Improve shutdown

.devcontainer/devcontainer.json

@@ -1,43 +1,33 @@
 {
 	"name": "Lean Development Container",
+
 	"workspaceMount": "source=${localWorkspaceFolder},target=/Lean,type=bind",
 	"workspaceFolder": "/Lean",
+
 	// Use devcontainer Dockerfile that is based on Lean foundation image
-	"build": {
-		"dockerfile": "Dockerfile"
-	},
-	//See https://containers.dev/implementors/json_reference/ for a comprehensive json schema used to define this file.
-	"customizations": {
-		"vscode": {
-			// Add the IDs of extensions you want installed when the container is created.
-			"extensions": [
-				"ms-dotnettools.csdevkit",
-				"ms-python.python",
-				"eamodio.gitlens",
-				"yzhang.markdown-all-in-one",
-				"SonarSource.sonarlint-vscode"
-			],
-			// Set *default* vscode specific settings.json values on container create.
-			"settings": {
-				"terminal.integrated.profiles.linux": {
-					"bash": {
-						"path": "bash",
-						"icon": "terminal-bash"
-					}
-				}
+	"build": { "dockerfile": "Dockerfile" },
+	
+	// Set *default* container specific settings.json values on container create.
+	"settings": { 
+		"terminal.integrated.profiles.linux": {
+			"bash": {
+				"path": "bash",
+				"icon": "terminal-bash"
 			}
 		}
 	},
-	//use the same network configuration as the host machine, ensuring no problems with firewalls, proxies etc.
-	"runArgs": [
-		"--network=host"
-	],
+
+	// Add the IDs of extensions you want installed when the container is created.
+	"extensions": ["ms-dotnettools.csharp", "ms-python.python", "ms-python.vscode-pylance", "formulahendry.dotnet-test-explorer", "eamodio.gitlens", "yzhang.markdown-all-in-one"],
+
 	// Use 'forwardPorts' to make a list of ports inside the container available locally.
 	// "forwardPorts": [],
+
 	// Uncomment the next line to run commands after the container is created - for example installing curl.
 	"postCreateCommand": "dotnet nuget add source /Lean/LocalPackages;chmod u+x /Lean/.vscode/launch_research.sh;dos2unix /Lean/.vscode/launch_research.sh",
+
 	// Add mounts to docker container
-	"mounts": [
+	"mounts": [ 
 		// Example data mount from local machine, must use target directory in Config.json
 		// "source=C:/Users/XXXXXXXXXXXX/Lean/Data,target=/Data,type=bind,consistency=cached" 
 	]

.github/ISSUE_TEMPLATE/config.yml

@@ -1 +0,0 @@
-blank_issues_enabled: false

.github/ISSUE_TEMPLATE/feature_request.md

@@ -1,26 +0,0 @@
----
-name: Feature request
-about: Suggest an idea for this project
-title: ''
-labels: ''
-assignees: ''
-
----
-
-#### Expected Behavior
-<!--- Required. Describe the behavior you expect to see for your case. -->
-
-#### Actual Behavior
-<!--- Required. Describe the actual behavior for your case. -->
-
-#### Potential Solution
-<!--- Optional. Describe any potential solutions and/or thoughts as to what may be causing the difference between expected and actual behavior. -->
-
-#### Checklist
-<!--- Confirm that you've provided all the required information. -->
-<!--- Required fields --->
-- [ ] I have completely filled out this template
-- [ ] I have confirmed that this issue exists on the current `master` branch
-- [ ] I have confirmed that this is not a duplicate issue by searching [issues](https://github.com/QuantConnect/Lean/issues)
-
-<!--- Template inspired by https://github.com/stevemao/github-issue-templates -->

.github/issue_template.md

@@ -1,11 +1,4 @@
----
-name: Bug report
-about: Create a report to help us improve
-title: ''
-labels: ''
-assignees: ''
-
----
+<!--- This template provides sections for bugs and features. Please delete any irrelevant sections before submitting -->
 
 #### Expected Behavior
 <!--- Required. Describe the behavior you expect to see for your case. -->
@@ -31,4 +24,4 @@ assignees: ''
 <!--- Required for Bugs, feature request can delete the line below. -->
 - [ ] I have provided detailed steps to reproduce the issue
 
-<!--- Template inspired by https://github.com/stevemao/github-issue-templates -->
+<!--- Template inspired by https://github.com/stevemao/github-issue-templates -->

.github/workflows/api-tests.yml

@@ -9,19 +9,14 @@ on:
 
 jobs:
   build:
-    runs-on: ubuntu-24.04
+    runs-on: ubuntu-20.04
     # Only run on push events (not on pull_request) for security reasons in order to be able to use secrets
     if: ${{ github.event_name == 'push' }}
     steps:
       - name: Checkout
         uses: actions/checkout@v2
-      - name: Liberate disk space
-        uses: jlumbroso/free-disk-space@main
-        with:
-          tool-cache: true
-          large-packages: false
-          docker-images: false
-          swap-storage: false
+      - name: Free space
+        run: df -h && rm -rf /usr/share/dotnet && sudo rm -rf /usr/local/lib/android && sudo rm -rf /opt/ghc && rm -rf /opt/hostedtoolcache* && df -h
       - name: Run API Tests
         uses: addnab/docker-run-action@v3
         with:
@@ -32,4 +27,4 @@ jobs:
             # Build
             dotnet build /p:Configuration=Release /v:quiet /p:WarningLevel=1 QuantConnect.Lean.sln
             # Run Projects tests
-            dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --blame-hang-timeout 7minutes --blame-crash --logger "console;verbosity=detailed" --filter "FullyQualifiedName=QuantConnect.Tests.API.ProjectTests|FullyQualifiedName=QuantConnect.Tests.API.ObjectStoreTests" -- TestRunParameters.Parameter\(name=\"log-handler\", value=\"ConsoleErrorLogHandler\"\)
+            dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --blame-hang-timeout 300seconds --blame-crash --filter "FullyQualifiedName=QuantConnect.Tests.API.ProjectTests|ObjectStoreTests" -- TestRunParameters.Parameter\(name=\"log-handler\", value=\"ConsoleErrorLogHandler\"\)

.github/workflows/gh-actions.yml

@@ -9,20 +9,12 @@ on:
 
 jobs:
   build:
-    runs-on: ubuntu-24.04
+    runs-on: ubuntu-20.04
     steps:
       - name: Checkout
         uses: actions/checkout@v2
-        with:
-          fetch-depth: 0  # Ensures we fetch all history
-
-      - name: Liberate disk space
-        uses: jlumbroso/free-disk-space@main
-        with:
-          tool-cache: true
-          large-packages: false
-          docker-images: false
-          swap-storage: false
+      - name: Free space
+        run: df -h && rm -rf /usr/share/dotnet && sudo rm -rf /usr/local/lib/android && sudo rm -rf /opt/ghc && rm -rf /opt/hostedtoolcache* && df -h
 
       - uses: addnab/docker-run-action@v3
         with:
@@ -30,15 +22,9 @@ jobs:
           options: --workdir /__w/Lean/Lean -v /home/runner/work:/__w -e GITHUB_REF=${{ github.ref }} -e PYPI_API_TOKEN=${{ secrets.PYPI_API_TOKEN }} -e ADDITIONAL_STUBS_REPOS=${{ secrets.ADDITIONAL_STUBS_REPOS }} -e QC_GIT_TOKEN=${{ secrets.QC_GIT_TOKEN }}
           shell: bash
           run: |
-            # Add exception
-            git config --global --add safe.directory /__w/Lean/Lean
-            # Get Last Commit of the Current Tag
-            TAG_COMMIT=$(git rev-parse HEAD) && echo "CURRENT BRANCH LAST COMMIT $TAG_COMMIT"
-            # Get Last Commit of the master
-            MASTER_COMMIT=$(git rev-parse origin/master) && echo "MASTER BRANCH LAST COMMIT $MASTER_COMMIT"
             # Build
             dotnet build /p:Configuration=Release /v:quiet /p:WarningLevel=1 QuantConnect.Lean.sln && \
             # Run Tests
             dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --blame-hang-timeout 300seconds --blame-crash --filter "TestCategory!=TravisExclude&TestCategory!=ResearchRegressionTests" -- TestRunParameters.Parameter\(name=\"log-handler\", value=\"ConsoleErrorLogHandler\"\) && \
             # Generate & Publish python stubs
-            echo "GITHUB_REF $GITHUB_REF" && if [[ $GITHUB_REF = refs/tags/* && "$TAG_COMMIT" = "$MASTER_COMMIT" ]]; then echo "Generating stubs" && (chmod +x ci_build_stubs.sh && ./ci_build_stubs.sh -t -g -p); else echo "Skipping stub generation"; fi
+            echo "GITHUB_REF $GITHUB_REF" && if [[ $GITHUB_REF = refs/tags/* ]]; then (chmod +x ci_build_stubs.sh && ./ci_build_stubs.sh -t -g -p); else echo "Skipping stub generation"; fi

.github/workflows/rebase-org-branches.yml

@@ -7,7 +7,7 @@ on:
 
 jobs:
   build:
-    runs-on: ubuntu-24.04
+    runs-on: ubuntu-20.04
     steps:
       - uses: actions/checkout@v2
         with:

.github/workflows/regression-tests.yml

@@ -9,17 +9,12 @@ on:
 
 jobs:
   build:
-    runs-on: ubuntu-24.04
+    runs-on: ubuntu-20.04
     steps:
       - name: Checkout
         uses: actions/checkout@v2
-      - name: Liberate disk space
-        uses: jlumbroso/free-disk-space@main
-        with:
-          tool-cache: true
-          large-packages: false
-          docker-images: false
-          swap-storage: false
+      - name: Free space
+        run: df -h && rm -rf /usr/share/dotnet && sudo rm -rf /usr/local/lib/android && sudo rm -rf /opt/ghc && rm -rf /opt/hostedtoolcache* && df -h
 
       - uses: addnab/docker-run-action@v3
         with:

.github/workflows/report-generator.yml

@@ -9,17 +9,12 @@ on:
 
 jobs:
   build:
-    runs-on: ubuntu-24.04
+    runs-on: ubuntu-20.04
     steps:
       - name: Checkout
         uses: actions/checkout@v2
-      - name: Liberate disk space
-        uses: jlumbroso/free-disk-space@main
-        with:
-          tool-cache: true
-          large-packages: false
-          docker-images: false
-          swap-storage: false
+      - name: Free space
+        run: df -h && rm -rf /usr/share/dotnet && sudo rm -rf /usr/local/lib/android && sudo rm -rf /opt/ghc && rm -rf /opt/hostedtoolcache* && df -h
 
       - uses: addnab/docker-run-action@v3
         with:

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

@@ -9,17 +9,12 @@ on:
 
 jobs:
   build:
-    runs-on: ubuntu-24.04
+    runs-on: ubuntu-20.04
     steps:
       - name: Checkout
         uses: actions/checkout@v2
-      - name: Liberate disk space
-        uses: jlumbroso/free-disk-space@main
-        with:
-          tool-cache: true
-          large-packages: false
-          docker-images: false
-          swap-storage: false
+      - name: Free space
+        run: df -h && rm -rf /usr/share/dotnet && sudo rm -rf /usr/local/lib/android && sudo rm -rf /opt/ghc && rm -rf /opt/hostedtoolcache* && df -h
 
       - uses: addnab/docker-run-action@v3
         with:
@@ -30,7 +25,7 @@ jobs:
             # install dependencies
             pip3 install papermill==2.4.0 clr-loader==0.1.6
             # install kernel
-            dotnet tool install --global Microsoft.dotnet-interactive --version 1.0.607001
+            dotnet tool install --global Microsoft.dotnet-interactive --version 1.0.340501
             # Add dotnet tools to Path
             export PATH="$HOME/.dotnet/tools:$PATH"
             # activate kernel for jupyter

.github/workflows/syntax-tests.yml

@@ -1,32 +0,0 @@
-name: Syntax Tests
-
-on:
-  push:
-    branches: ['*']
-    tags: ['*']
-  pull_request:
-    branches: [master]
-
-jobs:
-  build:
-    runs-on: ubuntu-24.04
-    steps:
-      - name: Checkout
-        uses: actions/checkout@v2
-
-      - name: Liberate disk space
-        uses: jlumbroso/free-disk-space@main
-        with:
-          tool-cache: true
-          large-packages: false
-          docker-images: false
-          swap-storage: false
-      - name: Run Syntax Test
-        uses: addnab/docker-run-action@v3
-        with:
-          image: quantconnect/lean:foundation
-          options: --workdir /__w/Lean/Lean -v /home/runner/work:/__w
-          shell: bash
-          run: |
-            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

@@ -9,17 +9,12 @@ on:
 
 jobs:
   build:
-    runs-on: ubuntu-24.04
+    runs-on: ubuntu-20.04
     steps:
       - name: Checkout
         uses: actions/checkout@v2
-      - name: Liberate disk space
-        uses: jlumbroso/free-disk-space@main
-        with:
-          tool-cache: true
-          large-packages: false
-          docker-images: false
-          swap-storage: false
+      - name: Free space
+        run: df -h && rm -rf /usr/share/dotnet && sudo rm -rf /usr/local/lib/android && sudo rm -rf /opt/ghc && rm -rf /opt/hostedtoolcache* && df -h
 
       - uses: addnab/docker-run-action@v3
         with:
@@ -30,11 +25,11 @@ 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==1.0.221 && deactivate && \
+            python -m venv /lean-testenv --system-site-packages && . /lean-testenv/bin/activate && pip install --no-cache-dir lean==1.0.185 && 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==1.0.221 && deactivate && \
+            rm -rf /lean-testenv && python -m venv /lean-testenv && . /lean-testenv/bin/activate && pip install --no-cache-dir lean==1.0.185 && deactivate && \
             # Run Virtual Environment Test
             dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonVirtualEnvironmentTests.AssertVirtualEnvironment" && \
             # Run Python Package Tests
@@ -46,21 +41,17 @@ 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.IgniteTest" --blame-hang-timeout 120seconds --blame-crash && \
+            dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.NeuralTangentsTest|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.RiskparityportfolioTest" --blame-hang-timeout 120seconds --blame-crash && \
+            dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.HvplotTest" --blame-hang-timeout 120seconds --blame-crash && \
+            # Run Keras Python Package Test
+            dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.KerasTest" --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.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.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
+            dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.ShapTest" --blame-hang-timeout 120seconds --blame-crash

.gitignore

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

.vs/readme.md

@@ -12,16 +12,16 @@ This document contains information regarding ways to use Visual Studio to work w
 
 <h2>Option 1: Lean CLI</h2>
 
-To use Lean CLI follow the instructions for installation and tutorial for usage in our [documentation](https://www.quantconnect.com/docs/v2/lean-cli/key-concepts/getting-started).
+To use Lean CLI follow the instructions for installation and tutorial for usage in our [documentation](https://www.quantconnect.com/docs/v2/lean-cli/getting-started/lean-cli).
 
 <br />
 
 <h2>Option 2: Install Locally</h2>
 
-1. Install [.Net 9](https://dotnet.microsoft.com/en-us/download/dotnet/9.0) for the project
+1. Install [.Net 6](https://dotnet.microsoft.com/download) for the project
 
-2. (Optional) Get [Python 3.11.11](https://www.python.org/downloads/release/python-31111/) for running Python algorithms
-    - Follow Python instructions [here](https://github.com/QuantConnect/Lean/tree/master/Algorithm.Python#installing-python-311) for your platform
+2. (Optional) Get [Python 3.8.13](https://www.python.org/downloads/release/python-3813/) for running Python algorithms
+    - Follow Python instructions [here](https://github.com/QuantConnect/Lean/tree/master/Algorithm.Python#installing-python-38) for your platform
 
 3. Get [Visual Studio](https://visualstudio.microsoft.com/vs/)
 
@@ -35,7 +35,7 @@ Your environment is prepared and ready to run lean
 
 <h1>How to use Lean</h1>
 
-This section will cover configuring, launching and debugging lean. This is only applicable to option 2 from above. This does not apply to Lean CLI, please refer to [CLI documentation](https://www.quantconnect.com/docs/v2/lean-cli/key-concepts/getting-started)
+This section will cover configuring, launching and debugging lean. This is only applicable to option 2 from above. This does not apply to Lean CLI, please refer to [CLI documentation](https://www.quantconnect.com/docs/v2/lean-cli/getting-started/lean-cli)
 
 <br />
 

.vscode/readme.md

@@ -51,10 +51,10 @@ If you would like to mount any additional local files to your container, checkou
 
 <h2>Option 3: Install Dependencies Locally</h2>
 
-1. Install [.NET 9](https://dotnet.microsoft.com/en-us/download/dotnet/9.0) for the project
+1. Install [.NET 6](https://dotnet.microsoft.com/en-us/download/dotnet/6.0) for the project
 
-2. (Optional) Get [Python 3.11.11](https://www.python.org/downloads/release/python-31111/) for running Python algorithms
-    - Follow Python instructions [here](https://github.com/QuantConnect/Lean/tree/master/Algorithm.Python#installing-python-311) for your platform
+2. (Optional) Get [Python 3.8.13](https://www.python.org/downloads/release/python-3813/) for running Python algorithms
+    - Follow Python instructions [here](https://github.com/QuantConnect/Lean/tree/master/Algorithm.Python#installing-python-38) for your platform
 
 3. Get [Visual Studio Code](https://code.visualstudio.com/download)
     - Get the Extension [C#](https://marketplace.visualstudio.com/items?itemName=ms-dotnettools.csharp) for C# Debugging

Algorithm.CSharp/AccumulativeInsightPortfolioRegressionAlgorithm.cs

@@ -115,7 +115,6 @@ 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

@@ -151,7 +151,6 @@ 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

@@ -41,11 +41,9 @@ namespace QuantConnect.Algorithm.CSharp
             var aapl = QuantConnect.Symbol.Create("AAPL", SecurityType.Equity, Market.USA);
 
             _contract = OptionChain(aapl)
-                .OrderBy(symbol => symbol.ID.OptionRight)
-                .ThenBy(symbol => symbol.ID.StrikePrice)
-                .ThenBy(symbol => symbol.ID.Date)
-                .ThenBy(symbol => symbol.ID)
-                .FirstOrDefault(optionContract => optionContract.ID.OptionRight == OptionRight.Call);
+                .OrderBy(x => x.ID.Symbol)
+                .FirstOrDefault(optionContract => optionContract.ID.OptionRight == OptionRight.Call
+                    && optionContract.ID.OptionStyle == OptionStyle.American);
             AddOptionContract(_contract);
         }
 
@@ -87,7 +85,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 26;
+        public long DataPoints => 24;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -130,7 +128,6 @@ 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 => 25;
+        public long DataPoints => 24;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -125,7 +125,6 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", ""},
             {"Portfolio Turnover", "0%"},
-            {"Drawdown Recovery", "0"},
             {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
         };
     }

Algorithm.CSharp/AddBetaIndicatorNewAssetsRegressionAlgorithm.cs

@@ -1,152 +0,0 @@
-/*
- * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
- * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
- *
- * Licensed under the Apache License, Version 2.0 (the "License");
- * you may not use this file except in compliance with the License.
- * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
- *
- * Unless required by applicable law or agreed to in writing, software
- * distributed under the License is distributed on an "AS IS" BASIS,
- * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
- * See the License for the specific language governing permissions and
- * limitations under the License.
-*/
-
-using System;
-using System.Collections.Generic;
-using QuantConnect.Data;
-using QuantConnect.Indicators;
-using QuantConnect.Interfaces;
-using QuantConnect.Orders;
-using QuantConnect.Brokerages;
-
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// Regression test to explain how Beta indicator works
-    /// </summary>
-    public class AddBetaIndicatorNewAssetsRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
-    {
-        private Beta _beta;
-        private SimpleMovingAverage _sma;
-        private decimal _lastSMAValue;
-
-        public override void Initialize()
-        {
-            SetStartDate(2015, 05, 08);
-            SetEndDate(2017, 06, 15);
-            SetCash(10000);
-
-            AddCrypto("BTCUSD", Resolution.Daily);
-            AddEquity("SPY", Resolution.Daily);
-
-            EnableAutomaticIndicatorWarmUp = true;
-            _beta = B("BTCUSD", "SPY", 3, Resolution.Daily);
-            _sma = SMA("SPY", 3, Resolution.Daily);
-            _lastSMAValue = 0;
-
-            if (!_beta.IsReady)
-            {
-                throw new RegressionTestException("Beta indicator was expected to be ready");
-            }
-        }
-
-        public override void OnData(Slice slice)
-        {
-            var price = Securities["BTCUSD"].Price;
-
-            if (!Portfolio.Invested)
-            {
-                var quantityToBuy = (int)(Portfolio.Cash * 0.05m / price);
-                Buy("BTCUSD", quantityToBuy);
-            }
-
-            if (Math.Abs(_beta.Current.Value) > 2)
-            {
-                Liquidate("BTCUSD");
-                Log("Liquidated BTCUSD due to high Beta");
-            }
-
-            Log($"Beta between BTCUSD and SPY is: {_beta.Current.Value}");
-        }
-
-        public override void OnOrderEvent(OrderEvent orderEvent)
-        {
-            var order = Transactions.GetOrderById(orderEvent.OrderId);
-            var goUpwards = _lastSMAValue < _sma.Current.Value;
-            _lastSMAValue = _sma.Current.Value;
-
-            if (order.Status == OrderStatus.Filled)
-            {
-                if (order.Type == OrderType.Limit && Math.Abs(_beta.Current.Value - 1) < 0.2m && goUpwards)
-                {
-                    Transactions.CancelOpenOrders(order.Symbol);
-                }
-            }
-
-            if (order.Status == OrderStatus.Canceled)
-            {
-                Log(orderEvent.ToString());
-            }
-        }
-
-        public bool CanRunLocally { get; } = true;
-
-        /// <summary>
-        /// This is used by the regression test system to indicate which languages this algorithm is written in.
-        /// </summary>
-        public virtual List<Language> Languages { get; } = new() { Language.CSharp };
-
-        /// <summary>
-        /// Data Points count of all timeslices of algorithm
-        /// </summary>
-        public long DataPoints => 5798;
-
-        /// <summary>
-        /// Data Points count of the algorithm history
-        /// </summary>
-        public int AlgorithmHistoryDataPoints => 26;
-
-        /// <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", "436"},
-            {"Average Win", "0.28%"},
-            {"Average Loss", "-0.01%"},
-            {"Compounding Annual Return", "1.925%"},
-            {"Drawdown", "1.000%"},
-            {"Expectancy", "1.649"},
-            {"Start Equity", "10000.00"},
-            {"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", "25.25"},
-            {"Alpha", "0.003"},
-            {"Beta", "0.001"},
-            {"Annual Standard Deviation", "0.01"},
-            {"Annual Variance", "0"},
-            {"Information Ratio", "-0.495"},
-            {"Tracking Error", "0.111"},
-            {"Treynor Ratio", "2.716"},
-            {"Total Fees", "$0.00"},
-            {"Estimated Strategy Capacity", "$87000.00"},
-            {"Lowest Capacity Asset", "BTCUSD 2XR"},
-            {"Portfolio Turnover", "2.22%"},
-            {"Drawdown Recovery", "139"},
-            {"OrderListHash", "896ecc92440d51ed26644aac5b8706e4"}
-        };
-    }
-}

Algorithm.CSharp/AddBetaIndicatorRegressionAlgorithm.cs

@@ -47,7 +47,7 @@ namespace QuantConnect.Algorithm.CSharp
 
             if (!_beta.IsReady)
             {
-                throw new RegressionTestException("Beta indicator was expected to be ready");
+                throw new RegressionTestException("_beta indicator was expected to be ready");
             }
         }
 
@@ -60,7 +60,7 @@ namespace QuantConnect.Algorithm.CSharp
                 LimitOrder("IBM", 10, price * 0.1m);
                 StopMarketOrder("IBM", 10, price / 0.1m);
             }
-
+            
             if (_beta.Current.Value < 0m || _beta.Current.Value > 2.80m)
             {
                 throw new RegressionTestException($"_beta value was expected to be between 0 and 2.80 but was {_beta.Current.Value}");
@@ -145,7 +145,6 @@ 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

@@ -49,7 +49,7 @@ namespace QuantConnect.Algorithm.CSharp
                 contractDepthOffset: 0
             );
 
-            _futureContract = AddFutureContract(FuturesChain(_continuousContract.Symbol).First());
+            _futureContract = AddFutureContract(FutureChainProvider.GetFutureContractList(_continuousContract.Symbol, Time).First());
         }
 
         /// <summary>
@@ -115,12 +115,12 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 62;
+        public long DataPoints => 73;
 
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 1;
+        public int AlgorithmHistoryDataPoints => 0;
 
         /// <summary>
         /// Final status of the algorithm
@@ -158,8 +158,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$5500000.00"},
             {"Lowest Capacity Asset", "ES VMKLFZIH2MTD"},
             {"Portfolio Turnover", "66.80%"},
-            {"Drawdown Recovery", "0"},
-            {"OrderListHash", "39f1e15c27212d8fdd58aeb7fb2b93cc"}
+            {"OrderListHash", "579e2e83dd7e5e7648c47e9eff132460"}
         };
     }
 }

Algorithm.CSharp/AddFutureOptionContractDataStreamingRegressionAlgorithm.cs

@@ -164,12 +164,12 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 311881;
+        public long DataPoints => 311879;
 
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 2;
+        public int AlgorithmHistoryDataPoints => 0;
 
         /// <summary>
         /// Final status of the algorithm
@@ -207,7 +207,6 @@ 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

@@ -93,12 +93,12 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 9922;
+        public long DataPoints => 12169;
 
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 2;
+        public int AlgorithmHistoryDataPoints => 0;
 
         /// <summary>
         /// Final status of the algorithm
@@ -113,7 +113,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Orders", "20"},
             {"Average Win", "0%"},
             {"Average Loss", "0%"},
-            {"Compounding Annual Return", "88398927.578%"},
+            {"Compounding Annual Return", "386219349.202%"},
             {"Drawdown", "5.200%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},
@@ -136,7 +136,6 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$2600000.00"},
             {"Lowest Capacity Asset", "ES 31C3JQS9D84PW|ES XCZJLC9NOB29"},
             {"Portfolio Turnover", "495.15%"},
-            {"Drawdown Recovery", "0"},
             {"OrderListHash", "85257286f088992d599c1ad0799a6237"}
         };
     }

Algorithm.CSharp/AddFutureOptionContractWithInternalMappedUnderlyingRegressionAlgorithm.cs

@@ -1,145 +0,0 @@
-/*
- * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
- * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
- *
- * Licensed under the Apache License, Version 2.0 (the "License");
- * you may not use this file except in compliance with the License.
- * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
- *
- * Unless required by applicable law or agreed to in writing, software
- * distributed under the License is distributed on an "AS IS" BASIS,
- * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
- * See the License for the specific language governing permissions and
- * limitations under the License.
-*/
-
-using 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

@@ -108,7 +108,7 @@ namespace QuantConnect.Algorithm.CSharp
                 return;
             }
 
-            foreach (var chain in slice.OptionChains.Values.OrderBy(x => x.Symbol.Underlying.ID.Date))
+            foreach (var chain in slice.OptionChains.Values)
             {
                 var futureInvested = false;
                 var optionInvested = false;
@@ -220,7 +220,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 319494;
+        public long DataPoints => 608377;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -240,7 +240,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Orders", "2"},
             {"Average Win", "0%"},
             {"Average Loss", "0%"},
-            {"Compounding Annual Return", "309.669%"},
+            {"Compounding Annual Return", "347.065%"},
             {"Drawdown", "0.900%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},
@@ -263,7 +263,6 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$760000.00"},
             {"Lowest Capacity Asset", "ES XCZJLDQX2SRO|ES XCZJLC9NOB29"},
             {"Portfolio Turnover", "32.31%"},
-            {"Drawdown Recovery", "0"},
             {"OrderListHash", "7a04f66a30d793bf187c2695781ad3ee"}
         };
     }

Algorithm.CSharp/AddFutureUniverseSelectionModelRegressionAlgorithm.cs

@@ -1,131 +0,0 @@
-/*
- * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
- * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
- *
- * Licensed under the Apache License, Version 2.0 (the "License");
- * you may not use this file except in compliance with the License.
- * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
- *
- * Unless required by applicable law or agreed to in writing, software
- * distributed under the License is distributed on an "AS IS" BASIS,
- * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
- * See the License for the specific language governing permissions and
- * limitations under the License.
-*/
-
-using System.Collections.Generic;
-using QuantConnect.Algorithm.Framework.Selection;
-using QuantConnect.Interfaces;
-using System;
-using QuantConnect.Securities;
-using QuantConnect.Data.UniverseSelection;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// This example demonstrates how to use the FutureUniverseSelectionModel to select futures contracts for a given underlying asset.
-    /// The model is set to update daily, and the algorithm ensures that the selected contracts meet specific criteria.
-    /// This also includes a check to ensure that only future contracts are added to the algorithm's universe.
-    /// </summary>
-    public class AddFutureUniverseSelectionModelRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
-    {
-        public override void Initialize()
-        {
-            SetStartDate(2013, 10, 08);
-            SetEndDate(2013, 10, 10);
-
-            SetUniverseSelection(new FutureUniverseSelectionModel(
-                TimeSpan.FromDays(1),
-                time => new List<Symbol> {
-                    QuantConnect.Symbol.Create(Futures.Indices.SP500EMini, SecurityType.Future, Market.CME)
-                }
-            ));
-        }
-
-        public override void OnSecuritiesChanged(SecurityChanges changes)
-        {
-            if (changes.AddedSecurities.Count > 0)
-            {
-                foreach (var security in changes.AddedSecurities)
-                {
-                    if (security.Symbol.SecurityType != SecurityType.Future)
-                    {
-                        throw new RegressionTestException($"Expected future security, but found '{security.Symbol.SecurityType}'");
-                    }
-                    if (security.Symbol.ID.Symbol != "ES")
-                    {
-                        throw new RegressionTestException($"Expected future symbol 'ES', but found '{security.Symbol.ID.Symbol}");
-                    }
-                }
-            }
-        }
-
-        public override void OnEndOfAlgorithm()
-        {
-            if (ActiveSecurities.Count == 0)
-            {
-                throw new RegressionTestException("No active securities found. Expected at least one active security");
-            }
-        }
-
-        /// <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, Language.Python };
-
-        /// <summary>
-        /// Data Points count of all timeslices of algorithm
-        /// </summary>
-        public long DataPoints => 26094;
-
-        /// <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", "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", "-66.775"},
-            {"Tracking Error", "0.243"},
-            {"Treynor Ratio", "0"},
-            {"Total Fees", "$0.00"},
-            {"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 => 37598;
+        public long DataPoints => 37597;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -160,8 +160,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$5700000.00"},
             {"Lowest Capacity Asset", "AOL VRKS95ENLBYE|AOL R735QTJ8XC9X"},
             {"Portfolio Turnover", "0.55%"},
-            {"Drawdown Recovery", "0"},
-            {"OrderListHash", "fc5ab25181a01ca5ce39212f60eb0ecd"}
+            {"OrderListHash", "24191a4a3bf11c07622a21266618193d"}
         };
     }
 }

Algorithm.CSharp/AddOptionContractFromUniverseRegressionAlgorithm.cs

@@ -117,7 +117,7 @@ namespace QuantConnect.Algorithm.CSharp
                                                       && optionContract.ID.OptionStyle == OptionStyle.American);
                 AddOptionContract(option);
 
-                foreach (var symbol in new[] { option.Symbol, option.UnderlyingSymbol })
+                foreach (var symbol in new[] { option.Symbol, option.Underlying.Symbol })
                 {
                     var config = SubscriptionManager.SubscriptionDataConfigService.GetSubscriptionDataConfigs(symbol).ToList();
 
@@ -169,7 +169,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 5800;
+        public long DataPoints => 5798;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -212,8 +212,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$2800000.00"},
             {"Lowest Capacity Asset", "AOL VRKS95ENLBYE|AOL R735QTJ8XC9X"},
             {"Portfolio Turnover", "1.14%"},
-            {"Drawdown Recovery", "0"},
-            {"OrderListHash", "90aa4bf345a6ba5ea2b0b14e32d1598f"}
+            {"OrderListHash", "cde7b518b7ad6d86cff6e5e092d9a413"}
         };
     }
 }

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 => 3818;
+        public long DataPoints => 3814;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -159,7 +159,6 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$5000000.00"},
             {"Lowest Capacity Asset", "AAPL VXBK4R62CXGM|AAPL R735QTJ8XC9X"},
             {"Portfolio Turnover", "22.70%"},
-            {"Drawdown Recovery", "0"},
             {"OrderListHash", "29fd1b75f6db05dd823a6db7e8bd90a9"}
         };
     }

Algorithm.CSharp/AddOptionUniverseSelectionModelRegressionAlgorithm.cs

@@ -1,146 +0,0 @@
-/*
- * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
- * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
- *
- * Licensed under the Apache License, Version 2.0 (the "License");
- * you may not use this file except in compliance with the License.
- * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
- *
- * Unless required by applicable law or agreed to in writing, software
- * distributed under the License is distributed on an "AS IS" BASIS,
- * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
- * See the License for the specific language governing permissions and
- * limitations under the License.
-*/
-
-using System.Collections.Generic;
-using QuantConnect.Algorithm.Framework.Selection;
-using QuantConnect.Interfaces;
-using System;
-using QuantConnect.Data.UniverseSelection;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// This example demonstrates how to use the OptionUniverseSelectionModel to select options contracts based on specified conditions.
-    /// The model is updated daily and selects different options based on the current date.
-    /// The algorithm ensures that only valid option contracts are selected for the universe.
-    /// </summary>
-    public class AddOptionUniverseSelectionModelRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
-    {
-        private int _optionCount;
-        public override void Initialize()
-        {
-            SetStartDate(2014, 06, 05);
-            SetEndDate(2014, 06, 06);
-
-            UniverseSettings.Resolution = Resolution.Minute;
-            SetUniverseSelection(new OptionUniverseSelectionModel(
-                TimeSpan.FromDays(1),
-                SelectOptionChainSymbols
-            ));
-        }
-
-        private static IEnumerable<Symbol> SelectOptionChainSymbols(DateTime utcTime)
-        {
-            var newYorkTime = utcTime.ConvertFromUtc(TimeZones.NewYork);
-            if (newYorkTime.Date < new DateTime(2014, 06, 06))
-            {
-                yield return QuantConnect.Symbol.Create("TWX", SecurityType.Option, Market.USA);
-            }
-
-            if (newYorkTime.Date >= new DateTime(2014, 06, 06))
-            {
-                yield return QuantConnect.Symbol.Create("AAPL", SecurityType.Option, Market.USA);
-            }
-        }
-
-        public override void OnSecuritiesChanged(SecurityChanges changes)
-        {
-            if (changes.AddedSecurities.Count > 0)
-            {
-                foreach (var security in changes.AddedSecurities)
-                {
-                    var symbol = security.Symbol.Underlying == null ? security.Symbol : security.Symbol.Underlying;
-                    if (symbol != "AAPL" && symbol != "TWX")
-                    {
-                        throw new RegressionTestException($"Unexpected security {security.Symbol}");
-                    }
-                    _optionCount += (security.Symbol.SecurityType == SecurityType.Option) ? 1 : 0;
-                }
-            }
-        }
-
-        public override void OnEndOfAlgorithm()
-        {
-            if (ActiveSecurities.Count == 0)
-            {
-                throw new RegressionTestException("No active securities found. Expected at least one active security");
-            }
-            if (_optionCount == 0)
-            {
-                throw new RegressionTestException("The option count should be greater than 0");
-            }
-        }
-
-        /// <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, Language.Python };
-
-        /// <summary>
-        /// Data Points count of all timeslices of algorithm
-        /// </summary>
-        public long DataPoints => 1658168;
-
-        /// <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", "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/AddOptionWithOnMarketOpenOnlyFilterRegressionAlgorithm.cs

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

Algorithm.CSharp/AddRemoveOptionUniverseRegressionAlgorithm.cs

@@ -248,8 +248,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$4000.00"},
             {"Lowest Capacity Asset", "GOOCV 305RBQ2BZBZT2|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "2.58%"},
-            {"Drawdown Recovery", "0"},
-            {"OrderListHash", "12037c87de17d6e62eadd99c70a0685e"}
+            {"OrderListHash", "09f766c470a8bcf4bb6862da52bf25a7"}
         };
     }
 }

Algorithm.CSharp/AddRemoveSecurityCacheRegressionAlgorithm.cs

@@ -59,7 +59,7 @@ namespace QuantConnect.Algorithm.CSharp
 
                 var ticket = MarketOrder("AIG", 1);
 
-                if (ticket.Status != OrderStatus.Invalid || aig.HasData || aig.Price != 0)
+                if (ticket.Status != OrderStatus.Invalid)
                 {
                     throw new RegressionTestException("Expected order to always be invalid because there is no data yet!");
                 }
@@ -83,7 +83,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 15042;
+        public long DataPoints => 11202;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -126,7 +126,6 @@ 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 => 7065;
+        public long DataPoints => 7063;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -153,8 +153,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$4700000.00"},
             {"Lowest Capacity Asset", "AIG R735QTJ8XC9X"},
             {"Portfolio Turnover", "29.88%"},
-            {"Drawdown Recovery", "2"},
-            {"OrderListHash", "f04b3521256c7d6740966bc3df34e7b1"}
+            {"OrderListHash", "6061ecfbb89eb365dff913410d279b7c"}
         };
     }
 }

Algorithm.CSharp/AddRiskManagementAlgorithm.cs

@@ -105,7 +105,6 @@ 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 => 1579;
+        public long DataPoints => 1578;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -144,7 +144,6 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$6200000.00"},
             {"Lowest Capacity Asset", "AAPL VXBK4QA5EM92|AAPL R735QTJ8XC9X"},
             {"Portfolio Turnover", "90.27%"},
-            {"Drawdown Recovery", "0"},
             {"OrderListHash", "a111609c2c64554268539b5798e5b31f"}
         };
     }

Algorithm.CSharp/AddUniverseSelectionModelAlgorithm.cs

@@ -124,7 +124,6 @@ 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

@@ -135,7 +135,6 @@ 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

@@ -199,7 +199,6 @@ 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

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

Algorithm.CSharp/AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs

@@ -281,7 +281,6 @@ 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

@@ -119,7 +119,6 @@ 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 = FutureChainProvider.GetFutureContractList(SP500, StartDate).First();
 
             // Test case: custom IndicatorBase<QuoteBar> indicator using Future unsubscribed symbol
             var indicator1 = new CustomIndicator();
@@ -151,7 +151,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 85;
+        public int AlgorithmHistoryDataPoints => 84;
 
         /// <summary>
         /// Final status of the algorithm
@@ -189,7 +189,6 @@ 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

@@ -82,7 +82,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 18;
+        public int AlgorithmHistoryDataPoints => 21;
 
         /// <summary>
         /// Final status of the algorithm
@@ -120,7 +120,6 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", ""},
             {"Portfolio Turnover", "0%"},
-            {"Drawdown Recovery", "0"},
             {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
         };
     }

Algorithm.CSharp/AutomaticIndicatorWarmupRegressionAlgorithm.cs

@@ -151,7 +151,6 @@ 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

@@ -1,137 +0,0 @@
-/*
- * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
- * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
- *
- * Licensed under the Apache License, Version 2.0 (the "License");
- * you may not use this file except in compliance with the License.
- * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
- *
- * Unless required by applicable law or agreed to in writing, software
- * distributed under the License is distributed on an "AS IS" BASIS,
- * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
- * See the License for the specific language governing permissions and
- * limitations under the License.
- *
-*/
-
-using 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 => 126222;
+        public long DataPoints => 126221;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -162,7 +162,6 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", ""},
             {"Portfolio Turnover", "0%"},
-            {"Drawdown Recovery", "0"},
             {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
         };
     }

Algorithm.CSharp/BacktestingAsynchronousOrdersRegressionAlgorithm.cs

@@ -1,156 +0,0 @@
-/*
- * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
- * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
- *
- * Licensed under the Apache License, Version 2.0 (the "License");
- * you may not use this file except in compliance with the License.
- * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
- *
- * Unless required by applicable law or agreed to in writing, software
- * distributed under the License is distributed on an "AS IS" BASIS,
- * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
- * See the License for the specific language governing permissions and
- * limitations under the License.
-*/
-
-using 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

@@ -339,8 +339,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "17.02%"},
-            {"Drawdown Recovery", "0"},
-            {"OrderListHash", "a7ce5ff2bbe0fe273cf1631ea5a73fa6"}
+            {"OrderListHash", "b1e5e72fb766ab894204bc4b1300912b"}
         };
     }
 }

Algorithm.CSharp/BasicSetAccountCurrencyAlgorithm.cs

@@ -77,7 +77,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 15;
+        public int AlgorithmHistoryDataPoints => 120;
 
         /// <summary>
         /// Final status of the algorithm
@@ -115,7 +115,6 @@ 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 => 15;
+        public int AlgorithmHistoryDataPoints => 120;
 
         /// <summary>
         /// Final status of the algorithm
@@ -85,7 +85,6 @@ 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

@@ -118,7 +118,6 @@ 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

@@ -112,7 +112,6 @@ 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

@@ -18,6 +18,7 @@ using QuantConnect.Data;
 using QuantConnect.Orders;
 using QuantConnect.Interfaces;
 using System.Collections.Generic;
+using System.Linq;
 using QuantConnect.Data.UniverseSelection;
 using QuantConnect.Indicators;
 using QuantConnect.Securities;
@@ -117,7 +118,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 162575;
+        public long DataPoints => 713369;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -160,8 +161,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$7100000.00"},
             {"Lowest Capacity Asset", "ES VMKLFZIH2MTD"},
             {"Portfolio Turnover", "2.33%"},
-            {"Drawdown Recovery", "37"},
-            {"OrderListHash", "223735440010fcec5889bb7becacfa82"}
+            {"OrderListHash", "9c524830ffc7354327638142ae62acd2"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs

@@ -123,7 +123,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 504530;
+        public long DataPoints => 2217299;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -166,8 +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"}
+            {"OrderListHash", "f60fc7dcba2c1ff077afeb191aee5008"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateCryptoAlgorithm.cs

@@ -167,7 +167,11 @@ namespace QuantConnect.Algorithm.CSharp
                 {
                     if (Portfolio.CashBook["LTC"].Amount > 0)
                     {
+                        // The following two statements currently behave differently if we have initial holdings:
+                        // https://github.com/QuantConnect/Lean/issues/1860
+
                         Liquidate("LTCUSD");
+                        // SetHoldings("LTCUSD", 0);
                     }
                 }
             }
@@ -202,7 +206,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 35;
+        public int AlgorithmHistoryDataPoints => 240;
 
         /// <summary>
         /// Final status of the algorithm
@@ -220,7 +224,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Compounding Annual Return", "0%"},
             {"Drawdown", "0%"},
             {"Expectancy", "0"},
-            {"Start Equity", "31592.84"},
+            {"Start Equity", "31588.24"},
             {"End Equity", "30866.71"},
             {"Net Profit", "0%"},
             {"Sharpe Ratio", "0"},
@@ -240,7 +244,6 @@ 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

@@ -276,7 +276,6 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$500000000.00"},
             {"Lowest Capacity Asset", "ADAUSDT 18R"},
             {"Portfolio Turnover", "0.16%"},
-            {"Drawdown Recovery", "0"},
             {"OrderListHash", "dcc4f964b5549c753123848c32eaee41"}
         };
     }

Algorithm.CSharp/BasicTemplateCryptoFutureHourlyAlgorithm.cs

@@ -239,7 +239,6 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$370000000.00"},
             {"Lowest Capacity Asset", "ADAUSDT 18R"},
             {"Portfolio Turnover", "0.12%"},
-            {"Drawdown Recovery", "0"},
             {"OrderListHash", "50a51d06d03a5355248a6bccef1ca521"}
         };
     }

Algorithm.CSharp/BasicTemplateDailyAlgorithm.cs

@@ -109,7 +109,6 @@ 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

@@ -56,7 +56,7 @@ namespace QuantConnect.Algorithm.CSharp
             _continuousContract.SetFilter(TimeSpan.Zero, TimeSpan.FromDays(180));
             _mappedSymbol = _continuousContract.Mapped;
 
-            var benchmark = AddIndex("SX5E");
+            var benchmark = AddIndex("SX5E", market: Market.EUREX);
             SetBenchmark(benchmark.Symbol);
 
             var seeder = new FuncSecuritySeeder(GetLastKnownPrices);
@@ -190,12 +190,12 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 94326;
+        public long DataPoints => 133945;
 
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 0;
+        public int AlgorithmHistoryDataPoints => 26;
 
         /// <summary>
         /// Final status of the algorithm
@@ -233,8 +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"}
+            {"OrderListHash", "54040d29a467becaedcf59d79323321b"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateFrameworkAlgorithm.cs

@@ -130,7 +130,6 @@ 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

@@ -176,7 +176,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 727;
+        public long DataPoints => 1190;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -219,8 +219,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "ES VMKLFZIH2MTD"},
             {"Portfolio Turnover", "0.13%"},
-            {"Drawdown Recovery", "0"},
-            {"OrderListHash", "a6ccce3a1a7f549f887d83e84bfa878d"}
+            {"OrderListHash", "273dd05b937c075b75baf8af46d3c7de"}
         };
-    }
+    }  
 }

Algorithm.CSharp/BasicTemplateFuturesAlgorithm.cs

@@ -149,12 +149,12 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 40308;
+        public long DataPoints => 75403;
 
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 354;
+        public int AlgorithmHistoryDataPoints => 340;
 
         /// <summary>
         /// Final status of the algorithm
@@ -169,7 +169,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Orders", "2700"},
             {"Average Win", "0.00%"},
             {"Average Loss", "0.00%"},
-            {"Compounding Annual Return", "-99.597%"},
+            {"Compounding Annual Return", "-99.777%"},
             {"Drawdown", "4.400%"},
             {"Expectancy", "-0.724"},
             {"Start Equity", "1000000"},
@@ -192,7 +192,6 @@ 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

@@ -18,8 +18,8 @@ using System;
 using System.Collections.Generic;
 using System.Linq;
 using QuantConnect.Data;
-using QuantConnect.Data.UniverseSelection;
 using QuantConnect.Interfaces;
+using QuantConnect.Orders;
 using QuantConnect.Securities;
 using QuantConnect.Securities.Future;
 
@@ -104,16 +104,6 @@ namespace QuantConnect.Algorithm.CSharp
             }
         }
 
-        public override void OnSecuritiesChanged(SecurityChanges changes)
-        {
-            if (changes.RemovedSecurities.Count > 0 &&
-                Portfolio.Invested &&
-                Securities.Values.Where(x => x.Invested).All(x => x.Exchange.Hours.IsOpen(Time, true)))
-            {
-                Liquidate();
-            }
-        }
-
         /// <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>
@@ -127,7 +117,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public virtual long DataPoints => 5861;
+        public virtual long DataPoints => 12452;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -144,34 +134,33 @@ namespace QuantConnect.Algorithm.CSharp
         /// </summary>
         public virtual Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
         {
-            {"Total Orders", "34"},
+            {"Total Orders", "32"},
             {"Average Win", "0.33%"},
             {"Average Loss", "-0.04%"},
-            {"Compounding Annual Return", "0.106%"},
+            {"Compounding Annual Return", "0.110%"},
             {"Drawdown", "0.300%"},
-            {"Expectancy", "0.178"},
+            {"Expectancy", "0.184"},
             {"Start Equity", "1000000"},
-            {"End Equity", "1001066.2"},
-            {"Net Profit", "0.107%"},
-            {"Sharpe Ratio", "-1.695"},
-            {"Sortino Ratio", "-0.804"},
-            {"Probabilistic Sharpe Ratio", "14.797%"},
+            {"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", "9.01"},
+            {"Profit-Loss Ratio", "8.47"},
             {"Alpha", "-0.007"},
             {"Beta", "0.002"},
             {"Annual Standard Deviation", "0.004"},
             {"Annual Variance", "0"},
             {"Information Ratio", "-1.353"},
             {"Tracking Error", "0.089"},
-            {"Treynor Ratio", "-4.112"},
-            {"Total Fees", "$76.30"},
+            {"Treynor Ratio", "-4.099"},
+            {"Total Fees", "$72.00"},
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "ES VRJST036ZY0X"},
-            {"Portfolio Turnover", "0.92%"},
-            {"Drawdown Recovery", "69"},
-            {"OrderListHash", "ddaa9dd20647fdbc4811d6e64bb30a40"}
+            {"Portfolio Turnover", "0.87%"},
+            {"OrderListHash", "168731c8f3a19f230cc1410818b3b573"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateFuturesFrameworkAlgorithm.cs

@@ -136,7 +136,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public virtual long DataPoints => 24883;
+        public virtual long DataPoints => 57759;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -179,7 +179,6 @@ 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

@@ -41,7 +41,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 70262;
+        public override long DataPoints => 163415;
 
         /// <summary>
         /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
@@ -74,7 +74,6 @@ 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

@@ -140,12 +140,12 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public virtual long DataPoints => 25316;
+        public virtual long DataPoints => 48690;
 
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public virtual int AlgorithmHistoryDataPoints => 6075;
+        public virtual int AlgorithmHistoryDataPoints => 5305;
 
         /// <summary>
         /// Final status of the algorithm
@@ -183,7 +183,6 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", ""},
             {"Portfolio Turnover", "0%"},
-            {"Drawdown Recovery", "0"},
             {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
         };
     }

Algorithm.CSharp/BasicTemplateFuturesHistoryWithExtendedMarketHoursAlgorithm.cs

@@ -47,7 +47,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 76063;
+        public override long DataPoints => 147771;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -90,7 +90,6 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", ""},
             {"Portfolio Turnover", "0%"},
-            {"Drawdown Recovery", "0"},
             {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
         };
     }

Algorithm.CSharp/BasicTemplateFuturesHourlyAlgorithm.cs

@@ -14,7 +14,12 @@
  *
 */
 
+using System;
 using System.Collections.Generic;
+using System.Linq;
+using QuantConnect.Data;
+using QuantConnect.Interfaces;
+using QuantConnect.Securities;
 
 namespace QuantConnect.Algorithm.CSharp
 {
@@ -36,41 +41,40 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 25312;
+        public override long DataPoints => 87289;
 
         /// <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", "718"},
+            {"Total Orders", "716"},
             {"Average Win", "0.03%"},
             {"Average Loss", "-0.01%"},
-            {"Compounding Annual Return", "-1.720%"},
+            {"Compounding Annual Return", "-1.716%"},
             {"Drawdown", "1.700%"},
             {"Expectancy", "-0.770"},
             {"Start Equity", "1000000"},
-            {"End Equity", "982676.58"},
-            {"Net Profit", "-1.732%"},
-            {"Sharpe Ratio", "-8.877"},
-            {"Sortino Ratio", "-5.476"},
+            {"End Equity", "982718.38"},
+            {"Net Profit", "-1.728%"},
+            {"Sharpe Ratio", "-8.845"},
+            {"Sortino Ratio", "-5.449"},
             {"Probabilistic Sharpe Ratio", "0.000%"},
             {"Loss Rate", "96%"},
             {"Win Rate", "4%"},
-            {"Profit-Loss Ratio", "4.90"},
+            {"Profit-Loss Ratio", "4.89"},
             {"Alpha", "-0.018"},
             {"Beta", "-0.002"},
             {"Annual Standard Deviation", "0.002"},
             {"Annual Variance", "0"},
-            {"Information Ratio", "-1.484"},
+            {"Information Ratio", "-1.483"},
             {"Tracking Error", "0.089"},
-            {"Treynor Ratio", "9.171"},
-            {"Total Fees", "$1638.42"},
+            {"Treynor Ratio", "9.102"},
+            {"Total Fees", "$1634.12"},
             {"Estimated Strategy Capacity", "$8000.00"},
             {"Lowest Capacity Asset", "ES VP274HSU1AF5"},
-            {"Portfolio Turnover", "20.14%"},
-            {"Drawdown Recovery", "0"},
-            {"OrderListHash", "f6482c8757f82cb9f4c058e3ed6bc494"}
+            {"Portfolio Turnover", "20.10%"},
+            {"OrderListHash", "aa7e574f86b70428ca0afae381be80ba"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketAlgorithm.cs

@@ -149,12 +149,12 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 117079;
+        public long DataPoints => 224662;
 
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 354;
+        public int AlgorithmHistoryDataPoints => 340;
 
         /// <summary>
         /// Final status of the algorithm
@@ -192,7 +192,6 @@ 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

@@ -14,7 +14,14 @@
  *
 */
 
+using System;
 using System.Collections.Generic;
+using System.Linq;
+using QuantConnect.Data;
+using QuantConnect.Interfaces;
+using QuantConnect.Orders;
+using QuantConnect.Securities;
+using QuantConnect.Securities.Future;
 
 namespace QuantConnect.Algorithm.CSharp
 {
@@ -36,41 +43,40 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 5965;
+        public override long DataPoints => 14790;
 
         /// <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", "0.102%"},
             {"Drawdown", "0.300%"},
-            {"Expectancy", "0.184"},
+            {"Expectancy", "0.171"},
             {"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", "1001024.4"},
+            {"Net Profit", "0.102%"},
+            {"Sharpe Ratio", "-1.702"},
+            {"Sortino Ratio", "-0.836"},
+            {"Probabilistic Sharpe Ratio", "14.653%"},
+            {"Loss Rate", "89%"},
+            {"Win Rate", "11%"},
+            {"Profit-Loss Ratio", "9.54"},
             {"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", "-4.126"},
+            {"Total Fees", "$80.60"},
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "ES VRJST036ZY0X"},
-            {"Portfolio Turnover", "0.87%"},
-            {"Drawdown Recovery", "69"},
-            {"OrderListHash", "741a26424d2210171ad849d92fc75d23"}
+            {"Portfolio Turnover", "0.97%"},
+            {"OrderListHash", "52c852d720692fab1e12212b2aba03d4"}
         };
     }
 }

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 => 228834;
 
         /// <summary>
         /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
@@ -74,8 +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"}
+            {"OrderListHash", "424536177e9be5895bab50638ef43a9d"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateHourlyAlgorithm.cs

@@ -118,8 +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"}
+            {"OrderListHash", "966f8355817adbc8c724d1062691a60b"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateIndexAlgorithm.cs

@@ -170,7 +170,6 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$3000.00"},
             {"Lowest Capacity Asset", "SPX XL80P3GHDZXQ|SPX 31"},
             {"Portfolio Turnover", "23.97%"},
-            {"Drawdown Recovery", "9"},
             {"OrderListHash", "51f1bc2ea080df79748dc66c2520b782"}
         };
     }

Algorithm.CSharp/BasicTemplateIndexDailyAlgorithm.cs

@@ -70,7 +70,7 @@ namespace QuantConnect.Algorithm.CSharp
             }
 
             var openInterest = Securities[SpxOption].Cache.GetAll<OpenInterest>();
-            if (openInterest.Single().EndTime != new DateTime(2021, 1, 15, 15, 15, 0))
+            if (openInterest.Single().EndTime != new DateTime(2021, 1, 15, 23, 0, 0))
             {
                 throw new ArgumentException($"Unexpected open interest time: {openInterest.Single().EndTime}");
             }
@@ -106,7 +106,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 122;
+        public override long DataPoints => 121;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -126,7 +126,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Orders", "11"},
             {"Average Win", "0%"},
             {"Average Loss", "0%"},
-            {"Compounding Annual Return", "653.545%"},
+            {"Compounding Annual Return", "621.484%"},
             {"Drawdown", "0%"},
             {"Expectancy", "0"},
             {"Start Equity", "1000000"},
@@ -149,7 +149,6 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "SPX XL80P3GHDZXQ|SPX 31"},
             {"Portfolio Turnover", "2.42%"},
-            {"Drawdown Recovery", "0"},
             {"OrderListHash", "61e8517ac3da6bed414ef23d26736fef"}
         };
     }

Algorithm.CSharp/BasicTemplateIndexHourlyAlgorithm.cs

@@ -66,8 +66,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$300000.00"},
             {"Lowest Capacity Asset", "SPX XL80P3GHDZXQ|SPX 31"},
             {"Portfolio Turnover", "24.63%"},
-            {"Drawdown Recovery", "0"},
-            {"OrderListHash", "5595ab834c2584c1d124ad575e88cc1a"}
+            {"OrderListHash", "44325fc1fdebb8e54f64a3f6e8a4bcd7"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateIndexOptionsDailyAlgorithm.cs

@@ -67,7 +67,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 360;
+        public override long DataPoints => 356;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -110,8 +110,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "SPX XL80P59H5E6M|SPX 31"},
             {"Portfolio Turnover", "0.00%"},
-            {"Drawdown Recovery", "0"},
-            {"OrderListHash", "8340619d603921c1ce261287890b9c1c"}
+            {"OrderListHash", "285cec32c0947f0e8cf90ccb672cfa43"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateIndexOptionsHourlyAlgorithm.cs

@@ -81,8 +81,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "SPX XL80P59H5E6M|SPX 31"},
             {"Portfolio Turnover", "0.00%"},
-            {"Drawdown Recovery", "0"},
-            {"OrderListHash", "1c5f424cfe62777733ee68a20320bb8d"}
+            {"OrderListHash", "75e6584cb26058b09720c3a828b9fbda"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateIndiaAlgorithm.cs

@@ -128,8 +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"}
+            {"OrderListHash", "7a0257f08e3bb9143b825e07ab47fea0"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateIndiaIndexAlgorithm.cs

@@ -152,8 +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"}
+            {"OrderListHash", "79ab9ec506959c562be8b3cdbb174c39"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateOptionEquityStrategyAlgorithm.cs

@@ -145,7 +145,6 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$69000.00"},
             {"Lowest Capacity Asset", "GOOCV W78ZERHAOVVQ|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "61.31%"},
-            {"Drawdown Recovery", "0"},
             {"OrderListHash", "35d406df401e5b27244e20f5ec57346e"}
         };
     }

Algorithm.CSharp/BasicTemplateOptionStrategyAlgorithm.cs

@@ -155,7 +155,6 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$4000.00"},
             {"Lowest Capacity Asset", "GOOCV W78ZFMEBBB2E|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "338.60%"},
-            {"Drawdown Recovery", "0"},
             {"OrderListHash", "301c15063f6e269023d144ca69a765da"}
         };
     }

Algorithm.CSharp/BasicTemplateOptionsAlgorithm.cs

@@ -152,7 +152,6 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$1300000.00"},
             {"Lowest Capacity Asset", "GOOCV 30AKMEIPOSS1Y|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "10.71%"},
-            {"Drawdown Recovery", "0"},
             {"OrderListHash", "8a36462ee0349c04d01d464e592dd347"}
         };
     }

Algorithm.CSharp/BasicTemplateOptionsConsolidationAlgorithm.cs

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

Algorithm.CSharp/BasicTemplateOptionsDailyAlgorithm.cs

@@ -165,8 +165,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$72000.00"},
             {"Lowest Capacity Asset", "AAPL W78ZEO2985GM|AAPL R735QTJ8XC9X"},
             {"Portfolio Turnover", "0.02%"},
-            {"Drawdown Recovery", "0"},
-            {"OrderListHash", "5e20fad3461ac9998afe8d76ad43b25c"}
+            {"OrderListHash", "b3125e0af79da0f5eea4cfda09806324"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateOptionsFilterUniverseAlgorithm.cs

@@ -142,8 +142,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "15.08%"},
-            {"Drawdown Recovery", "0"},
-            {"OrderListHash", "f68f6d64a5721ee148bc3c643f8d1b7f"}
+            {"OrderListHash", "db6a1134ad325bce31c2bdd2e87ff5f4"}
         };
     }
 }

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 => 17487;
+        public long DataPoints => 17486;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -182,8 +182,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "AAPL R735QTJ8XC9X"},
             {"Portfolio Turnover", "13.50%"},
-            {"Drawdown Recovery", "2"},
-            {"OrderListHash", "d40c84371facba5dac8a2c919ea75807"}
+            {"OrderListHash", "cf14a7ce9c86e6844051820fd4c9394c"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateOptionsHourlyAlgorithm.cs

@@ -152,7 +152,6 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$1000.00"},
             {"Lowest Capacity Asset", "AAPL 2ZTXYMUAHCIAU|AAPL R735QTJ8XC9X"},
             {"Portfolio Turnover", "2.28%"},
-            {"Drawdown Recovery", "0"},
             {"OrderListHash", "7804b3dcf20d3096a2265a289fa81cd3"}
         };
     }

Algorithm.CSharp/BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs

@@ -121,20 +121,20 @@ namespace QuantConnect.Algorithm.CSharp
         public virtual Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
         {
             {"Total Orders", "5"},
-            {"Average Win", "0.63%"},
-            {"Average Loss", "-0.03%"},
+            {"Average Win", "0%"},
+            {"Average Loss", "-0.69%"},
             {"Compounding Annual Return", "54.478%"},
             {"Drawdown", "0.400%"},
-            {"Expectancy", "23.219"},
+            {"Expectancy", "-0.5"},
             {"Start Equity", "1000000"},
             {"End Equity", "1006025"},
             {"Net Profit", "0.602%"},
             {"Sharpe Ratio", "2.62"},
             {"Sortino Ratio", "0"},
             {"Probabilistic Sharpe Ratio", "63.221%"},
-            {"Loss Rate", "0%"},
-            {"Win Rate", "100%"},
-            {"Profit-Loss Ratio", "23.22"},
+            {"Loss Rate", "50%"},
+            {"Win Rate", "50%"},
+            {"Profit-Loss Ratio", "0"},
             {"Alpha", "0.067"},
             {"Beta", "-0.013"},
             {"Annual Standard Deviation", "0.004"},
@@ -146,8 +146,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$580000.00"},
             {"Lowest Capacity Asset", "SPXW 31K54PVWHUJHQ|SPX 31"},
             {"Portfolio Turnover", "0.40%"},
-            {"Drawdown Recovery", "0"},
-            {"OrderListHash", "db5e3681c5fa1888262f2370a9b14c11"}
+            {"OrderListHash", "07a085baedb37bb7c8d460558ea77e88"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs

@@ -127,11 +127,11 @@ namespace QuantConnect.Algorithm.CSharp
         public virtual Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
         {
             {"Total Orders", "10"},
-            {"Average Win", "0.46%"},
+            {"Average Win", "0.47%"},
             {"Average Loss", "-0.01%"},
             {"Compounding Annual Return", "101.998%"},
             {"Drawdown", "0.100%"},
-            {"Expectancy", "24.137"},
+            {"Expectancy", "24.484"},
             {"Start Equity", "1000000"},
             {"End Equity", "1009050"},
             {"Net Profit", "0.905%"},
@@ -140,7 +140,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Probabilistic Sharpe Ratio", "95.546%"},
             {"Loss Rate", "50%"},
             {"Win Rate", "50%"},
-            {"Profit-Loss Ratio", "49.27"},
+            {"Profit-Loss Ratio", "49.97"},
             {"Alpha", "-2.01"},
             {"Beta", "0.307"},
             {"Annual Standard Deviation", "0.021"},
@@ -152,8 +152,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$13000000.00"},
             {"Lowest Capacity Asset", "SPXW XKX6S2GM9PGU|SPX 31"},
             {"Portfolio Turnover", "0.28%"},
-            {"Drawdown Recovery", "2"},
-            {"OrderListHash", "17764ae9e216d003b1f3ce68d15b68ef"}
+            {"OrderListHash", "c1a9bc141ae25c9542b93a887e79dafe"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateTradableIndexAlgorithm.cs

@@ -89,7 +89,6 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$3000.00"},
             {"Lowest Capacity Asset", "SPX XL80P3GHDZXQ|SPX 31"},
             {"Portfolio Turnover", "24.03%"},
-            {"Drawdown Recovery", "9"},
             {"OrderListHash", "fcd6fddb0a315e21095c2b35eb633e2b"}
         };
     }

Algorithm.CSharp/Benchmarks/EmptySPXOptionChainBenchmark.cs

@@ -1,34 +0,0 @@
-/*
- * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
- * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
- *
- * Licensed under the Apache License, Version 2.0 (the "License");
- * you may not use this file except in compliance with the License.
- * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
- *
- * Unless required by applicable law or agreed to in writing, software
- * distributed under the License is distributed on an "AS IS" BASIS,
- * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
- * See the License for the specific language governing permissions and
- * limitations under the License.
-*/
-
-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 => 5;
+        public override int AlgorithmHistoryDataPoints => 28;
 
         /// <summary>
         /// Final status of the algorithm
@@ -84,7 +84,6 @@ 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 => 5;
+        public override int AlgorithmHistoryDataPoints => 28;
 
         /// <summary>
         /// Final status of the algorithm
@@ -84,7 +84,6 @@ 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 => 5;
+        public override int AlgorithmHistoryDataPoints => 28;
 
         /// <summary>
         /// Final status of the algorithm
@@ -83,7 +83,6 @@ 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 => 5;
+        public override int AlgorithmHistoryDataPoints => 28;
 
         /// <summary>
         /// Final status of the algorithm
@@ -83,7 +83,6 @@ 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

@@ -119,7 +119,6 @@ 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

@@ -226,7 +226,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 10;
+        public int AlgorithmHistoryDataPoints => 60;
 
         /// <summary>
         /// Final status of the algorithm
@@ -244,7 +244,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Compounding Annual Return", "0%"},
             {"Drawdown", "0%"},
             {"Expectancy", "0"},
-            {"Start Equity", "100285.85"},
+            {"Start Equity", "100285.86"},
             {"End Equity", "100285.26"},
             {"Net Profit", "0%"},
             {"Sharpe Ratio", "0"},
@@ -264,7 +264,6 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$200000000.00"},
             {"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 => 10;
+        public int AlgorithmHistoryDataPoints => 60;
 
         /// <summary>
         /// Final status of the algorithm
@@ -153,8 +153,8 @@ namespace QuantConnect.Algorithm.CSharp
             {"Compounding Annual Return", "0%"},
             {"Drawdown", "0%"},
             {"Expectancy", "0"},
-            {"Start Equity", "117170.74"},
-            {"End Equity", "117244.52"},
+            {"Start Equity", "117171.12"},
+            {"End Equity", "117244.50"},
             {"Net Profit", "0%"},
             {"Sharpe Ratio", "0"},
             {"Sortino Ratio", "0"},
@@ -173,8 +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"}
+            {"OrderListHash", "7426da82dca9e493acbc53c7b9f449f0"}
         };
     }
 }