Allow specifying PositionSize wolverine order properties (#9257)

* feat: add MappedSynchronizingHistoryProvider base class

Introduces an abstract class for history providers that handle symbol mapping and time-aligned data slices. Uses IMapFileProvider to resolve ticker changes, provides an abstract method for mapped history retrieval, and overrides GetHistory to synchronize results. Enables nullable reference types and adds documentation.

* Minor tweaks

---------

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>

.github/workflows/research-regression-tests.yml

@@ -28,9 +28,9 @@ jobs:
           shell: bash
           run: |
             # install dependencies
-            pip3 install papermill==2.4.0 clr-loader==0.1.6
+            pip3 install papermill==2.4.0 clr-loader==0.2.9
             # install kernel
-            dotnet tool install --global Microsoft.dotnet-interactive --version 1.0.607001
+            dotnet tool install -g --no-cache --version 1.0.661703 --add-source "https://pkgs.dev.azure.com/dnceng/public/_packaging/dotnet-tools/nuget/v3/index.json" Microsoft.dotnet-interactive
             # Add dotnet tools to Path
             export PATH="$HOME/.dotnet/tools:$PATH"
             # activate kernel for jupyter

.github/workflows/syntax-tests.yml

@@ -28,5 +28,5 @@ jobs:
           options: --workdir /__w/Lean/Lean -v /home/runner/work:/__w
           shell: bash
           run: |
-            pip install --no-cache-dir quantconnect-stubs types-requests==2.32.* mypy==1.15.0 && \
+            pip install --no-cache-dir quantconnect-stubs types-requests==2.32.* types-pytz==2025.2.0.* mypy==1.15.0 && \
             python run_syntax_check.py

.github/workflows/virtual-environments.yml

@@ -30,11 +30,11 @@ jobs:
             # Build
             dotnet build /p:Configuration=Release /v:quiet /p:WarningLevel=1 QuantConnect.Lean.sln && \
             # Python Virtual Environment System Packages
-            python -m venv /lean-testenv --system-site-packages && . /lean-testenv/bin/activate && pip install --no-cache-dir lean==1.0.185 && deactivate && \
+            python -m venv /lean-testenv --system-site-packages && . /lean-testenv/bin/activate && pip install --no-cache-dir lean==1.0.221 && deactivate && \
             # Run Virtual Environment Test System Packages
             dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonVirtualEnvironmentTests.AssertVirtualEnvironment" && \
             # Python Virtual Environment
-            rm -rf /lean-testenv && python -m venv /lean-testenv && . /lean-testenv/bin/activate && pip install --no-cache-dir lean==1.0.185 && deactivate && \
+            rm -rf /lean-testenv && python -m venv /lean-testenv && . /lean-testenv/bin/activate && pip install --no-cache-dir lean==1.0.221 && deactivate && \
             # Run Virtual Environment Test
             dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonVirtualEnvironmentTests.AssertVirtualEnvironment" && \
             # Run Python Package Tests
@@ -46,19 +46,21 @@ jobs:
             # Run TensorlyTest Python Package Test
             dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.TensorlyTest" --blame-hang-timeout 120seconds --blame-crash && \
             # Run NeuralTangents, Ignite Python Package Test
-            dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.NeuralTangentsTest|IgniteTest" --blame-hang-timeout 120seconds --blame-crash && \
+            dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.IgniteTest" --blame-hang-timeout 120seconds --blame-crash && \
             # Run TensorflowTest
             dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.TensorflowTest" --blame-hang-timeout 120seconds --blame-crash && \
             # Run TensorflowProbability
             dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.TensorflowProbabilityTest" --blame-hang-timeout 120seconds --blame-crash && \
             # Run Hvplot Python Package Test
-            dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.HvplotTest" --blame-hang-timeout 120seconds --blame-crash && \
+            dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.RiskparityportfolioTest" --blame-hang-timeout 120seconds --blame-crash && \
             # Run Transformers
             dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.Transformers" --blame-hang-timeout 120seconds --blame-crash && \
             dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.XTransformers" --blame-hang-timeout 120seconds --blame-crash && \
             # Run Shap
-            dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.ShapTest|KerasTest|PyvinecopulibTest" --blame-hang-timeout 120seconds --blame-crash && \
-            dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.Mlforecast" --blame-hang-timeout 120seconds --blame-crash && \
+            dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.KerasTest|PyvinecopulibTest" --blame-hang-timeout 120seconds --blame-crash && \
+            dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.StatsForecast|Mlforecast" --blame-hang-timeout 120seconds --blame-crash && \
             dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.MlxtendTest|Thinc" --blame-hang-timeout 120seconds --blame-crash && \
             dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.ModuleVersionTestExplicit" --blame-hang-timeout 120seconds --blame-crash && \
-            dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.Neuralforecast" --blame-hang-timeout 120seconds --blame-crash
+            dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.Neuralforecast" --blame-hang-timeout 120seconds --blame-crash && \
+            dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.Tsfel" --blame-hang-timeout 120seconds --blame-crash && \
+            dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.ScikitOptimizeTest" --blame-hang-timeout 120seconds --blame-crash

.gitignore

@@ -279,4 +279,5 @@ QuantConnect.Lean.sln.DotSettings*
 Research/Notebooks
 
 #Docker result files
-Results/
+Results/
+QuantConnect.Lean.sln.DotSettings

Algorithm.CSharp/AccumulativeInsightPortfolioRegressionAlgorithm.cs

@@ -115,6 +115,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$26000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "119.89%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "d06c26f557b83d8d42ac808fe2815a1e"}
         };
     }

Algorithm.CSharp/AddAlphaModelAlgorithm.cs

@@ -151,6 +151,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$120000000.00"},
             {"Lowest Capacity Asset", "IBM R735QTJ8XC9X"},
             {"Portfolio Turnover", "41.18%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "713c956deb193bed2290e9f379c0f9f9"}
         };
     }

Algorithm.CSharp/AddAndRemoveOptionContractRegressionAlgorithm.cs

@@ -87,7 +87,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 24;
+        public long DataPoints => 26;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -130,6 +130,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", ""},
             {"Portfolio Turnover", "0%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
         };
     }

Algorithm.CSharp/AddAndRemoveSecuritySameLoopRegressionAlgorithm.cs

@@ -82,7 +82,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 24;
+        public long DataPoints => 25;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -125,6 +125,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", ""},
             {"Portfolio Turnover", "0%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
         };
     }

Algorithm.CSharp/AddBetaIndicatorNewAssetsRegressionAlgorithm.cs

@@ -1,11 +1,11 @@
 /*
  * 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"); 
+ *
+ * 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.
@@ -107,7 +107,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 77;
+        public int AlgorithmHistoryDataPoints => 26;
 
         /// <summary>
         /// Final status of the algorithm
@@ -122,18 +122,18 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Orders", "436"},
             {"Average Win", "0.28%"},
             {"Average Loss", "-0.01%"},
-            {"Compounding Annual Return", "1.926%"},
+            {"Compounding Annual Return", "1.925%"},
             {"Drawdown", "1.000%"},
-            {"Expectancy", "1.650"},
+            {"Expectancy", "1.649"},
             {"Start Equity", "10000.00"},
-            {"End Equity", "10411.11"},
-            {"Net Profit", "4.111%"},
+            {"End Equity", "10410.99"},
+            {"Net Profit", "4.110%"},
             {"Sharpe Ratio", "0.332"},
             {"Sortino Ratio", "0.313"},
             {"Probabilistic Sharpe Ratio", "74.084%"},
             {"Loss Rate", "90%"},
             {"Win Rate", "10%"},
-            {"Profit-Loss Ratio", "25.26"},
+            {"Profit-Loss Ratio", "25.25"},
             {"Alpha", "0.003"},
             {"Beta", "0.001"},
             {"Annual Standard Deviation", "0.01"},
@@ -145,7 +145,8 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$87000.00"},
             {"Lowest Capacity Asset", "BTCUSD 2XR"},
             {"Portfolio Turnover", "2.22%"},
-            {"OrderListHash", "9fce77ef8817cf0159897fc64d01f5e9"}
+            {"Drawdown Recovery", "139"},
+            {"OrderListHash", "896ecc92440d51ed26644aac5b8706e4"}
         };
     }
 }

Algorithm.CSharp/AddBetaIndicatorRegressionAlgorithm.cs

@@ -145,6 +145,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$35000000.00"},
             {"Lowest Capacity Asset", "IBM R735QTJ8XC9X"},
             {"Portfolio Turnover", "1.51%"},
+            {"Drawdown Recovery", "2"},
             {"OrderListHash", "1db1ce949db995bba20ed96ea5e2438a"}
         };
     }

Algorithm.CSharp/AddFutureContractWithContinuousRegressionAlgorithm.cs

@@ -132,33 +132,34 @@ namespace QuantConnect.Algorithm.CSharp
         /// </summary>
         public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
         {
-            {"Total Orders", "3"},
+            {"Total Orders", "4"},
             {"Average Win", "0%"},
-            {"Average Loss", "-0.03%"},
-            {"Compounding Annual Return", "-2.594%"},
-            {"Drawdown", "0.000%"},
+            {"Average Loss", "-0.10%"},
+            {"Compounding Annual Return", "-14.232%"},
+            {"Drawdown", "0.200%"},
             {"Expectancy", "-1"},
             {"Start Equity", "100000"},
-            {"End Equity", "99966.4"},
-            {"Net Profit", "-0.034%"},
-            {"Sharpe Ratio", "-10.666"},
+            {"End Equity", "99803.9"},
+            {"Net Profit", "-0.196%"},
+            {"Sharpe Ratio", "-7.95"},
             {"Sortino Ratio", "0"},
             {"Probabilistic Sharpe Ratio", "1.216%"},
             {"Loss Rate", "100%"},
             {"Win Rate", "0%"},
             {"Profit-Loss Ratio", "0"},
-            {"Alpha", "-0.029"},
-            {"Beta", "0.004"},
-            {"Annual Standard Deviation", "0.003"},
+            {"Alpha", "-0.128"},
+            {"Beta", "0.026"},
+            {"Annual Standard Deviation", "0.016"},
             {"Annual Variance", "0"},
-            {"Information Ratio", "-0.768"},
-            {"Tracking Error", "0.241"},
-            {"Treynor Ratio", "-6.368"},
+            {"Information Ratio", "-1.186"},
+            {"Tracking Error", "0.237"},
+            {"Treynor Ratio", "-4.747"},
             {"Total Fees", "$8.60"},
-            {"Estimated Strategy Capacity", "$5500000.00"},
-            {"Lowest Capacity Asset", "ES VMKLFZIH2MTD"},
-            {"Portfolio Turnover", "66.80%"},
-            {"OrderListHash", "579e2e83dd7e5e7648c47e9eff132460"}
+            {"Estimated Strategy Capacity", "$2000.00"},
+            {"Lowest Capacity Asset", "ES VU1EHIDJYLMP"},
+            {"Portfolio Turnover", "66.50%"},
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "4720516462fcabb4db1aead46051cb4a"}
         };
     }
 }

Algorithm.CSharp/AddFutureOptionContractDataStreamingRegressionAlgorithm.cs

@@ -207,6 +207,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$22000000.00"},
             {"Lowest Capacity Asset", "ES XFH59UK0MYO1"},
             {"Portfolio Turnover", "122.11%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "d744fa8beaa60546c84924ed68d945d9"}
         };
     }

Algorithm.CSharp/AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs

@@ -134,9 +134,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "68696.045"},
             {"Total Fees", "$35.70"},
             {"Estimated Strategy Capacity", "$2600000.00"},
-            {"Lowest Capacity Asset", "ES 31C3JQS9D84PW|ES XCZJLC9NOB29"},
+            {"Lowest Capacity Asset", "ES 31C3JQS9DCF1G|ES XCZJLC9NOB29"},
             {"Portfolio Turnover", "495.15%"},
-            {"OrderListHash", "85257286f088992d599c1ad0799a6237"}
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "af830085995d0b8fa0d33a6e80dd1241"}
         };
     }
 }

Algorithm.CSharp/AddFutureOptionContractWithInternalMappedUnderlyingRegressionAlgorithm.cs

@@ -0,0 +1,145 @@
+/*
+ * 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.UniverseSelection;
+using QuantConnect.Interfaces;
+using QuantConnect.Securities;
+using QuantConnect.Securities.Future;
+using QuantConnect.Securities.Option;
+
+namespace QuantConnect.Algorithm.CSharp
+{
+    /// <summary>
+    /// Algorithm asserting AddFutureOptionContract does not throw even when the underlying security configurations are internal
+    /// </summary>
+    public class AddFutureOptionContractWithInternalMappedUnderlyingRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
+    {
+        private Future _continuousContract;
+        private Option _fopContract;
+
+        public override void Initialize()
+        {
+            SetStartDate(2020, 01, 04);
+            SetEndDate(2020, 01 , 06);
+
+            _continuousContract = AddFuture(Futures.Indices.SP500EMini,
+                dataNormalizationMode: DataNormalizationMode.BackwardsRatio,
+                dataMappingMode: DataMappingMode.LastTradingDay,
+                contractDepthOffset: 0);
+        }
+
+        public override void OnSecuritiesChanged(SecurityChanges changes)
+        {
+            if (changes.AddedSecurities.Any(security => security.Symbol == _continuousContract.Symbol))
+            {
+                if (SubscriptionManager.SubscriptionDataConfigService.GetSubscriptionDataConfigs(_continuousContract.Mapped).Count != 0 ||
+                    SubscriptionManager.SubscriptionDataConfigService.GetSubscriptionDataConfigs(_continuousContract.Mapped, includeInternalConfigs: true).Count == 0)
+                {
+                    throw new RegressionTestException("Continuous future underlying should only have internal subscription configs");
+                }
+
+                var contract = OptionChain(_continuousContract.Mapped).FirstOrDefault()?.Symbol;
+
+                try
+                {
+                    _fopContract = AddFutureOptionContract(contract);
+                }
+                catch (Exception e)
+                {
+                    throw new RegressionTestException($"Failed to add future option contract {contract}", e);
+                }
+            }
+            else if (_fopContract != null && changes.AddedSecurities.Any(security => security.Symbol == _fopContract.Symbol))
+            {
+                var underlyingSubscriptions = SubscriptionManager.SubscriptionDataConfigService.GetSubscriptionDataConfigs(_fopContract.Symbol.Underlying);
+                if (underlyingSubscriptions.Any(x => x.DataNormalizationMode == DataNormalizationMode.Raw))
+                {
+                    throw new RegressionTestException("Future option underlying should not have raw data normalization mode");
+                }
+            }
+        }
+
+        public override void OnEndOfAlgorithm()
+        {
+            if (_fopContract == null)
+            {
+                throw new RegressionTestException("Failed to add future option contract");
+            }
+        }
+
+        /// <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 List<Language> Languages { get; } = new() { Language.CSharp };
+
+        /// <summary>
+        /// Data Points count of all timeslices of algorithm
+        /// </summary>
+        public long DataPoints => 3181;
+
+        /// <summary>
+        /// Data Points count of the algorithm history
+        /// </summary>
+        public int AlgorithmHistoryDataPoints => 1;
+
+        /// <summary>
+        /// Final status of the algorithm
+        /// </summary>
+        public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;
+
+        /// <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 Orders", "0"},
+            {"Average Win", "0%"},
+            {"Average Loss", "0%"},
+            {"Compounding Annual Return", "0%"},
+            {"Drawdown", "0%"},
+            {"Expectancy", "0"},
+            {"Start Equity", "100000"},
+            {"End Equity", "100000"},
+            {"Net Profit", "0%"},
+            {"Sharpe Ratio", "0"},
+            {"Sortino Ratio", "0"},
+            {"Probabilistic Sharpe Ratio", "0%"},
+            {"Loss Rate", "0%"},
+            {"Win Rate", "0%"},
+            {"Profit-Loss Ratio", "0"},
+            {"Alpha", "0"},
+            {"Beta", "0"},
+            {"Annual Standard Deviation", "0"},
+            {"Annual Variance", "0"},
+            {"Information Ratio", "-14.395"},
+            {"Tracking Error", "0.043"},
+            {"Treynor Ratio", "0"},
+            {"Total Fees", "$0.00"},
+            {"Estimated Strategy Capacity", "$0"},
+            {"Lowest Capacity Asset", ""},
+            {"Portfolio Turnover", "0%"},
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
+        };
+    }
+}

Algorithm.CSharp/AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs

@@ -240,30 +240,31 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Orders", "2"},
             {"Average Win", "0%"},
             {"Average Loss", "0%"},
-            {"Compounding Annual Return", "309.669%"},
-            {"Drawdown", "0.900%"},
+            {"Compounding Annual Return", "430.834%"},
+            {"Drawdown", "4.200%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},
-            {"End Equity", "101950.53"},
-            {"Net Profit", "1.951%"},
-            {"Sharpe Ratio", "15.402"},
+            {"End Equity", "102313.03"},
+            {"Net Profit", "2.313%"},
+            {"Sharpe Ratio", "17.721"},
             {"Sortino Ratio", "0"},
             {"Probabilistic Sharpe Ratio", "95.977%"},
             {"Loss Rate", "0%"},
             {"Win Rate", "0%"},
             {"Profit-Loss Ratio", "0"},
-            {"Alpha", "1.886"},
-            {"Beta", "1.066"},
-            {"Annual Standard Deviation", "0.155"},
-            {"Annual Variance", "0.024"},
-            {"Information Ratio", "13.528"},
-            {"Tracking Error", "0.142"},
-            {"Treynor Ratio", "2.237"},
+            {"Alpha", "2.663"},
+            {"Beta", "1.264"},
+            {"Annual Standard Deviation", "0.184"},
+            {"Annual Variance", "0.034"},
+            {"Information Ratio", "16.514"},
+            {"Tracking Error", "0.169"},
+            {"Treynor Ratio", "2.574"},
             {"Total Fees", "$3.57"},
-            {"Estimated Strategy Capacity", "$760000.00"},
-            {"Lowest Capacity Asset", "ES XCZJLDQX2SRO|ES XCZJLC9NOB29"},
-            {"Portfolio Turnover", "32.31%"},
-            {"OrderListHash", "7a04f66a30d793bf187c2695781ad3ee"}
+            {"Estimated Strategy Capacity", "$28000000.00"},
+            {"Lowest Capacity Asset", "ES XCZJLCA62LNO|ES XCZJLC9NOB29"},
+            {"Portfolio Turnover", "33.84%"},
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "7c82013ecabca41591e0253a477025dd"}
         };
     }
 }

Algorithm.CSharp/AddFutureUniverseSelectionModelRegressionAlgorithm.cs

@@ -124,6 +124,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", ""},
             {"Portfolio Turnover", "0%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
         };
     }

Algorithm.CSharp/AddOptionContractExpiresRegressionAlgorithm.cs

@@ -117,7 +117,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 37597;
+        public long DataPoints => 37598;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -158,9 +158,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "2.01"},
             {"Total Fees", "$2.00"},
             {"Estimated Strategy Capacity", "$5700000.00"},
-            {"Lowest Capacity Asset", "AOL VRKS95ENLBYE|AOL R735QTJ8XC9X"},
+            {"Lowest Capacity Asset", "AOL VRKS95ENPM9Y|AOL R735QTJ8XC9X"},
             {"Portfolio Turnover", "0.55%"},
-            {"OrderListHash", "fc5ab25181a01ca5ce39212f60eb0ecd"}
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "d314aef81752b6583fd58f9e49054cd4"}
         };
     }
 }

Algorithm.CSharp/AddOptionContractFromUniverseRegressionAlgorithm.cs

@@ -169,7 +169,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 5798;
+        public long DataPoints => 5800;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -210,9 +210,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "0.335"},
             {"Total Fees", "$2.00"},
             {"Estimated Strategy Capacity", "$2800000.00"},
-            {"Lowest Capacity Asset", "AOL VRKS95ENLBYE|AOL R735QTJ8XC9X"},
+            {"Lowest Capacity Asset", "AOL VRKS95ENPM9Y|AOL R735QTJ8XC9X"},
             {"Portfolio Turnover", "1.14%"},
-            {"OrderListHash", "cde7b518b7ad6d86cff6e5e092d9a413"}
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "e33b98d8e94ed92d0441fc6fe0d461fb"}
         };
     }
 }

Algorithm.CSharp/AddOptionContractTwiceRegressionAlgorithm.cs

@@ -116,7 +116,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 3814;
+        public long DataPoints => 3818;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -157,9 +157,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "0"},
             {"Total Fees", "$2.00"},
             {"Estimated Strategy Capacity", "$5000000.00"},
-            {"Lowest Capacity Asset", "AAPL VXBK4R62CXGM|AAPL R735QTJ8XC9X"},
+            {"Lowest Capacity Asset", "AAPL VXBK4R62H7S6|AAPL R735QTJ8XC9X"},
             {"Portfolio Turnover", "22.70%"},
-            {"OrderListHash", "29fd1b75f6db05dd823a6db7e8bd90a9"}
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "71511e4929377cd55fbf5e7e9555c248"}
         };
     }
 }

Algorithm.CSharp/AddOptionUniverseSelectionModelRegressionAlgorithm.cs

@@ -96,7 +96,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 1658167;
+        public long DataPoints => 2349547;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -139,6 +139,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", ""},
             {"Portfolio Turnover", "0%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
         };
     }

Algorithm.CSharp/AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs

@@ -120,6 +120,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", ""},
             {"Portfolio Turnover", "0%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
         };
     }

Algorithm.CSharp/AddRemoveOptionUniverseRegressionAlgorithm.cs

@@ -246,9 +246,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "0"},
             {"Total Fees", "$6.00"},
             {"Estimated Strategy Capacity", "$4000.00"},
-            {"Lowest Capacity Asset", "GOOCV 305RBQ2BZBZT2|GOOCV VP83T1ZUHROL"},
+            {"Lowest Capacity Asset", "GOOCV 305RBQ2BZGA4M|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "2.58%"},
-            {"OrderListHash", "09f766c470a8bcf4bb6862da52bf25a7"}
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "f418de0673fc166487daf80991dfe3a0"}
         };
     }
 }

Algorithm.CSharp/AddRemoveSecurityCacheRegressionAlgorithm.cs

@@ -83,7 +83,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 11202;
+        public long DataPoints => 15042;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -126,6 +126,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$830000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "20.49%"},
+            {"Drawdown Recovery", "2"},
             {"OrderListHash", "6ebe462373e2ecc22de8eb2fe114d704"}
         };
     }

Algorithm.CSharp/AddRemoveSecurityRegressionAlgorithm.cs

@@ -110,7 +110,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 7063;
+        public long DataPoints => 7065;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -153,7 +153,8 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$4700000.00"},
             {"Lowest Capacity Asset", "AIG R735QTJ8XC9X"},
             {"Portfolio Turnover", "29.88%"},
-            {"OrderListHash", "6061ecfbb89eb365dff913410d279b7c"}
+            {"Drawdown Recovery", "2"},
+            {"OrderListHash", "f04b3521256c7d6740966bc3df34e7b1"}
         };
     }
 }

Algorithm.CSharp/AddRiskManagementAlgorithm.cs

@@ -105,6 +105,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$38000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "59.74%"},
+            {"Drawdown Recovery", "3"},
             {"OrderListHash", "5d7657ec9954875eca633bed711085d3"}
         };
     }

Algorithm.CSharp/AddTwoAndRemoveOneOptionContractRegressionAlgorithm.cs

@@ -101,7 +101,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 1578;
+        public long DataPoints => 1579;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -142,9 +142,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "0"},
             {"Total Fees", "$2.00"},
             {"Estimated Strategy Capacity", "$6200000.00"},
-            {"Lowest Capacity Asset", "AAPL VXBK4QA5EM92|AAPL R735QTJ8XC9X"},
+            {"Lowest Capacity Asset", "AAPL VXBK4QA5IWKM|AAPL R735QTJ8XC9X"},
             {"Portfolio Turnover", "90.27%"},
-            {"OrderListHash", "a111609c2c64554268539b5798e5b31f"}
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "a332b93ff5e2dfe89258c450a64c7125"}
         };
     }
 }

Algorithm.CSharp/AddUniverseSelectionModelAlgorithm.cs

@@ -124,6 +124,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$980000000.00"},
             {"Lowest Capacity Asset", "FB V6OIPNZEM8V9"},
             {"Portfolio Turnover", "25.56%"},
+            {"Drawdown Recovery", "1"},
             {"OrderListHash", "5ee20c8556d706ab0a63ae41b6579c62"}
         };
     }

Algorithm.CSharp/AddUniverseSelectionModelCoarseAlgorithm.cs

@@ -135,6 +135,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$680000000.00"},
             {"Lowest Capacity Asset", "AAPL R735QTJ8XC9X"},
             {"Portfolio Turnover", "7.48%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "2c814c55e7d7c56482411c065b861b33"}
         };
     }

Algorithm.CSharp/AdjustedVolumeRegressionAlgorithm.cs

@@ -199,6 +199,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$42000000.00"},
             {"Lowest Capacity Asset", "AAPL R735QTJ8XC9X"},
             {"Portfolio Turnover", "99.56%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "60f03c8c589a4f814dc4e8945df23207"}
         };
     }

Algorithm.CSharp/AlgorithmModeAndDeploymentTargetAlgorithm.cs

@@ -113,6 +113,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", ""},
             {"Portfolio Turnover", "0%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
         };
     }

Algorithm.CSharp/AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs

@@ -281,6 +281,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$61000000000.00"},
             {"Lowest Capacity Asset", "NB R735QTJ8XC9X"},
             {"Portfolio Turnover", "3.62%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "0ea806c53bfa2bdca2504ba7155ef130"}
         };
     }

Algorithm.CSharp/AutoRegressiveIntegratedMovingAverageRegressionAlgorithm.cs

@@ -119,6 +119,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$16000000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "0.02%"},
+            {"Drawdown Recovery", "50"},
             {"OrderListHash", "685c37df6e4c49b75792c133be189094"}
         };
     }

Algorithm.CSharp/AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs

@@ -38,7 +38,7 @@ namespace QuantConnect.Algorithm.CSharp
             SetEndDate(2013, 10, 10);
 
             var SP500 = QuantConnect.Symbol.Create(Futures.Indices.SP500EMini, SecurityType.Future, Market.CME);
-            _symbol = FuturesChain(SP500).First();
+            _symbol = FuturesChain(SP500).OrderBy(x => x.Symbol.ID.Date).First();
 
             // Test case: custom IndicatorBase<QuoteBar> indicator using Future unsubscribed symbol
             var indicator1 = new CustomIndicator();
@@ -189,6 +189,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$200000000.00"},
             {"Lowest Capacity Asset", "ES VMKLFZIH2MTD"},
             {"Portfolio Turnover", "351.80%"},
+            {"Drawdown Recovery", "1"},
             {"OrderListHash", "dfd9a280d3c6470b305c03e0b72c234e"}
         };
     }

Algorithm.CSharp/AutomaticIndicatorWarmupOptionIndicatorsMirrorContractsRegressionAlgorithm.cs

@@ -120,6 +120,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", ""},
             {"Portfolio Turnover", "0%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
         };
     }

Algorithm.CSharp/AutomaticIndicatorWarmupRegressionAlgorithm.cs

@@ -151,6 +151,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$56000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "19.93%"},
+            {"Drawdown Recovery", "3"},
             {"OrderListHash", "3da9fa60bf95b9ed148b95e02e0cfc9e"}
         };
     }

Algorithm.CSharp/AutomaticSeedBaseRegressionAlgorithm.cs

@@ -0,0 +1,137 @@
+/*
+ * 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.Collections.Generic;
+using System.Linq;
+using QuantConnect.Interfaces;
+using QuantConnect.Data.UniverseSelection;
+using QuantConnect.Data.Market;
+using QuantConnect.Securities;
+
+namespace QuantConnect.Algorithm.CSharp
+{
+    /// <summary>
+    /// Regression algorithm asserting that security are automatically seeded by default
+    /// </summary>
+    public abstract class AutomaticSeedBaseRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
+    {
+        protected virtual bool ShouldHaveTradeData { get; }
+        protected virtual bool ShouldHaveQuoteData { get; }
+        protected virtual bool ShouldHaveOpenInterestData { get; }
+
+        public override void OnSecuritiesChanged(SecurityChanges changes)
+        {
+            var gotTrades = false;
+            var gotQuotes = false;
+            var gotOpenInterest = false;
+
+            foreach (var addedSecurity in changes.AddedSecurities.Where(x => !x.Symbol.IsCanonical() || x.Symbol.SecurityType == SecurityType.Future))
+            {
+                if (addedSecurity.Price == 0)
+                {
+                    throw new RegressionTestException("Security was not seeded");
+                }
+
+                if (!addedSecurity.HasData)
+                {
+                    throw new RegressionTestException("Security does not have TradeBar or QuoteBar or OpenInterest data");
+                }
+
+                gotTrades |= addedSecurity.Cache.GetData<TradeBar>() != null;
+                gotQuotes |= addedSecurity.Cache.GetData<QuoteBar>() != null;
+                gotOpenInterest |= addedSecurity.Cache.GetData<OpenInterest>() != null;
+            }
+
+            if (changes.AddedSecurities.Count > 0)
+            {
+                if (ShouldHaveTradeData && !gotTrades)
+                {
+                    throw new RegressionTestException("No contract had TradeBar data");
+                }
+
+                if (ShouldHaveQuoteData && !gotQuotes)
+                {
+                    throw new RegressionTestException("No contract had QuoteBar data");
+                }
+
+                if (ShouldHaveOpenInterestData && !gotOpenInterest)
+                {
+                    throw new RegressionTestException("No contract had OpenInterest data");
+                }
+            }
+        }
+
+        /// <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 List<Language> Languages { get; } = new() { Language.CSharp };
+
+        /// <summary>
+        /// Data Points count of all timeslices of algorithm
+        /// </summary>
+        public abstract long DataPoints { get; }
+
+        /// <summary>
+        /// Data Points count of the algorithm history
+        /// </summary>
+        public abstract int AlgorithmHistoryDataPoints { get; }
+
+        /// <summary>
+        /// Final status of the algorithm
+        /// </summary>
+        public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;
+
+        /// <summary>
+        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
+        /// </summary>
+        public virtual Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
+        {
+            {"Total Orders", "0"},
+            {"Average Win", "0%"},
+            {"Average Loss", "0%"},
+            {"Compounding Annual Return", "0%"},
+            {"Drawdown", "0%"},
+            {"Expectancy", "0"},
+            {"Start Equity", "100000"},
+            {"End Equity", "100000"},
+            {"Net Profit", "0%"},
+            {"Sharpe Ratio", "0"},
+            {"Sortino Ratio", "0"},
+            {"Probabilistic Sharpe Ratio", "0%"},
+            {"Loss Rate", "0%"},
+            {"Win Rate", "0%"},
+            {"Profit-Loss Ratio", "0"},
+            {"Alpha", "0"},
+            {"Beta", "0"},
+            {"Annual Standard Deviation", "0"},
+            {"Annual Variance", "0"},
+            {"Information Ratio", "0"},
+            {"Tracking Error", "0"},
+            {"Treynor Ratio", "0"},
+            {"Total Fees", "$0.00"},
+            {"Estimated Strategy Capacity", "$0"},
+            {"Lowest Capacity Asset", ""},
+            {"Portfolio Turnover", "0%"},
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
+        };
+    }
+}

Algorithm.CSharp/AuxiliaryDataHandlersRegressionAlgorithm.cs

@@ -119,7 +119,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 126221;
+        public long DataPoints => 126222;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -162,6 +162,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", ""},
             {"Portfolio Turnover", "0%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
         };
     }

Algorithm.CSharp/BacktestingAsynchronousOrdersRegressionAlgorithm.cs

@@ -0,0 +1,156 @@
+/*
+ * 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.Collections.Generic;
+using QuantConnect.Data;
+using QuantConnect.Interfaces;
+using QuantConnect.Orders;
+
+namespace QuantConnect.Algorithm.CSharp
+{
+    /// <summary>
+    /// Regression algorithm asserting that in backtesting, orders are submitted in the same time step even when asynchronous
+    /// </summary>
+    public class BacktestingAsynchronousOrdersRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
+    {
+        private Symbol _symbol;
+
+        public override void Initialize()
+        {
+            SetStartDate(2013, 10, 07);
+            SetEndDate(2013, 10, 08);
+            SetCash(100000);
+
+            _symbol = AddEquity("SPY").Symbol;
+        }
+
+        public override void OnData(Slice slice)
+        {
+            if (!Portfolio.Invested)
+            {
+                var marketOrderTicket = MarketOrder(_symbol, 100, asynchronous: false);
+                AssertMarketOrderStatus(marketOrderTicket);
+
+                var asyncMarketOrderTicket = MarketOrder(_symbol, -100, asynchronous: true);
+                AssertMarketOrderStatus(asyncMarketOrderTicket);
+
+                var limitPrice = Securities[_symbol].Price * 0.95m;
+                var limitOrderTicket = LimitOrder(_symbol, 100, limitPrice, asynchronous: false);
+                AssertLimitOrderStatus(limitOrderTicket);
+
+                var asyncLimitOrderTicket = LimitOrder(_symbol, -100, limitPrice, asynchronous: true);
+                AssertLimitOrderStatus(asyncLimitOrderTicket);
+            }
+        }
+
+        private static void AssertMarketOrderStatus(OrderTicket ticket)
+        {
+            // In backtesting the order should be submitted and filled right away.
+            // Note that OrderSet event will not be fired if there is an error when processing the order submission,
+            // but this is a happy case
+            if (!ticket.OrderSet.WaitOne(0))
+            {
+                throw new RegressionTestException("Order was not submitted immediately in backtesting mode");
+            }
+            if (!ticket.OrderClosed.WaitOne(0))
+            {
+                throw new RegressionTestException("Order was not filled immediately in backtesting mode");
+            }
+            if (ticket.Status != OrderStatus.Filled)
+            {
+                throw new RegressionTestException($"Order status is not filled: {ticket.Status}");
+            }
+        }
+
+        private static void AssertLimitOrderStatus(OrderTicket ticket)
+        {
+            // In backtesting the order should be submitted right away but not filled since price hasn't moved even when asynchronous
+            // Note that OrderSet event will not be fired if there is an error when processing the order submission,
+            // but this is a happy case
+            if (!ticket.OrderSet.WaitOne(0))
+            {
+                throw new RegressionTestException("Asynchronous limit order was not submitted immediately in backtesting mode");
+            }
+            if (ticket.OrderClosed.WaitOne(0))
+            {
+                throw new RegressionTestException("Asynchronous limit order was filled immediately in backtesting mode when it shouldn't");
+            }
+            if (ticket.Status != OrderStatus.Submitted)
+            {
+                throw new RegressionTestException($"Order status is not submitted: {ticket.Status}");
+            }
+        }
+
+        /// <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 List<Language> Languages { get; } = new() { Language.CSharp };
+
+        /// <summary>
+        /// Data Points count of all timeslices of algorithm
+        /// </summary>
+        public long DataPoints => 1582;
+
+        /// <summary>
+        /// Data Points count of the algorithm history
+        /// </summary>
+        public int AlgorithmHistoryDataPoints => 0;
+
+        /// <summary>
+        /// Final status of the algorithm
+        /// </summary>
+        public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;
+
+        /// <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 Orders", "4"},
+            {"Average Win", "0%"},
+            {"Average Loss", "0%"},
+            {"Compounding Annual Return", "0%"},
+            {"Drawdown", "0%"},
+            {"Expectancy", "0"},
+            {"Start Equity", "100000"},
+            {"End Equity", "100168.20"},
+            {"Net Profit", "0%"},
+            {"Sharpe Ratio", "0"},
+            {"Sortino Ratio", "0"},
+            {"Probabilistic Sharpe Ratio", "0%"},
+            {"Loss Rate", "0%"},
+            {"Win Rate", "0%"},
+            {"Profit-Loss Ratio", "0"},
+            {"Alpha", "0"},
+            {"Beta", "0"},
+            {"Annual Standard Deviation", "0"},
+            {"Annual Variance", "0"},
+            {"Information Ratio", "0"},
+            {"Tracking Error", "0"},
+            {"Treynor Ratio", "0"},
+            {"Total Fees", "$3.00"},
+            {"Estimated Strategy Capacity", "$22000000.00"},
+            {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
+            {"Portfolio Turnover", "21.72%"},
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "65f010e904a929e5383f0920a3c5b797"}
+        };
+    }
+}

Algorithm.CSharp/BacktestingBrokerageRegressionAlgorithm.cs

@@ -339,7 +339,8 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "17.02%"},
-            {"OrderListHash", "a7ce5ff2bbe0fe273cf1631ea5a73fa6"}
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "1be5073f2cf8802ffa163f7dab7d040e"}
         };
     }
 }

Algorithm.CSharp/BasicSetAccountCurrencyAlgorithm.cs

@@ -77,7 +77,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 120;
+        public int AlgorithmHistoryDataPoints => 15;
 
         /// <summary>
         /// Final status of the algorithm
@@ -115,6 +115,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "€85000.00"},
             {"Lowest Capacity Asset", "BTCEUR 2XR"},
             {"Portfolio Turnover", "107.64%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "6819dc936b86af6e4b89b6017b7d5284"}
         };
     }

Algorithm.CSharp/BasicSetAccountCurrencyWithAmountAlgorithm.cs

@@ -47,7 +47,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 120;
+        public int AlgorithmHistoryDataPoints => 15;
 
         /// <summary>
         /// Final status of the algorithm
@@ -85,6 +85,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "€85000.00"},
             {"Lowest Capacity Asset", "BTCEUR 2XR"},
             {"Portfolio Turnover", "107.64%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "3d450fd418a0e845b3eaaac17fcd13fc"}
         };
     }

Algorithm.CSharp/BasicTemplateAlgorithm.cs

@@ -118,6 +118,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$56000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "19.93%"},
+            {"Drawdown Recovery", "3"},
             {"OrderListHash", "3da9fa60bf95b9ed148b95e02e0cfc9e"}
         };
     }

Algorithm.CSharp/BasicTemplateAxosAlgorithm.cs

@@ -112,6 +112,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$150000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "4.98%"},
+            {"Drawdown Recovery", "3"},
             {"OrderListHash", "8774049eb5141a2b6956d9432426f837"}
         };
     }

Algorithm.CSharp/BasicTemplateContinuousFutureAlgorithm.cs

@@ -160,6 +160,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$7100000.00"},
             {"Lowest Capacity Asset", "ES VMKLFZIH2MTD"},
             {"Portfolio Turnover", "2.33%"},
+            {"Drawdown Recovery", "37"},
             {"OrderListHash", "223735440010fcec5889bb7becacfa82"}
         };
     }

Algorithm.CSharp/BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs

@@ -166,6 +166,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$890000000.00"},
             {"Lowest Capacity Asset", "ES VMKLFZIH2MTD"},
             {"Portfolio Turnover", "2.32%"},
+            {"Drawdown Recovery", "34"},
             {"OrderListHash", "1504a8892da8d8c0650018732f315753"}
         };
     }

Algorithm.CSharp/BasicTemplateCryptoAlgorithm.cs

@@ -202,7 +202,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 240;
+        public int AlgorithmHistoryDataPoints => 35;
 
         /// <summary>
         /// Final status of the algorithm
@@ -220,7 +220,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Compounding Annual Return", "0%"},
             {"Drawdown", "0%"},
             {"Expectancy", "0"},
-            {"Start Equity", "31588.24"},
+            {"Start Equity", "31592.84"},
             {"End Equity", "30866.71"},
             {"Net Profit", "0%"},
             {"Sharpe Ratio", "0"},
@@ -240,6 +240,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "BTCEUR 2XR"},
             {"Portfolio Turnover", "118.08%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "26b9a07ace86b6a0e0eb2ff8c168cee0"}
         };
     }

Algorithm.CSharp/BasicTemplateCryptoFutureAlgorithm.cs

@@ -119,9 +119,7 @@ namespace QuantConnect.Algorithm.CSharp
                     {
                         throw new RegressionTestException($"Unexpected holdings cost {btcUsdHoldings.HoldingsCost}");
                     }
-                    // margin used is based on the maintenance rate
-                    if (Math.Abs(btcUsdHoldings.AbsoluteHoldingsCost * 0.05m - marginUsed) > 1
-                        || _btcUsd.BuyingPowerModel.GetMaintenanceMargin(_btcUsd) != marginUsed)
+                    if (_btcUsd.BuyingPowerModel.GetMaintenanceMargin(_btcUsd) != marginUsed)
                     {
                         throw new RegressionTestException($"Unexpected margin used {marginUsed}");
                     }
@@ -142,8 +140,7 @@ namespace QuantConnect.Algorithm.CSharp
                     {
                         throw new RegressionTestException($"Unexpected holdings cost {adaUsdtHoldings.HoldingsCost}");
                     }
-                    if (Math.Abs(adaUsdtHoldings.AbsoluteHoldingsCost * 0.05m - marginUsed) > 1
-                        || _adaUsdt.BuyingPowerModel.GetMaintenanceMargin(_adaUsdt) != marginUsed)
+                    if (_adaUsdt.BuyingPowerModel.GetMaintenanceMargin(_adaUsdt) != marginUsed)
                     {
                         throw new RegressionTestException($"Unexpected margin used {marginUsed}");
                     }
@@ -273,9 +270,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Tracking Error", "0"},
             {"Treynor Ratio", "0"},
             {"Total Fees", "$0.65"},
-            {"Estimated Strategy Capacity", "$500000000.00"},
+            {"Estimated Strategy Capacity", "$620000000.00"},
             {"Lowest Capacity Asset", "ADAUSDT 18R"},
             {"Portfolio Turnover", "0.16%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "dcc4f964b5549c753123848c32eaee41"}
         };
     }

Algorithm.CSharp/BasicTemplateCryptoFutureHourlyAlgorithm.cs

@@ -93,7 +93,7 @@ namespace QuantConnect.Algorithm.CSharp
                 if (!Portfolio.Invested && Transactions.OrdersCount == 0)
                 {
                     var ticket = Buy(_adaUsdt.Symbol, 100000);
-                    if(ticket.Status != OrderStatus.Invalid)
+                    if (ticket.Status != OrderStatus.Invalid)
                     {
                         throw new RegressionTestException($"Unexpected valid order {ticket}, should fail due to margin not sufficient");
                     }
@@ -114,8 +114,7 @@ namespace QuantConnect.Algorithm.CSharp
                     {
                         throw new RegressionTestException($"Unexpected holdings cost {adaUsdtHoldings.HoldingsCost}");
                     }
-                    if (Math.Abs(adaUsdtHoldings.AbsoluteHoldingsCost * 0.05m - marginUsed) > 1
-                        || _adaUsdt.BuyingPowerModel.GetMaintenanceMargin(_adaUsdt) != marginUsed)
+                    if (_adaUsdt.BuyingPowerModel.GetMaintenanceMargin(_adaUsdt) != marginUsed)
                     {
                         throw new RegressionTestException($"Unexpected margin used {marginUsed}");
                     }
@@ -236,9 +235,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Tracking Error", "0"},
             {"Treynor Ratio", "0"},
             {"Total Fees", "$0.61"},
-            {"Estimated Strategy Capacity", "$370000000.00"},
+            {"Estimated Strategy Capacity", "$460000000.00"},
             {"Lowest Capacity Asset", "ADAUSDT 18R"},
             {"Portfolio Turnover", "0.12%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "50a51d06d03a5355248a6bccef1ca521"}
         };
     }

Algorithm.CSharp/BasicTemplateDailyAlgorithm.cs

@@ -109,6 +109,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$1200000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "10.01%"},
+            {"Drawdown Recovery", "1"},
             {"OrderListHash", "70f21e930175a2ec9d465b21edc1b6d9"}
         };
     }

Algorithm.CSharp/BasicTemplateEurexFuturesAlgorithm.cs

@@ -233,6 +233,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "€2300000000.00"},
             {"Lowest Capacity Asset", "FESX YJHOAMPYKRS5"},
             {"Portfolio Turnover", "0.40%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "ac9acc478ba1afe53993cdbb92f8ec6e"}
         };
     }

Algorithm.CSharp/BasicTemplateFrameworkAlgorithm.cs

@@ -130,6 +130,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$27000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "59.86%"},
+            {"Drawdown Recovery", "3"},
             {"OrderListHash", "f209ed42701b0419858e0100595b40c0"}
         };
     }

Algorithm.CSharp/BasicTemplateFutureRolloverAlgorithm.cs

@@ -219,6 +219,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "ES VMKLFZIH2MTD"},
             {"Portfolio Turnover", "0.13%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "a6ccce3a1a7f549f887d83e84bfa878d"}
         };
     }

Algorithm.CSharp/BasicTemplateFuturesAlgorithm.cs

@@ -154,7 +154,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 340;
+        public int AlgorithmHistoryDataPoints => 354;
 
         /// <summary>
         /// Final status of the algorithm
@@ -192,6 +192,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$14000.00"},
             {"Lowest Capacity Asset", "GC VOFJUCDY9XNH"},
             {"Portfolio Turnover", "9912.69%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "6e0f767a46a54365287801295cf7bb75"}
         };
     }

Algorithm.CSharp/BasicTemplateFuturesDailyAlgorithm.cs

@@ -127,7 +127,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public virtual long DataPoints => 5861;
+        public virtual long DataPoints => 5867;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -144,33 +144,34 @@ namespace QuantConnect.Algorithm.CSharp
         /// </summary>
         public virtual Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
         {
-            {"Total Orders", "34"},
+            {"Total Orders", "38"},
             {"Average Win", "0.33%"},
-            {"Average Loss", "-0.04%"},
-            {"Compounding Annual Return", "0.106%"},
+            {"Average Loss", "-0.03%"},
+            {"Compounding Annual Return", "0.098%"},
             {"Drawdown", "0.300%"},
-            {"Expectancy", "0.178"},
+            {"Expectancy", "0.165"},
             {"Start Equity", "1000000"},
-            {"End Equity", "1001066.2"},
-            {"Net Profit", "0.107%"},
-            {"Sharpe Ratio", "-1.695"},
-            {"Sortino Ratio", "-0.804"},
-            {"Probabilistic Sharpe Ratio", "14.797%"},
-            {"Loss Rate", "88%"},
-            {"Win Rate", "12%"},
-            {"Profit-Loss Ratio", "9.01"},
+            {"End Equity", "1000991.96"},
+            {"Net Profit", "0.099%"},
+            {"Sharpe Ratio", "-1.708"},
+            {"Sortino Ratio", "-0.84"},
+            {"Probabilistic Sharpe Ratio", "14.542%"},
+            {"Loss Rate", "89%"},
+            {"Win Rate", "11%"},
+            {"Profit-Loss Ratio", "10.07"},
             {"Alpha", "-0.007"},
             {"Beta", "0.002"},
             {"Annual Standard Deviation", "0.004"},
             {"Annual Variance", "0"},
-            {"Information Ratio", "-1.353"},
+            {"Information Ratio", "-1.354"},
             {"Tracking Error", "0.089"},
-            {"Treynor Ratio", "-4.112"},
-            {"Total Fees", "$76.30"},
+            {"Treynor Ratio", "-4.054"},
+            {"Total Fees", "$85.54"},
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "ES VRJST036ZY0X"},
-            {"Portfolio Turnover", "0.92%"},
-            {"OrderListHash", "ddaa9dd20647fdbc4811d6e64bb30a40"}
+            {"Portfolio Turnover", "1.04%"},
+            {"Drawdown Recovery", "69"},
+            {"OrderListHash", "eafc33ea4dcb219f7aacdbdd0973d5bc"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateFuturesFrameworkAlgorithm.cs

@@ -179,6 +179,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$17000000.00"},
             {"Lowest Capacity Asset", "GC VL5E74HP3EE5"},
             {"Portfolio Turnover", "43.23%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "c0fc1bcdc3008a8d263521bbc9d7cdbd"}
         };
     }

Algorithm.CSharp/BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs

@@ -74,6 +74,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$52000000.00"},
             {"Lowest Capacity Asset", "GC VL5E74HP3EE5"},
             {"Portfolio Turnover", "43.77%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "dcdaafcefa47465962ace2759ed99c91"}
         };
     }

Algorithm.CSharp/BasicTemplateFuturesHistoryAlgorithm.cs

@@ -183,6 +183,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", ""},
             {"Portfolio Turnover", "0%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
         };
     }

Algorithm.CSharp/BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs

@@ -90,6 +90,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", ""},
             {"Portfolio Turnover", "0%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
         };
     }

Algorithm.CSharp/BasicTemplateFuturesHourlyAlgorithm.cs

@@ -36,7 +36,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 25312;
+        public override long DataPoints => 25339;
 
         /// <summary>
         /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
@@ -69,7 +69,8 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$8000.00"},
             {"Lowest Capacity Asset", "ES VP274HSU1AF5"},
             {"Portfolio Turnover", "20.14%"},
-            {"OrderListHash", "f6482c8757f82cb9f4c058e3ed6bc494"}
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "c301a0a086f8905b1a555f0257087272"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketAlgorithm.cs

@@ -154,7 +154,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 340;
+        public int AlgorithmHistoryDataPoints => 354;
 
         /// <summary>
         /// Final status of the algorithm
@@ -192,6 +192,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$130000.00"},
             {"Lowest Capacity Asset", "GC VOFJUCDY9XNH"},
             {"Portfolio Turnover", "32523.20%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "0664a72652a19956ea3c4915269cc4b9"}
         };
     }

Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs

@@ -36,40 +36,41 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 5965;
+        public override long DataPoints => 5971;
 
         /// <summary>
         /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
         /// </summary>
         public override Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
         {
-            {"Total Orders", "32"},
+            {"Total Orders", "36"},
             {"Average Win", "0.33%"},
-            {"Average Loss", "-0.04%"},
-            {"Compounding Annual Return", "0.110%"},
+            {"Average Loss", "-0.03%"},
+            {"Compounding Annual Return", "0.103%"},
             {"Drawdown", "0.300%"},
-            {"Expectancy", "0.184"},
+            {"Expectancy", "0.172"},
             {"Start Equity", "1000000"},
-            {"End Equity", "1001108"},
-            {"Net Profit", "0.111%"},
-            {"Sharpe Ratio", "-1.688"},
-            {"Sortino Ratio", "-0.772"},
-            {"Probabilistic Sharpe Ratio", "14.944%"},
-            {"Loss Rate", "88%"},
-            {"Win Rate", "12%"},
-            {"Profit-Loss Ratio", "8.47"},
+            {"End Equity", "1001033.76"},
+            {"Net Profit", "0.103%"},
+            {"Sharpe Ratio", "-1.701"},
+            {"Sortino Ratio", "-0.809"},
+            {"Probabilistic Sharpe Ratio", "14.685%"},
+            {"Loss Rate", "89%"},
+            {"Win Rate", "11%"},
+            {"Profit-Loss Ratio", "9.55"},
             {"Alpha", "-0.007"},
             {"Beta", "0.002"},
             {"Annual Standard Deviation", "0.004"},
             {"Annual Variance", "0"},
             {"Information Ratio", "-1.353"},
             {"Tracking Error", "0.089"},
-            {"Treynor Ratio", "-4.099"},
-            {"Total Fees", "$72.00"},
+            {"Treynor Ratio", "-4.042"},
+            {"Total Fees", "$81.24"},
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "ES VRJST036ZY0X"},
-            {"Portfolio Turnover", "0.87%"},
-            {"OrderListHash", "741a26424d2210171ad849d92fc75d23"}
+            {"Portfolio Turnover", "0.99%"},
+            {"Drawdown Recovery", "69"},
+            {"OrderListHash", "67120ad5c9a6116001dda6c8061e5353"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs

@@ -41,7 +41,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 67924;
+        public override long DataPoints => 67998;
 
         /// <summary>
         /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
@@ -74,6 +74,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$3000.00"},
             {"Lowest Capacity Asset", "ES VP274HSU1AF5"},
             {"Portfolio Turnover", "56.73%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "6ce7812de5c98744cc35169a86a24325"}
         };
     }

Algorithm.CSharp/BasicTemplateHourlyAlgorithm.cs

@@ -118,6 +118,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$110000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "19.96%"},
+            {"Drawdown Recovery", "2"},
             {"OrderListHash", "60747dce5c2aed393b7dccc258d2c9b5"}
         };
     }

Algorithm.CSharp/BasicTemplateIndexAlgorithm.cs

@@ -168,9 +168,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "-1.771"},
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$3000.00"},
-            {"Lowest Capacity Asset", "SPX XL80P3GHDZXQ|SPX 31"},
+            {"Lowest Capacity Asset", "SPX XL80P3GHIA9A|SPX 31"},
             {"Portfolio Turnover", "23.97%"},
-            {"OrderListHash", "51f1bc2ea080df79748dc66c2520b782"}
+            {"Drawdown Recovery", "9"},
+            {"OrderListHash", "4b560d2a8cfae510c3c8dc92603470fc"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateIndexDailyAlgorithm.cs

@@ -147,9 +147,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "-6.937"},
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$0"},
-            {"Lowest Capacity Asset", "SPX XL80P3GHDZXQ|SPX 31"},
+            {"Lowest Capacity Asset", "SPX XL80P3GHIA9A|SPX 31"},
             {"Portfolio Turnover", "2.42%"},
-            {"OrderListHash", "61e8517ac3da6bed414ef23d26736fef"}
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "ce421d0aeb7bde3bc92a6b87c09c510e"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateIndexHourlyAlgorithm.cs

@@ -64,9 +64,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "-6.189"},
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$300000.00"},
-            {"Lowest Capacity Asset", "SPX XL80P3GHDZXQ|SPX 31"},
+            {"Lowest Capacity Asset", "SPX XL80P3GHIA9A|SPX 31"},
             {"Portfolio Turnover", "24.63%"},
-            {"OrderListHash", "5595ab834c2584c1d124ad575e88cc1a"}
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "7bc05310e971f09b0663bc380fdfee80"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateIndexOptionsDailyAlgorithm.cs

@@ -108,9 +108,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "-44.954"},
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$0"},
-            {"Lowest Capacity Asset", "SPX XL80P59H5E6M|SPX 31"},
+            {"Lowest Capacity Asset", "SPX XL80P59H9OI6|SPX 31"},
             {"Portfolio Turnover", "0.00%"},
-            {"OrderListHash", "8340619d603921c1ce261287890b9c1c"}
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "34d295b82e29b1dbe8f104d3300d9255"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateIndexOptionsHourlyAlgorithm.cs

@@ -79,9 +79,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "116.921"},
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$0"},
-            {"Lowest Capacity Asset", "SPX XL80P59H5E6M|SPX 31"},
+            {"Lowest Capacity Asset", "SPX XL80P59H9OI6|SPX 31"},
             {"Portfolio Turnover", "0.00%"},
-            {"OrderListHash", "1c5f424cfe62777733ee68a20320bb8d"}
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "214026660a13ecaecc7074fa97f86ea1"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateIndiaAlgorithm.cs

@@ -128,6 +128,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "₹61000000000.00"},
             {"Lowest Capacity Asset", "YESBANK UL"},
             {"Portfolio Turnover", "0.00%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "06f782c83dd633dac6f228b91273ba26"}
         };
     }

Algorithm.CSharp/BasicTemplateIndiaIndexAlgorithm.cs

@@ -152,6 +152,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "₹84000.00"},
             {"Lowest Capacity Asset", "JUNIORBEES UL"},
             {"Portfolio Turnover", "0.04%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "8790bec8175539e6d92e01608ac57733"}
         };
     }

Algorithm.CSharp/BasicTemplateOptionEquityStrategyAlgorithm.cs

@@ -44,7 +44,7 @@ namespace QuantConnect.Algorithm.CSharp
             _optionSymbol = option.Symbol;
 
             // set our strike/expiry filter for this option chain
-            option.SetFilter(u => u.Strikes(-2, +2)
+            option.SetFilter(u => u.StandardsOnly().Strikes(-2, +2)
                 // Expiration method accepts TimeSpan objects or integer for days.
                 // The following statements yield the same filtering criteria
                 .Expiration(0, 180));
@@ -73,7 +73,7 @@ namespace QuantConnect.Algorithm.CSharp
                     var higherStrike = callContracts[2].Strike;
 
                     var optionStrategy = OptionStrategies.CallButterfly(_optionSymbol, higherStrike, middleStrike, lowerStrike, expiry);
-                    
+
                     Order(optionStrategy, 10);
                 }
             }
@@ -143,9 +143,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "0"},
             {"Total Fees", "$26.00"},
             {"Estimated Strategy Capacity", "$69000.00"},
-            {"Lowest Capacity Asset", "GOOCV W78ZERHAOVVQ|GOOCV VP83T1ZUHROL"},
+            {"Lowest Capacity Asset", "GOOCV W78ZERHAT67A|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "61.31%"},
-            {"OrderListHash", "35d406df401e5b27244e20f5ec57346e"}
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "ccd6cb1b6244d0c6d30b2760938958f1"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateOptionStrategyAlgorithm.cs

@@ -50,8 +50,9 @@ namespace QuantConnect.Algorithm.CSharp
             // set our strike/expiry filter for this option chain
             // SetFilter method accepts TimeSpan objects or integer for days.
             // The following statements yield the same filtering criteria
-            option.SetFilter(-2, +2, 0, 180);
-            // option.SetFilter(-2, +2, TimeSpan.Zero, TimeSpan.FromDays(180));
+            option.SetFilter(u => u.StandardsOnly()
+                                   .Strikes(-2, +2)
+                                   .Expiration(0, 180));
 
             // Adding this to reproduce GH issue #2314
             SetWarmup(TimeSpan.FromMinutes(1));
@@ -83,7 +84,7 @@ namespace QuantConnect.Algorithm.CSharp
                 Liquidate();
             }
 
-            foreach(var kpv in slice.Bars)
+            foreach (var kpv in slice.Bars)
             {
                 Log($"---> OnData: {Time}, {kpv.Key.Value}, {kpv.Value.Close:0.00}");
             }
@@ -153,9 +154,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "0"},
             {"Total Fees", "$543.40"},
             {"Estimated Strategy Capacity", "$4000.00"},
-            {"Lowest Capacity Asset", "GOOCV W78ZFMEBBB2E|GOOCV VP83T1ZUHROL"},
+            {"Lowest Capacity Asset", "GOOCV W78ZFMEBFLDY|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "338.60%"},
-            {"OrderListHash", "301c15063f6e269023d144ca69a765da"}
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "8229716b93428dc885cf856b4cc9fc35"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateOptionsAlgorithm.cs

@@ -48,11 +48,10 @@ namespace QuantConnect.Algorithm.CSharp
             _optionSymbol = option.Symbol;
 
             // set our strike/expiry filter for this option chain
-            option.SetFilter(u => u.Strikes(-2, +2)
+            option.SetFilter(u => u.StandardsOnly().Strikes(-2, +2)
                                    // Expiration method accepts TimeSpan objects or integer for days.
                                    // The following statements yield the same filtering criteria
-                                   .Expiration(0, 180));
-                                   // .Expiration(TimeSpan.Zero, TimeSpan.FromDays(180)));
+                                   .Expiration(0, 180)); // .Expiration(TimeSpan.Zero, TimeSpan.FromDays(180)));
 
             // use the underlying equity as the benchmark
             SetBenchmark(equity.Symbol);
@@ -150,9 +149,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "0"},
             {"Total Fees", "$2.00"},
             {"Estimated Strategy Capacity", "$1300000.00"},
-            {"Lowest Capacity Asset", "GOOCV 30AKMEIPOSS1Y|GOOCV VP83T1ZUHROL"},
+            {"Lowest Capacity Asset", "GOOCV 30AKMEIPOX2DI|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "10.71%"},
-            {"OrderListHash", "8a36462ee0349c04d01d464e592dd347"}
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "19ba1220073493495880581b38df2da9"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateOptionsConsolidationAlgorithm.cs

@@ -145,6 +145,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", ""},
             {"Portfolio Turnover", "0%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
         };
     }

Algorithm.CSharp/BasicTemplateOptionsDailyAlgorithm.cs

@@ -163,9 +163,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "-3.212"},
             {"Total Fees", "$1.00"},
             {"Estimated Strategy Capacity", "$72000.00"},
-            {"Lowest Capacity Asset", "AAPL W78ZEO2985GM|AAPL R735QTJ8XC9X"},
+            {"Lowest Capacity Asset", "AAPL W78ZEO29CFS6|AAPL R735QTJ8XC9X"},
             {"Portfolio Turnover", "0.02%"},
-            {"OrderListHash", "5e20fad3461ac9998afe8d76ad43b25c"}
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "5639c19a7d56ec312f61029b943903b8"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateOptionsFilterUniverseAlgorithm.cs

@@ -142,7 +142,8 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "15.08%"},
-            {"OrderListHash", "f68f6d64a5721ee148bc3c643f8d1b7f"}
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "c53bc9318676161ed3b7797c945e2113"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateOptionsFrameworkAlgorithm.cs

@@ -139,7 +139,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 17486;
+        public long DataPoints => 17487;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -182,7 +182,8 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "AAPL R735QTJ8XC9X"},
             {"Portfolio Turnover", "13.50%"},
-            {"OrderListHash", "d40c84371facba5dac8a2c919ea75807"}
+            {"Drawdown Recovery", "2"},
+            {"OrderListHash", "2ab4ffc0944a2888a3be0568c2570a79"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateOptionsHourlyAlgorithm.cs

@@ -48,7 +48,7 @@ namespace QuantConnect.Algorithm.CSharp
             _optionSymbol = option.Symbol;
 
             // set our strike/expiry filter for this option chain
-            option.SetFilter(u => u.Strikes(-2, +2)
+            option.SetFilter(u => u.StandardsOnly().Strikes(-2, +2)
                                    // Expiration method accepts TimeSpan objects or integer for days.
                                    // The following statements yield the same filtering criteria
                                    .Expiration(0, 180));
@@ -150,9 +150,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "1.434"},
             {"Total Fees", "$4.00"},
             {"Estimated Strategy Capacity", "$1000.00"},
-            {"Lowest Capacity Asset", "AAPL 2ZTXYMUAHCIAU|AAPL R735QTJ8XC9X"},
+            {"Lowest Capacity Asset", "AAPL 2ZTXYMUAHGSME|AAPL R735QTJ8XC9X"},
             {"Portfolio Turnover", "2.28%"},
-            {"OrderListHash", "7804b3dcf20d3096a2265a289fa81cd3"}
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "70bbc60c969f18e943e8e00cf0f7a0ea"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs

@@ -144,9 +144,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "-0.725"},
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$580000.00"},
-            {"Lowest Capacity Asset", "SPXW 31K54PVWHUJHQ|SPX 31"},
+            {"Lowest Capacity Asset", "SPXW 31K54PVWHYTTA|SPX 31"},
             {"Portfolio Turnover", "0.40%"},
-            {"OrderListHash", "db5e3681c5fa1888262f2370a9b14c11"}
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "03148bbb5453fc1056a3285bd31ce158"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs

@@ -150,9 +150,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "0.589"},
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$13000000.00"},
-            {"Lowest Capacity Asset", "SPXW XKX6S2GM9PGU|SPX 31"},
+            {"Lowest Capacity Asset", "SPXW XKX6S2GMDZSE|SPX 31"},
             {"Portfolio Turnover", "0.28%"},
-            {"OrderListHash", "17764ae9e216d003b1f3ce68d15b68ef"}
+            {"Drawdown Recovery", "2"},
+            {"OrderListHash", "9d03f85003416861df07ccb31a18af9a"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateTradableIndexAlgorithm.cs

@@ -87,9 +87,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "-1.771"},
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$3000.00"},
-            {"Lowest Capacity Asset", "SPX XL80P3GHDZXQ|SPX 31"},
+            {"Lowest Capacity Asset", "SPX XL80P3GHIA9A|SPX 31"},
             {"Portfolio Turnover", "24.03%"},
-            {"OrderListHash", "fcd6fddb0a315e21095c2b35eb633e2b"}
+            {"Drawdown Recovery", "9"},
+            {"OrderListHash", "691cf4990024b856a0a70255c9fd2545"}
         };
     }
 }

Algorithm.CSharp/Benchmarks/EmptySPXOptionChainBenchmark.cs

@@ -0,0 +1,34 @@
+/*
+ * 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.
+*/
+
+namespace QuantConnect.Algorithm.CSharp.Benchmarks
+{
+    /// <summary>
+    /// Benchmark Algorithm that adds SPX option chain but does not trade it.
+    /// This is an interesting benchmark because SPX option chains are large
+    /// </summary>
+    public class EmptySPXOptionChainBenchmark : QCAlgorithm
+    {
+        public override void Initialize()
+        {
+            SetStartDate(2018, 1, 1);
+            SetEndDate(2020, 6, 1);
+
+            var index = AddIndex("SPX");
+            var option = AddOption(index);
+            option.SetFilter(x => x.IncludeWeeklys().Strikes(-30, 30).Expiration(0, 7));
+        }
+    }
+}

Algorithm.CSharp/BinanceCashAccountFeeRegressionAlgorithm.cs

@@ -46,7 +46,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public override int AlgorithmHistoryDataPoints => 28;
+        public override int AlgorithmHistoryDataPoints => 5;
 
         /// <summary>
         /// Final status of the algorithm
@@ -84,6 +84,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "₮220000.00"},
             {"Lowest Capacity Asset", "BTCUSDT 18N"},
             {"Portfolio Turnover", "22.80%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "80711e4c1e3c0da20152da8fafc3fd66"}
         };
     }

Algorithm.CSharp/BinanceMarginAccountFeeRegressionAlgorithm.cs

@@ -46,7 +46,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public override int AlgorithmHistoryDataPoints => 28;
+        public override int AlgorithmHistoryDataPoints => 5;
 
         /// <summary>
         /// Final status of the algorithm
@@ -84,6 +84,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "₮12000000.00"},
             {"Lowest Capacity Asset", "BTCUSDT 18N"},
             {"Portfolio Turnover", "22.80%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "80711e4c1e3c0da20152da8fafc3fd66"}
         };
     }

Algorithm.CSharp/BitfinexCashAccountFeeRegressionAlgorithm.cs

@@ -45,7 +45,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public override int AlgorithmHistoryDataPoints => 28;
+        public override int AlgorithmHistoryDataPoints => 5;
 
         /// <summary>
         /// Final status of the algorithm
@@ -83,6 +83,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$2000.00"},
             {"Lowest Capacity Asset", "BTCUSD E3"},
             {"Portfolio Turnover", "0.28%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "899ef4e299a6cc73c1bd96fb9993db0e"}
         };
     }

Algorithm.CSharp/BitfinexMarginAccountFeeRegressionAlgorithm.cs

@@ -45,7 +45,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public override int AlgorithmHistoryDataPoints => 28;
+        public override int AlgorithmHistoryDataPoints => 5;
 
         /// <summary>
         /// Final status of the algorithm
@@ -83,6 +83,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$640000.00"},
             {"Lowest Capacity Asset", "BTCUSD E3"},
             {"Portfolio Turnover", "0.28%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "899ef4e299a6cc73c1bd96fb9993db0e"}
         };
     }

Algorithm.CSharp/BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs

@@ -119,6 +119,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$2600000.00"},
             {"Lowest Capacity Asset", "AIG R735QTJ8XC9X"},
             {"Portfolio Turnover", "69.06%"},
+            {"Drawdown Recovery", "2"},
             {"OrderListHash", "44a85134cd1c91c9720549bc0e007f80"}
         };
     }

Algorithm.CSharp/BybitCryptoFuturesRegressionAlgorithm.cs

@@ -112,9 +112,7 @@ namespace QuantConnect.Algorithm.CSharp
                     {
                         throw new RegressionTestException($"Unexpected holdings cost {btcUsdHoldings.HoldingsCost}");
                     }
-                    // margin used is based on the maintenance rate
-                    if (Math.Abs(btcUsdHoldings.AbsoluteHoldingsCost * 0.05m - marginUsed) > 1
-                        || _btcUsd.BuyingPowerModel.GetMaintenanceMargin(_btcUsd) != marginUsed)
+                    if (_btcUsd.BuyingPowerModel.GetMaintenanceMargin(_btcUsd) != marginUsed)
                     {
                         throw new RegressionTestException($"Unexpected margin used {marginUsed}");
                     }
@@ -135,8 +133,7 @@ namespace QuantConnect.Algorithm.CSharp
                     {
                         throw new RegressionTestException($"Unexpected holdings cost {btcUsdtHoldings.HoldingsCost}");
                     }
-                    if (Math.Abs(btcUsdtHoldings.AbsoluteHoldingsCost * 0.05m - marginUsed) > 1
-                        || _btcUsdt.BuyingPowerModel.GetMaintenanceMargin(_btcUsdt) != marginUsed)
+                    if (_btcUsdt.BuyingPowerModel.GetMaintenanceMargin(_btcUsdt) != marginUsed)
                     {
                         throw new RegressionTestException($"Unexpected margin used {marginUsed}");
                     }
@@ -226,7 +223,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 60;
+        public int AlgorithmHistoryDataPoints => 10;
 
         /// <summary>
         /// Final status of the algorithm
@@ -244,7 +241,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Compounding Annual Return", "0%"},
             {"Drawdown", "0%"},
             {"Expectancy", "0"},
-            {"Start Equity", "100285.86"},
+            {"Start Equity", "100285.85"},
             {"End Equity", "100285.26"},
             {"Net Profit", "0%"},
             {"Sharpe Ratio", "0"},
@@ -261,9 +258,10 @@ namespace QuantConnect.Algorithm.CSharp
             {"Tracking Error", "0"},
             {"Treynor Ratio", "0"},
             {"Total Fees", "$0.60"},
-            {"Estimated Strategy Capacity", "$200000000.00"},
+            {"Estimated Strategy Capacity", "$100000000.00"},
             {"Lowest Capacity Asset", "BTCUSDT 2V3"},
             {"Portfolio Turnover", "1.08%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "0157a5c7c2c8a8c13e984b72721aa0ca"}
         };
     }

Algorithm.CSharp/BybitCryptoRegressionAlgorithm.cs

@@ -135,7 +135,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 60;
+        public int AlgorithmHistoryDataPoints => 10;
 
         /// <summary>
         /// Final status of the algorithm
@@ -153,7 +153,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Compounding Annual Return", "0%"},
             {"Drawdown", "0%"},
             {"Expectancy", "0"},
-            {"Start Equity", "117171.12"},
+            {"Start Equity", "117170.74"},
             {"End Equity", "117244.52"},
             {"Net Profit", "0%"},
             {"Sharpe Ratio", "0"},
@@ -173,6 +173,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "₮560000.00"},
             {"Lowest Capacity Asset", "BTCUSDT 2UZ"},
             {"Portfolio Turnover", "44.04%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "47580e88a8cc54b04f3b2bcb5d501150"}
         };
     }

Algorithm.CSharp/BybitCustomDataCryptoRegressionAlgorithm.cs

@@ -147,7 +147,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 60;
+        public int AlgorithmHistoryDataPoints => 10;
 
         /// <summary>
         /// Final status of the algorithm
@@ -185,6 +185,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "₮0"},
             {"Lowest Capacity Asset", "BTCUSDT.CustomCryptoData 2US"},
             {"Portfolio Turnover", "34.30%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "52ddb7dfcaaf1ea4f70cc614c49f0cd0"}
         };
     }

Algorithm.CSharp/CanLiquidateWithOrderPropertiesRegressionAlgorithm.cs

@@ -117,6 +117,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$130000000.00"},
             {"Lowest Capacity Asset", "AAPL R735QTJ8XC9X"},
             {"Portfolio Turnover", "37.56%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "e9e8a07dc58bff7198181f9fafb58834"}
         };
     }

Algorithm.CSharp/CancelOpenOrdersRegressionAlgorithm.cs

@@ -130,7 +130,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 120;
+        public int AlgorithmHistoryDataPoints => 20;
 
         /// <summary>
         /// Final status of the algorithm
@@ -168,6 +168,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$370000.00"},
             {"Lowest Capacity Asset", "ETHUSD 2XR"},
             {"Portfolio Turnover", "104.59%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "5277847166fcd10cde634e3986e1d285"}
         };
     }

Algorithm.CSharp/CfdTimeZonesRegressionAlgorithm.cs

@@ -116,6 +116,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "€670000.00"},
             {"Lowest Capacity Asset", "DE30EUR 8I"},
             {"Portfolio Turnover", "1062.25%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "d5d15485c8fc6d412e5e73d40d9afd60"}
         };
     }

Algorithm.CSharp/ClassicRenkoConsolidatorAlgorithm.cs

@@ -158,6 +158,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$2500000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "7.91%"},
+            {"Drawdown Recovery", "105"},
             {"OrderListHash", "2668157409450ab9949a71716a5dbc2e"}
         };
     }

Algorithm.CSharp/ClassicRenkoConsolidatorWithFuturesAndDefaultTickTypeRegressionAlgorithm.cs

@@ -49,4 +49,4 @@ namespace QuantConnect.Algorithm.CSharp
             SubscriptionManager.AddConsolidator(GoldFuture.Mapped, consolidator);
         }
     }
-}
+}

Algorithm.CSharp/ClassicRenkoConsolidatorWithFuturesQuoteTickTypeRegressionAlgorithm.cs

@@ -64,4 +64,4 @@ namespace QuantConnect.Algorithm.CSharp
             base.OnEndOfAlgorithm();
         }
     }
-}
+}

Algorithm.CSharp/ClassicRenkoConsolidatorWithFuturesTickTypesRegressionAlgorithm.cs

@@ -152,7 +152,8 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", ""},
             {"Portfolio Turnover", "0%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
         };
     }
-}
+}

Algorithm.CSharp/CoarseFineFundamentalRegressionAlgorithm.cs

@@ -202,6 +202,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$81000000.00"},
             {"Lowest Capacity Asset", "IBM R735QTJ8XC9X"},
             {"Portfolio Turnover", "6.65%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "4eaacdd341a5be0d04cb32647d931471"}
         };
     }

Algorithm.CSharp/CoarseFineOptionUniverseChainRegressionAlgorithm.cs

@@ -47,6 +47,11 @@ namespace QuantConnect.Algorithm.CSharp
             _aapl = QuantConnect.Symbol.Create("AAPL", SecurityType.Equity, Market.USA);
             UniverseSettings.Resolution = Resolution.Minute;
 
+            // Let's disable initial price seeding, the algorithm will wait until both equity
+            // and options are added an have prices to do the tests, we don't want the equity
+            // having prices before the options are added.
+            Settings.SeedInitialPrices = false;
+
             SetStartDate(2014, 06, 04);
             // TWX is selected the 4th and 5th and aapl after that.
             // If the algo ends on the 6th, TWX subscriptions will not be removed before OnEndOfAlgorithm is called:
@@ -205,7 +210,8 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$5000000.00"},
             {"Lowest Capacity Asset", "AOL R735QTJ8XC9X"},
             {"Portfolio Turnover", "17.64%"},
-            {"OrderListHash", "a8605c1f5a9c67f60f1ddc963ec45542"}
+            {"Drawdown Recovery", "0"},
+            {"OrderListHash", "228e694280e05c8aa24246a5866b5a83"}
         };
     }
 }

Algorithm.CSharp/CoarseFundamentalImmediateSelectionRegressionAlgorithm.cs

@@ -154,6 +154,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", ""},
             {"Portfolio Turnover", "0%"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
         };
     }