language governing permissions and
-  * limitations under the License.
- */
-
- using QuantConnect.Data;
- using RDotNet;
- using System.Linq;
-
- namespace QuantConnect.Algorithm.CSharp
- {
-    /// <summary>
-    /// Demonstration of the R-integration for calling external statistics operations in QuantConnect.
-    /// </summary>
-    /// <meta name="tag" content="using r" />
-    /// <meta name="tag" content="statistics libraries" />
-    public class CallingRFromCSharp : QCAlgorithm
-     {
-         private Symbol _spy = QuantConnect.Symbol.Create("SPY", SecurityType.Equity, Market.USA);
-
-         /// <summary>
-         /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
-         /// </summary>
-         public override void Initialize()
-         {
-             SetStartDate(2013, 10, 07);  //Set Start Date
-             SetEndDate(2013, 10, 11);    //Set End Date
-             SetCash(100000);             //Set Strategy Cash
-             // Find more symbols here: http://quantconnect.com/data
-             AddEquity("SPY", Resolution.Second);
-
-             var engine = REngine.GetInstance();
-             engine.Evaluate("print('This is from R command.')");
-             // .NET Framework array to R vector.
-             var group1 = engine.CreateNumericVector(new double[] { 30.02, 29.99, 30.11, 29.97, 30.01, 29.99 });
-             engine.SetSymbol("group1", group1);
-             // Direct parsing from R script.
-             var group2 = engine.Evaluate("group2 <- c(29.89, 29.93, 29.72, 29.98, 30.02, 29.98)").AsNumeric();
-             // Test difference of mean and get the P-value.
-             var testResult = engine.Evaluate("t.test(group1, group2)").AsList();
-             var p = testResult["p.value"].AsNumeric().First();
-             // you should always dispose of the REngine properly.
-             // After disposing of the engine, you cannot reinitialize nor reuse it
-             engine.Dispose();
-
-         }
-
-         /// <summary>
-         /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
-         /// </summary>
-         /// <param name="data">Slice object keyed by symbol containing the stock data</param>
-         public override void OnData(Slice data)
-         {
-             if (!Portfolio.Invested)
-             {
-                 SetHoldings(_spy, 1);
-             }
-         }
-     }
- }

Algorithm.CSharp/CancelOpenOrdersRegressionAlgorithm.cs

@@ -159,25 +159,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$370000.00"},
             {"Lowest Capacity Asset", "ETHUSD XJ"},
-            {"Fitness Score", "0.501"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "-30.158"},
-            {"Portfolio Turnover", "1.033"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "104.59%"},
             {"OrderListHash", "aea2e321d17414c1f3c6fa2491f10c88"}
         };
     }

Algorithm.CSharp/CfdTimeZonesRegressionAlgorithm.cs

@@ -107,25 +107,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "€0.00"},
             {"Estimated Strategy Capacity", "€670000.00"},
             {"Lowest Capacity Asset", "DE30EUR 8I"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "-101.587"},
-            {"Return Over Maximum Drawdown", "-110.633"},
-            {"Portfolio Turnover", "9.513"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "€0"},
-            {"Total Accumulated Estimated Alpha Value", "€0"},
-            {"Mean Population Estimated Insight Value", "€0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "1062.25%"},
             {"OrderListHash", "64c098abe3c1e7206424b0c3825b0069"}
         };
     }

Algorithm.CSharp/ClassicRenkoConsolidatorAlgorithm.cs

@@ -148,25 +148,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$129.35"},
             {"Estimated Strategy Capacity", "$1000000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
-            {"Fitness Score", "0.062"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "1.023"},
-            {"Return Over Maximum Drawdown", "1.142"},
-            {"Portfolio Turnover", "0.094"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "7.91%"},
             {"OrderListHash", "b2286d2421294408c3a390e614f40ef9"}
         };
     }

Algorithm.CSharp/CoarseFineFundamentalRegressionAlgorithm.cs

@@ -193,25 +193,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$2.00"},
             {"Estimated Strategy Capacity", "$49000000.00"},
             {"Lowest Capacity Asset", "IBM R735QTJ8XC9X"},
-            {"Fitness Score", "0.076"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "27.328"},
-            {"Return Over Maximum Drawdown", "24.002"},
-            {"Portfolio Turnover", "0.076"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "6.64%"},
             {"OrderListHash", "159887a90516df8ba8e8d35b9c30b227"}
         };
     }

Algorithm.CSharp/CoarseFineOptionUniverseChainRegressionAlgorithm.cs

@@ -154,25 +154,6 @@ namespace QuantConnect.Algorithm.CSharp
         /// </summary>
         public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
         {
-            {"Fitness Score", "0.12"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "79228162514264337593543950335"},
-            {"Portfolio Turnover", "0.12"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
             {"OrderListHash", "2a6319d0d474f976e653dd1ebc42caac"}
         };
     }

Algorithm.CSharp/CoarseFundamentalTop3Algorithm.cs

@@ -148,25 +148,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$27.94"},
             {"Estimated Strategy Capacity", "$200000000.00"},
             {"Lowest Capacity Asset", "AAPL R735QTJ8XC9X"},
-            {"Fitness Score", "0.28"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "3"},
-            {"Return Over Maximum Drawdown", "9.559"},
-            {"Portfolio Turnover", "0.308"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "26.69%"},
             {"OrderListHash", "de456413f89396bd6f920686219ed0a5"}
         };
     }

Algorithm.CSharp/CoarseNoLookAheadBiasAlgorithm.cs

@@ -126,25 +126,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", ""},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "79228162514264337593543950335"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "0%"},
             {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
         };
     }

Algorithm.CSharp/CoarseSelectionTimeRegressionAlgorithm.cs

@@ -132,25 +132,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$3.08"},
             {"Estimated Strategy Capacity", "$720000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
-            {"Fitness Score", "0.141"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "10.385"},
-            {"Return Over Maximum Drawdown", "58.709"},
-            {"Portfolio Turnover", "0.143"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "12.54%"},
             {"OrderListHash", "50145c3c1d58b09f38ec1b77cfe69eae"}
         };
     }

Algorithm.CSharp/ComboLegLimitOrderAlgorithm.cs

@@ -53,7 +53,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 884208;
+        public override long DataPoints => 475788;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -84,29 +84,11 @@ namespace QuantConnect.Algorithm.CSharp
             {"Information Ratio", "0"},
             {"Tracking Error", "0"},
             {"Treynor Ratio", "0"},
-            {"Total Fees", "$7.50"},
+            {"Total Fees", "$75.00"},
             {"Estimated Strategy Capacity", "$8000.00"},
             {"Lowest Capacity Asset", "GOOCV W78ZERHAOVVQ|GOOCV VP83T1ZUHROL"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "0"},
-            {"Return Over Maximum Drawdown", "0"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "c0f4b5d5c796e17949f7ec42c6569ce4"}
+            {"Portfolio Turnover", "698.54%"},
+            {"OrderListHash", "2b64aec759a089d23ccf9722d6b87ccd"}
         };
     }
 }

Algorithm.CSharp/ComboLimitOrderAlgorithm.cs

@@ -120,7 +120,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 884208;
+        public override long DataPoints => 475788;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -151,29 +151,11 @@ namespace QuantConnect.Algorithm.CSharp
             {"Information Ratio", "0"},
             {"Tracking Error", "0"},
             {"Treynor Ratio", "0"},
-            {"Total Fees", "$17.50"},
+            {"Total Fees", "$85.00"},
             {"Estimated Strategy Capacity", "$5000.00"},
             {"Lowest Capacity Asset", "GOOCV W78ZERHAOVVQ|GOOCV VP83T1ZUHROL"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "0"},
-            {"Return Over Maximum Drawdown", "0"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "17a5427a539f2b02a626fda15d6eb13f"}
+            {"Portfolio Turnover", "1893.90%"},
+            {"OrderListHash", "186986b27fac082600a064a8a59df604"}
         };
     }
 }

Algorithm.CSharp/ComboMarketOrderAlgorithm.cs

@@ -42,7 +42,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 884208;
+        public override long DataPoints => 475788;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -73,29 +73,11 @@ namespace QuantConnect.Algorithm.CSharp
             {"Information Ratio", "0"},
             {"Tracking Error", "0"},
             {"Treynor Ratio", "0"},
-            {"Total Fees", "$7.50"},
+            {"Total Fees", "$75.00"},
             {"Estimated Strategy Capacity", "$9000.00"},
             {"Lowest Capacity Asset", "GOOCV W78ZERHAOVVQ|GOOCV VP83T1ZUHROL"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "0"},
-            {"Return Over Maximum Drawdown", "0"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "47f02f5139c4c4def9b26e8f5433fdcc"}
+            {"Portfolio Turnover", "753.60%"},
+            {"OrderListHash", "cf49ecb1e9787688df1d9920a75b83b7"}
         };
     }
 }

Algorithm.CSharp/ComboOrderAlgorithm.cs

@@ -120,7 +120,9 @@ namespace QuantConnect.Algorithm.CSharp
 
             if (FillOrderEvents.Zip(OrderLegs).Any(x => x.First.FillQuantity != x.Second.Quantity * ComboOrderQuantity))
             {
-                throw new Exception("Fill quantity does not match expected quantity for at least one order leg");
+                throw new Exception("Fill quantity does not match expected quantity for at least one order leg." +
+                    $"Expected: {string.Join(", ", OrderLegs.Select(x => x.Quantity * ComboOrderQuantity))}. " +
+                    $"Actual: {string.Join(", ", FillOrderEvents.Select(x => x.FillQuantity))}");
             }
         }
 

Algorithm.CSharp/ComboOrderTicketDemoAlgorithm.cs

@@ -128,7 +128,7 @@ namespace QuantConnect.Algorithm.CSharp
 
                 var currentPrice = _orderLegs.Sum(leg => leg.Quantity * Securities[leg.Symbol].Close);
 
-                var tickets = ComboLimitOrder(_orderLegs, 2, currentPrice - 2m);
+                var tickets = ComboLimitOrder(_orderLegs, 2, currentPrice + 1.5m);
                 _openLimitOrders.AddRange(tickets);
 
                 // These won't fill, we will test cancel with this
@@ -243,7 +243,8 @@ namespace QuantConnect.Algorithm.CSharp
             }
             if (orderEvent.Quantity != order.Quantity)
             {
-                throw new Exception("OrderEvent quantity should hold the current order Quantity");
+                throw new Exception($@"OrderEvent quantity should hold the current order Quantity. Got {orderEvent.Quantity
+                    }, expected {order.Quantity}");
             }
             if (order is ComboLegLimitOrder && orderEvent.LimitPrice == 0)
             {
@@ -286,17 +287,31 @@ namespace QuantConnect.Algorithm.CSharp
             var openOrderTickets = Transactions.GetOpenOrderTickets().ToList();
             var remainingOpenOrders = Transactions.GetOpenOrdersRemainingQuantity();
 
-            // We expect 3 of the limit orders to be canceled
+            // 6 market, 6 limit, 6 leg limit.
+            // Out of the 6 limit orders, 3 are expected to be canceled.
             var expectedOrdersCount = 18;
             var expectedFillsCount = 15;
             if (filledOrders.Count != expectedFillsCount || orderTickets.Count != expectedOrdersCount)
             {
                 throw new Exception($"There were expected {expectedFillsCount} filled orders and {expectedOrdersCount} order tickets, but there were {filledOrders.Count} filled orders and {orderTickets.Count} order tickets");
             }
+
+            var filledComboMarketOrders = filledOrders.Where(x => x.Type == OrderType.ComboMarket).ToList();
+            var filledComboLimitOrders = filledOrders.Where(x => x.Type == OrderType.ComboLimit).ToList();
+            var filledComboLegLimitOrders = filledOrders.Where(x => x.Type == OrderType.ComboLegLimit).ToList();
+            if (filledComboMarketOrders.Count != 6 || filledComboLimitOrders.Count != 3 || filledComboLegLimitOrders.Count != 6)
+            {
+                throw new Exception(
+                    "There were expected 6 filled market orders, 3 filled combo limit orders and 6 filled combo leg limit orders, " +
+                    $@"but there were {filledComboMarketOrders.Count} filled market orders, {filledComboLimitOrders.Count
+                    } filled combo limit orders and {filledComboLegLimitOrders.Count} filled combo leg limit orders");
+            }
+
             if (openOrders.Count != 0 || openOrderTickets.Count != 0)
             {
                 throw new Exception($"No open orders or tickets were expected");
             }
+
             if (remainingOpenOrders != 0m)
             {
                 throw new Exception($"No remaining quantity to be filled from open orders was expected");
@@ -316,7 +331,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 884208;
+        public long DataPoints => 475788;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -348,28 +363,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Tracking Error", "0"},
             {"Treynor Ratio", "0"},
             {"Total Fees", "$15.00"},
-            {"Estimated Strategy Capacity", "$8000.00"},
+            {"Estimated Strategy Capacity", "$4000.00"},
             {"Lowest Capacity Asset", "GOOCV W78ZERHAOVVQ|GOOCV VP83T1ZUHROL"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "0"},
-            {"Return Over Maximum Drawdown", "0"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "06328fbd9bbb25d9ec80b9151a7ceb7b"}
+            {"Portfolio Turnover", "58.97%"},
+            {"OrderListHash", "19f6e25bdd15d3b0d0126e0019613eae"}
         };
     }
 }

Algorithm.CSharp/CompleteOrderTagUpdateAlgorithm.cs

@@ -0,0 +1,198 @@
+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+using QuantConnect.Data;
+using QuantConnect.Interfaces;
+using QuantConnect.Orders;
+
+namespace QuantConnect.Algorithm.CSharp
+{
+    /// <summary>
+    /// Algorithm asserting that closed orders can be updated with a new tag
+    /// </summary>
+    public class CompleteOrderTagUpdateAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
+    {
+        private static string TagAfterFill = "This is the tag set after order was filled.";
+        private static string TagAfterCanceled = "This is the tag set after order was canceled.";
+
+        private OrderTicket _marketOrderTicket;
+        private OrderTicket _limitOrderTicket;
+
+        private int _quantity = 100;
+
+        private Symbol _spy;
+
+        public override void Initialize()
+        {
+            SetStartDate(2013, 10, 07);
+            SetEndDate(2013, 10, 11);
+            SetCash(100000);
+
+            _spy = AddEquity("SPY", Resolution.Minute).Symbol;
+        }
+
+        public override void OnData(Slice data)
+        {
+            if (!Portfolio.Invested)
+            {
+                // a limit order to test the tag update after order was canceled
+                if (_limitOrderTicket == null)
+                {
+                    // low price, we don't want it to fill since we are canceling it
+                    _limitOrderTicket = LimitOrder(_spy, 100, Securities[_spy].Price * 0.1m);
+                    _limitOrderTicket.Cancel();
+                }
+                // a market order to test the tag update after order was filled
+                else
+                {
+                    Buy(_spy, _quantity);
+                }
+            }
+        }
+
+        public override void OnOrderEvent(OrderEvent orderEvent)
+        {
+            if (orderEvent.Status == OrderStatus.Canceled)
+            {
+                if (orderEvent.OrderId != _limitOrderTicket.OrderId)
+                {
+                    throw new Exception("The only canceled order should have been the limit order.");
+                }
+
+                // update canceled order tag
+                UpdateOrderTag(_limitOrderTicket, TagAfterCanceled, "Error updating order tag after canceled");
+            }
+            else if (orderEvent.Status == OrderStatus.Filled)
+            {
+                _marketOrderTicket = Transactions.GetOrderTickets(x => x.OrderType == OrderType.Market).Single();
+                if (orderEvent.OrderId != _marketOrderTicket.OrderId)
+                {
+                    throw new Exception("The only filled order should have been the market order.");
+                }
+
+                // try to update a field other than the tag
+                var updateFields = new UpdateOrderFields();
+                updateFields.Quantity = 50;
+                var response = _marketOrderTicket.Update(updateFields);
+                if (response.IsSuccess)
+                {
+                    throw new Exception("The market order quantity should not have been updated.");
+                }
+
+                // update filled order tag
+                UpdateOrderTag(_marketOrderTicket, TagAfterFill, "Error updating order tag after fill");
+            }
+        }
+
+        public override void OnEndOfAlgorithm()
+        {
+            // check the filled order
+            AssertOrderTagUpdate(_marketOrderTicket, TagAfterFill, "filled");
+            if (_marketOrderTicket.Quantity != _quantity || _marketOrderTicket.QuantityFilled != _quantity)
+            {
+                throw new Exception("The market order quantity should not have been updated.");
+            }
+
+            // check the canceled order
+            AssertOrderTagUpdate(_limitOrderTicket, TagAfterCanceled, "canceled");
+        }
+
+        private void AssertOrderTagUpdate(OrderTicket ticket, string expectedTag, string orderAction)
+        {
+            if (ticket == null)
+            {
+                throw new Exception($"The order ticket was not set for the {orderAction} order");
+            }
+
+            if (ticket.Tag != expectedTag)
+            {
+                throw new Exception($"Order ticket tag was not updated after order was {orderAction}");
+            }
+
+            var order = Transactions.GetOrderById(ticket.OrderId);
+            if (order.Tag != expectedTag)
+            {
+                throw new Exception($"Order tag was not updated after order was {orderAction}");
+            }
+        }
+
+        private static void UpdateOrderTag(OrderTicket ticket, string tag, string errorMessagePrefix)
+        {
+            var updateFields = new UpdateOrderFields();
+            updateFields.Tag = tag;
+            var response = ticket.Update(updateFields);
+
+            if (response.IsError)
+            {
+                throw new Exception($"{errorMessagePrefix}: {response.ErrorMessage}");
+            }
+        }
+
+        /// <summary>
+        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
+        /// </summary>
+        public bool CanRunLocally { get; } = true;
+
+        /// <summary>
+        /// This is used by the regression test system to indicate which languages this algorithm is written in.
+        /// </summary>
+        public Language[] Languages { get; } = { Language.CSharp, Language.Python };
+
+        /// <summary>
+        /// Data Points count of all timeslices of algorithm
+        /// </summary>
+        public long DataPoints => 3943;
+
+        /// <summary>
+        /// Data Points count of the algorithm history
+        /// </summary>
+        public int AlgorithmHistoryDataPoints => 0;
+
+        /// <summary>
+        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
+        /// </summary>
+        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
+        {
+            {"Total Trades", "1"},
+            {"Average Win", "0%"},
+            {"Average Loss", "0%"},
+            {"Compounding Annual Return", "21.706%"},
+            {"Drawdown", "0.300%"},
+            {"Expectancy", "0"},
+            {"Net Profit", "0.251%"},
+            {"Sharpe Ratio", "5.312"},
+            {"Probabilistic Sharpe Ratio", "67.483%"},
+            {"Loss Rate", "0%"},
+            {"Win Rate", "0%"},
+            {"Profit-Loss Ratio", "0"},
+            {"Alpha", "-0.115"},
+            {"Beta", "0.144"},
+            {"Annual Standard Deviation", "0.032"},
+            {"Annual Variance", "0.001"},
+            {"Information Ratio", "-9.515"},
+            {"Tracking Error", "0.191"},
+            {"Treynor Ratio", "1.182"},
+            {"Total Fees", "$1.00"},
+            {"Estimated Strategy Capacity", "$210000000.00"},
+            {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
+            {"Portfolio Turnover", "2.89%"},
+            {"OrderListHash", "cbf413671bbd919d0113b4f2a6a9608f"}
+        };
+    }
+}

Algorithm.CSharp/CompositeAlphaModelFrameworkAlgorithm.cs

@@ -103,25 +103,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$31.70"},
             {"Estimated Strategy Capacity", "$5900000.00"},
             {"Lowest Capacity Asset", "AIG R735QTJ8XC9X"},
-            {"Fitness Score", "0.501"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "13.543"},
-            {"Return Over Maximum Drawdown", "75.664"},
-            {"Portfolio Turnover", "0.505"},
-            {"Total Insights Generated", "6"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "5"},
-            {"Short Insight Count", "1"},
-            {"Long/Short Ratio", "500%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "40.55%"},
             {"OrderListHash", "f25344c69f9b9476ae5a834616a65c82"}
         };
     }

Algorithm.CSharp/CompositeRiskManagementModelFrameworkAlgorithm.cs

@@ -76,47 +76,29 @@ namespace QuantConnect.Algorithm.CSharp
         public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
         {
             {"Total Trades", "7"},
-            {"Average Win", "1.01%"},
+            {"Average Win", "1.05%"},
             {"Average Loss", "-1.01%"},
-            {"Compounding Annual Return", "210.936%"},
+            {"Compounding Annual Return", "227.385%"},
             {"Drawdown", "2.200%"},
-            {"Expectancy", "0.339"},
-            {"Net Profit", "1.461%"},
-            {"Sharpe Ratio", "7.289"},
-            {"Probabilistic Sharpe Ratio", "65.077%"},
+            {"Expectancy", "0.361"},
+            {"Net Profit", "1.528%"},
+            {"Sharpe Ratio", "7.606"},
+            {"Probabilistic Sharpe Ratio", "65.639%"},
             {"Loss Rate", "33%"},
             {"Win Rate", "67%"},
-            {"Profit-Loss Ratio", "1.01"},
-            {"Alpha", "-0.349"},
-            {"Beta", "0.968"},
-            {"Annual Standard Deviation", "0.216"},
-            {"Annual Variance", "0.046"},
-            {"Information Ratio", "-47.59"},
-            {"Tracking Error", "0.009"},
-            {"Treynor Ratio", "1.623"},
-            {"Total Fees", "$24.07"},
+            {"Profit-Loss Ratio", "1.04"},
+            {"Alpha", "-0.288"},
+            {"Beta", "0.994"},
+            {"Annual Standard Deviation", "0.221"},
+            {"Annual Variance", "0.049"},
+            {"Information Ratio", "-46.455"},
+            {"Tracking Error", "0.006"},
+            {"Treynor Ratio", "1.693"},
+            {"Total Fees", "$24.08"},
             {"Estimated Strategy Capacity", "$23000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
-            {"Fitness Score", "0.999"},
-            {"Kelly Criterion Estimate", "38.796"},
-            {"Kelly Criterion Probability Value", "0.228"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "69.017"},
-            {"Portfolio Turnover", "1.242"},
-            {"Total Insights Generated", "100"},
-            {"Total Insights Closed", "99"},
-            {"Total Insights Analysis Completed", "99"},
-            {"Long Insight Count", "100"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$135639.1761"},
-            {"Total Accumulated Estimated Alpha Value", "$21852.9784"},
-            {"Mean Population Estimated Insight Value", "$220.7372"},
-            {"Mean Population Direction", "53.5354%"},
-            {"Mean Population Magnitude", "53.5354%"},
-            {"Rolling Averaged Population Direction", "58.2788%"},
-            {"Rolling Averaged Population Magnitude", "58.2788%"},
-            {"OrderListHash", "d8d556bcf963ba50f85cea387c55922b"}
+            {"Portfolio Turnover", "139.03%"},
+            {"OrderListHash", "611929a032360026f9afbbc41c0cd758"}
         };
     }
 }

Algorithm.CSharp/ConfidenceWeightedFrameworkAlgorithm.cs

@@ -110,25 +110,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$17.00"},
             {"Estimated Strategy Capacity", "$45000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
-            {"Fitness Score", "0.067"},
-            {"Kelly Criterion Estimate", "38.796"},
-            {"Kelly Criterion Probability Value", "0.228"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "65.855"},
-            {"Portfolio Turnover", "0.067"},
-            {"Total Insights Generated", "100"},
-            {"Total Insights Closed", "99"},
-            {"Total Insights Analysis Completed", "99"},
-            {"Long Insight Count", "100"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$135639.1761"},
-            {"Total Accumulated Estimated Alpha Value", "$21852.9784"},
-            {"Mean Population Estimated Insight Value", "$220.7372"},
-            {"Mean Population Direction", "53.5354%"},
-            {"Mean Population Magnitude", "53.5354%"},
-            {"Rolling Averaged Population Direction", "58.2788%"},
-            {"Rolling Averaged Population Magnitude", "58.2788%"},
+            {"Portfolio Turnover", "5.44%"},
             {"OrderListHash", "8a8c913e5ad4ea956a345c84430649c2"}
         };
     }

Algorithm.CSharp/ConsolidateRegressionAlgorithm.cs

@@ -30,7 +30,9 @@ namespace QuantConnect.Algorithm.CSharp
     /// </summary>
     public class ConsolidateRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
     {
-        private List<int> _consolidationCount;
+        private List<int> _consolidationCounts;
+        private List<SimpleMovingAverage> _smas;
+        private List<DateTime> _lastSmaUpdates;
         private int _customDataConsolidator;
         private Symbol _symbol;
 
@@ -40,38 +42,37 @@ namespace QuantConnect.Algorithm.CSharp
         public override void Initialize()
         {
             SetStartDate(2013, 10, 08);
-            SetEndDate(2013, 10, 11);
+            SetEndDate(2013, 10, 20);
 
             var SP500 = QuantConnect.Symbol.Create(Futures.Indices.SP500EMini, SecurityType.Future, Market.CME);
             _symbol = FutureChainProvider.GetFutureContractList(SP500, StartDate).First();
             AddFutureContract(_symbol);
 
-            _consolidationCount = new List<int> { 0, 0, 0, 0, 0, 0, 0, 0 };
+            _consolidationCounts = Enumerable.Repeat(0, 9).ToList();
+            _smas = _consolidationCounts.Select(_ => new SimpleMovingAverage(10)).ToList();
+            _lastSmaUpdates = _consolidationCounts.Select(_ => DateTime.MinValue).ToList();
 
-            var sma = new SimpleMovingAverage(10);
             Consolidate<QuoteBar>(_symbol, time => new CalendarInfo(time.RoundDown(TimeSpan.FromDays(1)), TimeSpan.FromDays(1)),
-                bar => UpdateQuoteBar(sma, bar, 0));
+                bar => UpdateQuoteBar(bar, 0));
 
-            var sma2 = new SimpleMovingAverage(10);
-            Consolidate<QuoteBar>(_symbol, TimeSpan.FromDays(1), bar => UpdateQuoteBar(sma2, bar, 1));
+            Consolidate<QuoteBar>(_symbol, time => new CalendarInfo(time.RoundDown(TimeSpan.FromDays(1)), TimeSpan.FromDays(1)),
+                TickType.Quote, bar => UpdateQuoteBar(bar, 1));
 
-            var sma3 = new SimpleMovingAverage(10);
-            Consolidate(_symbol, Resolution.Daily, TickType.Quote, (Action<QuoteBar>)(bar => UpdateQuoteBar(sma3, bar, 2)));
+            Consolidate<QuoteBar>(_symbol, TimeSpan.FromDays(1), bar => UpdateQuoteBar(bar, 2));
 
-            var sma4 = new SimpleMovingAverage(10);
-            Consolidate(_symbol, TimeSpan.FromDays(1), bar => UpdateTradeBar(sma4, bar, 3));
+            Consolidate(_symbol, Resolution.Daily, TickType.Quote, (Action<QuoteBar>)(bar => UpdateQuoteBar(bar, 3)));
 
-            var sma5 = new SimpleMovingAverage(10);
-            Consolidate<TradeBar>(_symbol, TimeSpan.FromDays(1), bar => UpdateTradeBar(sma5, bar, 4));
+            Consolidate(_symbol, TimeSpan.FromDays(1), bar => UpdateTradeBar(bar, 4));
+
+            Consolidate<TradeBar>(_symbol, TimeSpan.FromDays(1), bar => UpdateTradeBar(bar, 5));
 
             // custom data
-            var sma6 = new SimpleMovingAverage(10);
             var symbol = AddData<CustomDataRegressionAlgorithm.Bitcoin>("BTC", Resolution.Minute).Symbol;
             Consolidate<TradeBar>(symbol, TimeSpan.FromDays(1), bar => _customDataConsolidator++);
 
             try
             {
-                Consolidate<QuoteBar>(symbol, TimeSpan.FromDays(1), bar => { UpdateQuoteBar(sma6, bar, -1); });
+                Consolidate<QuoteBar>(symbol, TimeSpan.FromDays(1), bar => { UpdateQuoteBar(bar, -1); });
                 throw new Exception($"Expected {nameof(ArgumentException)} to be thrown");
             }
             catch (ArgumentException)
@@ -80,41 +81,56 @@ namespace QuantConnect.Algorithm.CSharp
             }
 
             // Test using abstract T types, through defining a 'BaseData' handler
-            var sma7 = new SimpleMovingAverage(10);
-            Consolidate(_symbol, Resolution.Daily, null, (Action<BaseData>)(bar => UpdateBar(sma7, bar, 5)));
+            Consolidate(_symbol, Resolution.Daily, null, (Action<BaseData>)(bar => UpdateBar(bar, 6)));
 
-            var sma8 = new SimpleMovingAverage(10);
-            Consolidate(_symbol, TimeSpan.FromDays(1), null, (Action<BaseData>)(bar => UpdateBar(sma8, bar, 6)));
+            Consolidate(_symbol, TimeSpan.FromDays(1), null, (Action<BaseData>)(bar => UpdateBar(bar, 7)));
 
-            var sma9 = new SimpleMovingAverage(10);
-            Consolidate(_symbol, TimeSpan.FromDays(1), (Action<BaseData>)(bar => UpdateBar(sma9, bar, 7)));
+            Consolidate(_symbol, TimeSpan.FromDays(1), (Action<BaseData>)(bar => UpdateBar(bar, 8)));
         }
-        private void UpdateBar(SimpleMovingAverage sma, BaseData tradeBar, int position)
+        private void UpdateBar(BaseData tradeBar, int position)
         {
             if (!(tradeBar is TradeBar))
             {
                 throw new Exception("Expected a TradeBar");
             }
-            _consolidationCount[position]++;
-            sma.Update(tradeBar.EndTime, tradeBar.Value);
+            _consolidationCounts[position]++;
+            _smas[position].Update(tradeBar.EndTime, tradeBar.Value);
+            _lastSmaUpdates[position] = tradeBar.EndTime;
         }
-        private void UpdateTradeBar(SimpleMovingAverage sma, TradeBar tradeBar, int position)
+        private void UpdateTradeBar(TradeBar tradeBar, int position)
         {
-            _consolidationCount[position]++;
-            sma.Update(tradeBar.EndTime, tradeBar.High);
+            _consolidationCounts[position]++;
+            _smas[position].Update(tradeBar.EndTime, tradeBar.High);
+            _lastSmaUpdates[position] = tradeBar.EndTime;
         }
-        private void UpdateQuoteBar(SimpleMovingAverage sma, QuoteBar quoteBar, int position)
+        private void UpdateQuoteBar(QuoteBar quoteBar, int position)
         {
-            _consolidationCount[position]++;
-            sma.Update(quoteBar.EndTime, quoteBar.High);
+            _consolidationCounts[position]++;
+            _smas[position].Update(quoteBar.EndTime, quoteBar.High);
+            _lastSmaUpdates[position] = quoteBar.EndTime;
         }
 
         public override void OnEndOfAlgorithm()
         {
-            if (_consolidationCount.Any(i => i != 3) || _customDataConsolidator == 0)
+            var expectedConsolidations = 8;
+
+            if (_consolidationCounts.Any(i => i != expectedConsolidations) || _customDataConsolidator == 0)
             {
                 throw new Exception("Unexpected consolidation count");
             }
+
+            for (var i = 0; i < _smas.Count; i++)
+            {
+                if (_smas[i].Samples != expectedConsolidations)
+                {
+                    throw new Exception($"Expected {expectedConsolidations} samples in each SMA but found {_smas[i].Samples} in SMA in index {i}");
+                }
+
+                if (_smas[i].Current.Time != _lastSmaUpdates[i])
+                {
+                    throw new Exception($"Expected SMA in index {i} to have been last updated at {_lastSmaUpdates[i]} but was {_smas[i].Current.Time}");
+                }
+            }
         }
 
         /// <summary>
@@ -142,7 +158,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 5450;
+        public long DataPoints => 12244;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -157,44 +173,26 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Trades", "1"},
             {"Average Win", "0%"},
             {"Average Loss", "0%"},
-            {"Compounding Annual Return", "87589624.963%"},
+            {"Compounding Annual Return", "6636.699%"},
             {"Drawdown", "15.900%"},
             {"Expectancy", "0"},
             {"Net Profit", "16.178%"},
-            {"Sharpe Ratio", "43229388091.465"},
-            {"Probabilistic Sharpe Ratio", "0%"},
+            {"Sharpe Ratio", "640.32"},
+            {"Probabilistic Sharpe Ratio", "99.824%"},
             {"Loss Rate", "0%"},
             {"Win Rate", "0%"},
             {"Profit-Loss Ratio", "0"},
-            {"Alpha", "69177566862.121"},
-            {"Beta", "8.93"},
-            {"Annual Standard Deviation", "1.6"},
-            {"Annual Variance", "2.561"},
-            {"Information Ratio", "48583550955.512"},
-            {"Tracking Error", "1.424"},
-            {"Treynor Ratio", "7746445590.006"},
+            {"Alpha", "636.128"},
+            {"Beta", "5.924"},
+            {"Annual Standard Deviation", "1.012"},
+            {"Annual Variance", "1.024"},
+            {"Information Ratio", "696.123"},
+            {"Tracking Error", "0.928"},
+            {"Treynor Ratio", "109.405"},
             {"Total Fees", "$23.65"},
             {"Estimated Strategy Capacity", "$210000000.00"},
             {"Lowest Capacity Asset", "ES VMKLFZIH2MTD"},
-            {"Fitness Score", "0.999"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "6752050.52"},
-            {"Portfolio Turnover", "2.638"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "81.19%"},
             {"OrderListHash", "dd38e7b94027d20942a5aa9ac31a9a7f"}
         };
     }

Algorithm.CSharp/ConstituentsUniverseRegressionAlgorithm.cs

@@ -202,25 +202,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$32.32"},
             {"Estimated Strategy Capacity", "$95000000.00"},
             {"Lowest Capacity Asset", "AAPL R735QTJ8XC9X"},
-            {"Fitness Score", "0.1"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "-36.199"},
-            {"Portfolio Turnover", "0.2"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "20.06%"},
             {"OrderListHash", "3b9c93151bf191a82529e6e915961356"}
         };
     }

Algorithm.CSharp/ContinuousBackMonthRawFutureRegressionAlgorithm.cs

@@ -168,25 +168,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$4.30"},
             {"Estimated Strategy Capacity", "$2200000000.00"},
             {"Lowest Capacity Asset", "ES VMKLFZIH2MTD"},
-            {"Fitness Score", "0.007"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "0.275"},
-            {"Return Over Maximum Drawdown", "2.606"},
-            {"Portfolio Turnover", "0.01"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "0.91%"},
             {"OrderListHash", "ebeeac4c57ccacef7b458b6160190f5b"}
         };
     }

Algorithm.CSharp/ContinuousFutureBackMonthRegressionAlgorithm.cs

@@ -184,25 +184,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$6.45"},
             {"Estimated Strategy Capacity", "$180000000.00"},
             {"Lowest Capacity Asset", "ES VMKLFZIH2MTD"},
-            {"Fitness Score", "0.01"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "0.32"},
-            {"Return Over Maximum Drawdown", "2.576"},
-            {"Portfolio Turnover", "0.016"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "1.36%"},
             {"OrderListHash", "88e74055be58b3759f493b2c47e4c097"}
         };
     }

Algorithm.CSharp/ContinuousFutureHistoryRegressionAlgorithm.cs

@@ -148,25 +148,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Fees", "$2.15"},
             {"Estimated Strategy Capacity", "$3600000000.00"},
             {"Lowest Capacity Asset", "ES VMKLFZIH2MTD"},
-            {"Fitness Score", "0.414"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "79228162514264337593543950335"},
-            {"Portfolio Turnover", "0.414"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
+            {"Portfolio Turnover", "41.40%"},
             {"OrderListHash", "1fcd459f69177160b35f7daf96b01a0d"}
         };
     }