Fix unit and regression tests

.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

@@ -32,4 +32,4 @@ 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

@@ -13,8 +13,6 @@ jobs:
     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
@@ -30,15 +28,9 @@ 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/research-regression-tests.yml

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

@@ -30,11 +30,11 @@ jobs:
             # Build
             dotnet build /p:Configuration=Release /v:quiet /p:WarningLevel=1 QuantConnect.Lean.sln && \
             # Python Virtual Environment System Packages
-            python -m venv /lean-testenv --system-site-packages && . /lean-testenv/bin/activate && pip install --no-cache-dir lean==1.0.221 && 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 +46,17 @@ 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 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|KerasTest|PyvinecopulibTest" --blame-hang-timeout 120seconds --blame-crash && \
+            dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.Mlforecast" --blame-hang-timeout 120seconds --blame-crash && \
+            dotnet test ./Tests/bin/Release/QuantConnect.Tests.dll --filter "FullyQualifiedName=QuantConnect.Tests.Python.PythonPackagesTests.MlxtendTest|Thinc" --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/

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

@@ -1,11 +1,11 @@
 /*
  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
- *
- * Licensed under the Apache License, Version 2.0 (the "License");
+ * 
+ * Licensed under the Apache License, Version 2.0 (the "License"); 
  * you may not use this file except in compliance with the License.
  * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
- *
+ * 
  * Unless required by applicable law or agreed to in writing, software
  * distributed under the License is distributed on an "AS IS" BASIS,
  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
@@ -107,7 +107,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 26;
+        public int AlgorithmHistoryDataPoints => 77;
 
         /// <summary>
         /// Final status of the algorithm
@@ -122,18 +122,18 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Orders", "436"},
             {"Average Win", "0.28%"},
             {"Average Loss", "-0.01%"},
-            {"Compounding Annual Return", "1.925%"},
+            {"Compounding Annual Return", "1.926%"},
             {"Drawdown", "1.000%"},
-            {"Expectancy", "1.649"},
+            {"Expectancy", "1.650"},
             {"Start Equity", "10000.00"},
-            {"End Equity", "10410.99"},
-            {"Net Profit", "4.110%"},
+            {"End Equity", "10411.11"},
+            {"Net Profit", "4.111%"},
             {"Sharpe Ratio", "0.332"},
             {"Sortino Ratio", "0.313"},
             {"Probabilistic Sharpe Ratio", "74.084%"},
             {"Loss Rate", "90%"},
             {"Win Rate", "10%"},
-            {"Profit-Loss Ratio", "25.25"},
+            {"Profit-Loss Ratio", "25.26"},
             {"Alpha", "0.003"},
             {"Beta", "0.001"},
             {"Annual Standard Deviation", "0.01"},
@@ -145,8 +145,7 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "$87000.00"},
             {"Lowest Capacity Asset", "BTCUSD 2XR"},
             {"Portfolio Turnover", "2.22%"},
-            {"Drawdown Recovery", "139"},
-            {"OrderListHash", "896ecc92440d51ed26644aac5b8706e4"}
+            {"OrderListHash", "4fcffc45d82203bb6ded8a0e86070b4f"}
         };
     }
 }

Algorithm.CSharp/AddBetaIndicatorRegressionAlgorithm.cs

@@ -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 => 61;
+        public long DataPoints => 76;
 
         /// <summary>
         /// Data Points count of the algorithm history
         /// </summary>
-        public int AlgorithmHistoryDataPoints => 1;
+        public int AlgorithmHistoryDataPoints => 0;
 
         /// <summary>
         /// Final status of the algorithm
@@ -132,34 +132,33 @@ namespace QuantConnect.Algorithm.CSharp
         /// </summary>
         public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
         {
-            {"Total Orders", "4"},
+            {"Total Orders", "3"},
             {"Average Win", "0%"},
-            {"Average Loss", "-0.10%"},
-            {"Compounding Annual Return", "-14.232%"},
-            {"Drawdown", "0.200%"},
+            {"Average Loss", "-0.03%"},
+            {"Compounding Annual Return", "-2.594%"},
+            {"Drawdown", "0.000%"},
             {"Expectancy", "-1"},
             {"Start Equity", "100000"},
-            {"End Equity", "99803.9"},
-            {"Net Profit", "-0.196%"},
-            {"Sharpe Ratio", "-7.95"},
+            {"End Equity", "99966.4"},
+            {"Net Profit", "-0.034%"},
+            {"Sharpe Ratio", "-10.666"},
             {"Sortino Ratio", "0"},
             {"Probabilistic Sharpe Ratio", "1.216%"},
             {"Loss Rate", "100%"},
             {"Win Rate", "0%"},
             {"Profit-Loss Ratio", "0"},
-            {"Alpha", "-0.128"},
-            {"Beta", "0.026"},
-            {"Annual Standard Deviation", "0.016"},
+            {"Alpha", "-0.029"},
+            {"Beta", "0.004"},
+            {"Annual Standard Deviation", "0.003"},
             {"Annual Variance", "0"},
-            {"Information Ratio", "-1.186"},
-            {"Tracking Error", "0.237"},
-            {"Treynor Ratio", "-4.747"},
+            {"Information Ratio", "-0.768"},
+            {"Tracking Error", "0.241"},
+            {"Treynor Ratio", "-6.368"},
             {"Total Fees", "$8.60"},
-            {"Estimated Strategy Capacity", "$2000.00"},
-            {"Lowest Capacity Asset", "ES VU1EHIDJYLMP"},
-            {"Portfolio Turnover", "66.50%"},
-            {"Drawdown Recovery", "0"},
-            {"OrderListHash", "4720516462fcabb4db1aead46051cb4a"}
+            {"Estimated Strategy Capacity", "$5500000.00"},
+            {"Lowest Capacity Asset", "ES VMKLFZIH2MTD"},
+            {"Portfolio Turnover", "66.80%"},
+            {"OrderListHash", "579e2e83dd7e5e7648c47e9eff132460"}
         };
     }
 }

Algorithm.CSharp/AddFutureOptionContractDataStreamingRegressionAlgorithm.cs

@@ -169,7 +169,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <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 => 12172;
 
         /// <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"},
@@ -134,10 +134,9 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "68696.045"},
             {"Total Fees", "$35.70"},
             {"Estimated Strategy Capacity", "$2600000.00"},
-            {"Lowest Capacity Asset", "ES 31C3JQS9DCF1G|ES XCZJLC9NOB29"},
+            {"Lowest Capacity Asset", "ES 31C3JQS9D84PW|ES XCZJLC9NOB29"},
             {"Portfolio Turnover", "495.15%"},
-            {"Drawdown Recovery", "0"},
-            {"OrderListHash", "af830085995d0b8fa0d33a6e80dd1241"}
+            {"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 => 608380;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -240,31 +240,30 @@ namespace QuantConnect.Algorithm.CSharp
             {"Total Orders", "2"},
             {"Average Win", "0%"},
             {"Average Loss", "0%"},
-            {"Compounding Annual Return", "430.834%"},
-            {"Drawdown", "4.200%"},
+            {"Compounding Annual Return", "347.065%"},
+            {"Drawdown", "0.900%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},
-            {"End Equity", "102313.03"},
-            {"Net Profit", "2.313%"},
-            {"Sharpe Ratio", "17.721"},
+            {"End Equity", "101950.53"},
+            {"Net Profit", "1.951%"},
+            {"Sharpe Ratio", "15.402"},
             {"Sortino Ratio", "0"},
             {"Probabilistic Sharpe Ratio", "95.977%"},
             {"Loss Rate", "0%"},
             {"Win Rate", "0%"},
             {"Profit-Loss Ratio", "0"},
-            {"Alpha", "2.663"},
-            {"Beta", "1.264"},
-            {"Annual Standard Deviation", "0.184"},
-            {"Annual Variance", "0.034"},
-            {"Information Ratio", "16.514"},
-            {"Tracking Error", "0.169"},
-            {"Treynor Ratio", "2.574"},
+            {"Alpha", "1.886"},
+            {"Beta", "1.066"},
+            {"Annual Standard Deviation", "0.155"},
+            {"Annual Variance", "0.024"},
+            {"Information Ratio", "13.528"},
+            {"Tracking Error", "0.142"},
+            {"Treynor Ratio", "2.237"},
             {"Total Fees", "$3.57"},
-            {"Estimated Strategy Capacity", "$28000000.00"},
-            {"Lowest Capacity Asset", "ES XCZJLCA62LNO|ES XCZJLC9NOB29"},
-            {"Portfolio Turnover", "33.84%"},
-            {"Drawdown Recovery", "0"},
-            {"OrderListHash", "7c82013ecabca41591e0253a477025dd"}
+            {"Estimated Strategy Capacity", "$760000.00"},
+            {"Lowest Capacity Asset", "ES XCZJLDQX2SRO|ES XCZJLC9NOB29"},
+            {"Portfolio Turnover", "32.31%"},
+            {"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
@@ -158,10 +158,9 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "2.01"},
             {"Total Fees", "$2.00"},
             {"Estimated Strategy Capacity", "$5700000.00"},
-            {"Lowest Capacity Asset", "AOL VRKS95ENPM9Y|AOL R735QTJ8XC9X"},
+            {"Lowest Capacity Asset", "AOL VRKS95ENLBYE|AOL R735QTJ8XC9X"},
             {"Portfolio Turnover", "0.55%"},
-            {"Drawdown Recovery", "0"},
-            {"OrderListHash", "d314aef81752b6583fd58f9e49054cd4"}
+            {"OrderListHash", "24191a4a3bf11c07622a21266618193d"}
         };
     }
 }

Algorithm.CSharp/AddOptionContractFromUniverseRegressionAlgorithm.cs

@@ -169,7 +169,7 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 5800;
+        public long DataPoints => 5798;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -210,10 +210,9 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "0.335"},
             {"Total Fees", "$2.00"},
             {"Estimated Strategy Capacity", "$2800000.00"},
-            {"Lowest Capacity Asset", "AOL VRKS95ENPM9Y|AOL R735QTJ8XC9X"},
+            {"Lowest Capacity Asset", "AOL VRKS95ENLBYE|AOL R735QTJ8XC9X"},
             {"Portfolio Turnover", "1.14%"},
-            {"Drawdown Recovery", "0"},
-            {"OrderListHash", "e33b98d8e94ed92d0441fc6fe0d461fb"}
+            {"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
@@ -157,10 +157,9 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "0"},
             {"Total Fees", "$2.00"},
             {"Estimated Strategy Capacity", "$5000000.00"},
-            {"Lowest Capacity Asset", "AAPL VXBK4R62H7S6|AAPL R735QTJ8XC9X"},
+            {"Lowest Capacity Asset", "AAPL VXBK4R62CXGM|AAPL R735QTJ8XC9X"},
             {"Portfolio Turnover", "22.70%"},
-            {"Drawdown Recovery", "0"},
-            {"OrderListHash", "71511e4929377cd55fbf5e7e9555c248"}
+            {"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 => 2349547;
-
-        /// <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

@@ -246,10 +246,9 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "0"},
             {"Total Fees", "$6.00"},
             {"Estimated Strategy Capacity", "$4000.00"},
-            {"Lowest Capacity Asset", "GOOCV 305RBQ2BZGA4M|GOOCV VP83T1ZUHROL"},
+            {"Lowest Capacity Asset", "GOOCV 305RBQ2BZBZT2|GOOCV VP83T1ZUHROL"},
             {"Portfolio Turnover", "2.58%"},
-            {"Drawdown Recovery", "0"},
-            {"OrderListHash", "f418de0673fc166487daf80991dfe3a0"}
+            {"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
@@ -142,10 +142,9 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "0"},
             {"Total Fees", "$2.00"},
             {"Estimated Strategy Capacity", "$6200000.00"},
-            {"Lowest Capacity Asset", "AAPL VXBK4QA5IWKM|AAPL R735QTJ8XC9X"},
+            {"Lowest Capacity Asset", "AAPL VXBK4QA5EM92|AAPL R735QTJ8XC9X"},
             {"Portfolio Turnover", "90.27%"},
-            {"Drawdown Recovery", "0"},
-            {"OrderListHash", "a332b93ff5e2dfe89258c450a64c7125"}
+            {"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).OrderBy(x => x.Symbol.ID.Date).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", "1be5073f2cf8802ffa163f7dab7d040e"}
+            {"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 => 713375;
 
         /// <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 => 2217330;
 
         /// <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 => 133947;
 
         /// <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 => 1185;
 
         /// <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", "7c8700a9baa24f6f76d866e7d88cc19c"}
         };
-    }
+    }  
 }

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 => 5867;
+        public virtual long DataPoints => 12474;
 
         /// <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", "38"},
+            {"Total Orders", "34"},
             {"Average Win", "0.33%"},
-            {"Average Loss", "-0.03%"},
-            {"Compounding Annual Return", "0.098%"},
+            {"Average Loss", "-0.04%"},
+            {"Compounding Annual Return", "0.106%"},
             {"Drawdown", "0.300%"},
-            {"Expectancy", "0.165"},
+            {"Expectancy", "0.178"},
             {"Start Equity", "1000000"},
-            {"End Equity", "1000991.96"},
-            {"Net Profit", "0.099%"},
-            {"Sharpe Ratio", "-1.708"},
-            {"Sortino Ratio", "-0.84"},
-            {"Probabilistic Sharpe Ratio", "14.542%"},
-            {"Loss Rate", "89%"},
-            {"Win Rate", "11%"},
-            {"Profit-Loss Ratio", "10.07"},
+            {"End Equity", "1001066.2"},
+            {"Net Profit", "0.107%"},
+            {"Sharpe Ratio", "-1.695"},
+            {"Sortino Ratio", "-0.804"},
+            {"Probabilistic Sharpe Ratio", "14.797%"},
+            {"Loss Rate", "88%"},
+            {"Win Rate", "12%"},
+            {"Profit-Loss Ratio", "9.01"},
             {"Alpha", "-0.007"},
             {"Beta", "0.002"},
             {"Annual Standard Deviation", "0.004"},
             {"Annual Variance", "0"},
-            {"Information Ratio", "-1.354"},
+            {"Information Ratio", "-1.353"},
             {"Tracking Error", "0.089"},
-            {"Treynor Ratio", "-4.054"},
-            {"Total Fees", "$85.54"},
+            {"Treynor Ratio", "-4.112"},
+            {"Total Fees", "$76.30"},
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "ES VRJST036ZY0X"},
-            {"Portfolio Turnover", "1.04%"},
-            {"Drawdown Recovery", "69"},
-            {"OrderListHash", "eafc33ea4dcb219f7aacdbdd0973d5bc"}
+            {"Portfolio Turnover", "0.92%"},
+            {"OrderListHash", "9507abc8348ff3cb1e2a9a5f48d128a7"}
         };
     }
 }

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 => 163416;
 
         /// <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 => 25339;
+        public override long DataPoints => 87292;
 
         /// <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", "c301a0a086f8905b1a555f0257087272"}
+            {"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

@@ -36,41 +36,40 @@ namespace QuantConnect.Algorithm.CSharp
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 5971;
+        public override long DataPoints => 14182;
 
         /// <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", "36"},
+            {"Total Orders", "32"},
             {"Average Win", "0.33%"},
-            {"Average Loss", "-0.03%"},
-            {"Compounding Annual Return", "0.103%"},
+            {"Average Loss", "-0.04%"},
+            {"Compounding Annual Return", "0.110%"},
             {"Drawdown", "0.300%"},
-            {"Expectancy", "0.172"},
+            {"Expectancy", "0.184"},
             {"Start Equity", "1000000"},
-            {"End Equity", "1001033.76"},
-            {"Net Profit", "0.103%"},
-            {"Sharpe Ratio", "-1.701"},
-            {"Sortino Ratio", "-0.809"},
-            {"Probabilistic Sharpe Ratio", "14.685%"},
-            {"Loss Rate", "89%"},
-            {"Win Rate", "11%"},
-            {"Profit-Loss Ratio", "9.55"},
+            {"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"},
             {"Alpha", "-0.007"},
             {"Beta", "0.002"},
             {"Annual Standard Deviation", "0.004"},
             {"Annual Variance", "0"},
             {"Information Ratio", "-1.353"},
             {"Tracking Error", "0.089"},
-            {"Treynor Ratio", "-4.042"},
-            {"Total Fees", "$81.24"},
+            {"Treynor Ratio", "-4.099"},
+            {"Total Fees", "$72.00"},
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "ES VRJST036ZY0X"},
-            {"Portfolio Turnover", "0.99%"},
-            {"Drawdown Recovery", "69"},
-            {"OrderListHash", "67120ad5c9a6116001dda6c8061e5353"}
+            {"Portfolio Turnover", "0.87%"},
+            {"OrderListHash", "ea6fdf3133bde7063e4fc0fa809ae260"}
         };
     }
 }

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 => 67998;
+        public override long DataPoints => 228941;
 
         /// <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

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

Algorithm.CSharp/BasicTemplateIndexDailyAlgorithm.cs

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

Algorithm.CSharp/BasicTemplateIndexHourlyAlgorithm.cs

@@ -64,10 +64,9 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "-6.189"},
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$300000.00"},
-            {"Lowest Capacity Asset", "SPX XL80P3GHIA9A|SPX 31"},
+            {"Lowest Capacity Asset", "SPX XL80P3GHDZXQ|SPX 31"},
             {"Portfolio Turnover", "24.63%"},
-            {"Drawdown Recovery", "0"},
-            {"OrderListHash", "7bc05310e971f09b0663bc380fdfee80"}
+            {"OrderListHash", "44325fc1fdebb8e54f64a3f6e8a4bcd7"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateIndexOptionsDailyAlgorithm.cs

@@ -108,10 +108,9 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "-44.954"},
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$0"},
-            {"Lowest Capacity Asset", "SPX XL80P59H9OI6|SPX 31"},
+            {"Lowest Capacity Asset", "SPX XL80P59H5E6M|SPX 31"},
             {"Portfolio Turnover", "0.00%"},
-            {"Drawdown Recovery", "0"},
-            {"OrderListHash", "34d295b82e29b1dbe8f104d3300d9255"}
+            {"OrderListHash", "285cec32c0947f0e8cf90ccb672cfa43"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateIndexOptionsHourlyAlgorithm.cs

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

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

Algorithm.CSharp/BasicTemplateOptionStrategyAlgorithm.cs

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

Algorithm.CSharp/BasicTemplateOptionsAlgorithm.cs

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

@@ -163,10 +163,9 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "-3.212"},
             {"Total Fees", "$1.00"},
             {"Estimated Strategy Capacity", "$72000.00"},
-            {"Lowest Capacity Asset", "AAPL W78ZEO29CFS6|AAPL R735QTJ8XC9X"},
+            {"Lowest Capacity Asset", "AAPL W78ZEO2985GM|AAPL R735QTJ8XC9X"},
             {"Portfolio Turnover", "0.02%"},
-            {"Drawdown Recovery", "0"},
-            {"OrderListHash", "5639c19a7d56ec312f61029b943903b8"}
+            {"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", "c53bc9318676161ed3b7797c945e2113"}
+            {"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", "2ab4ffc0944a2888a3be0568c2570a79"}
+            {"OrderListHash", "cf14a7ce9c86e6844051820fd4c9394c"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateOptionsHourlyAlgorithm.cs

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

Algorithm.CSharp/BasicTemplateSPXWeeklyIndexOptionsAlgorithm.cs

@@ -144,10 +144,9 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "-0.725"},
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$580000.00"},
-            {"Lowest Capacity Asset", "SPXW 31K54PVWHYTTA|SPX 31"},
+            {"Lowest Capacity Asset", "SPXW 31K54PVWHUJHQ|SPX 31"},
             {"Portfolio Turnover", "0.40%"},
-            {"Drawdown Recovery", "0"},
-            {"OrderListHash", "03148bbb5453fc1056a3285bd31ce158"}
+            {"OrderListHash", "07a085baedb37bb7c8d460558ea77e88"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateSPXWeeklyIndexOptionsStrategyAlgorithm.cs

@@ -150,10 +150,9 @@ namespace QuantConnect.Algorithm.CSharp
             {"Treynor Ratio", "0.589"},
             {"Total Fees", "$0.00"},
             {"Estimated Strategy Capacity", "$13000000.00"},
-            {"Lowest Capacity Asset", "SPXW XKX6S2GMDZSE|SPX 31"},
+            {"Lowest Capacity Asset", "SPXW XKX6S2GM9PGU|SPX 31"},
             {"Portfolio Turnover", "0.28%"},
-            {"Drawdown Recovery", "2"},
-            {"OrderListHash", "9d03f85003416861df07ccb31a18af9a"}
+            {"OrderListHash", "c1a9bc141ae25c9542b93a887e79dafe"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateTradableIndexAlgorithm.cs

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

Algorithm.CSharp/BybitCustomDataCryptoRegressionAlgorithm.cs

@@ -147,7 +147,7 @@ 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
@@ -185,7 +185,6 @@ namespace QuantConnect.Algorithm.CSharp
             {"Estimated Strategy Capacity", "₮0"},
             {"Lowest Capacity Asset", "BTCUSDT.CustomCryptoData 2US"},
             {"Portfolio Turnover", "34.30%"},
-            {"Drawdown Recovery", "0"},
             {"OrderListHash", "52ddb7dfcaaf1ea4f70cc614c49f0cd0"}
         };
     }

Algorithm.CSharp/CallbackCommandRegressionAlgorithm.cs

@@ -50,14 +50,6 @@ namespace QuantConnect.Algorithm.CSharp
 
             var commandLink2 = Link(new { Symbol = "SPY", Parameters = new Dictionary<string, int>() { { "Quantity", 10 } } });
             Notify.Email("email@address", "Untyped Command Event", $"Signal Y trade\nFollow link to trigger: {commandLink2}");
-
-            // We need to create a project on QuantConnect to test the BroadcastCommand method
-            // and use the ProjectId in the BroadcastCommand call
-            ProjectId = 21805137;
-
-            // All live deployments receive the broadcasts below
-            var broadcastResult = BroadcastCommand(potentialCommand);
-            var broadcastResult2 = BroadcastCommand(new { Symbol = "SPY", Parameters = new Dictionary<string, int>() { { "Quantity", 10 } } });
         }
 
         /// <summary>

Algorithm.CSharp/CanLiquidateWithOrderPropertiesRegressionAlgorithm.cs

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

Algorithm.CSharp/CancelOpenOrdersRegressionAlgorithm.cs

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

Algorithm.CSharp/CfdTimeZonesRegressionAlgorithm.cs

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