Shuffle init load

Testing shuffling worker thread to algorithmSystemHandlers
Shuffle init to set environment path inline
2019-07-28 18:26:02 -07:00 · 2019-07-28 15:54:17 -07:00 · 2019-07-28 15:12:54 -07:00 · 2019-07-28 14:32:04 -07:00 · 2019-07-28 12:54:17 -07:00 · 2019-07-28 10:57:22 -07:00
2144 changed files with 86439 additions and 183194 deletions
--- a/.dockerignore
+++ b/.dockerignore
@@ -1,6 +1,4 @@
-packages/*
-.git/*
-.github/*
-.vs/*
-.nuget/*
-Tests/*
+*/packages/*
+*/.git/*
+*/.vs/*
+*/.nuget/*
--- a/.github/funding.yml
+++ b/.github/funding.yml
@@ -1,4 +0,0 @@
-# These are supported funding model platforms
-
-github: quantconnect
-#custom: ['https://github.com/sponsors/QuantConnect']
--- a/.github/pull_request_template.md
+++ b/.github/pull_request_template.md
@@ -24,8 +24,6 @@
 #### Types of changes
 <!--- What types of changes does your code introduce? Put an `x` in all the boxes that apply: -->
 - [ ] Bug fix (non-breaking change which fixes an issue)
- [ ] Refactor (non-breaking change which improves implementation)
- [ ] Performance (non-breaking change which improves performance. Please add associated performance test and results)
 - [ ] New feature (non-breaking change which adds functionality)
 - [ ] Breaking change (fix or feature that would cause existing functionality to change)
 - [ ] Non-functional change (xml comments/documentation/etc)
@@ -39,4 +37,4 @@
 - [ ] All new and existing tests passed.
 - [ ] My branch follows the naming convention `bug-<issue#>-<description>` or `feature-<issue#>-<description>`

-<!--- Template inspired by https://www.talater.com/open-source-templates/#/page/99 -->
+<!--- Template inspired by https://www.talater.com/open-source-templates/#/page/99 -->
--- a/.gitignore
+++ b/.gitignore
@@ -34,8 +34,6 @@

 # QC Cloud Setup Bash Files
 *.sh
-# Include docker build scripts for Mac/Linux
-!run_docker.sh

 # QC Config Files:
 # config.json
@@ -168,9 +166,6 @@ AutoTest.Net/
 # Installshield output folder
 [Ee]xpress/

-# JetBrains Rider
-.idea/
-
 # DocProject is a documentation generator add-in
 DocProject/buildhelp/
 DocProject/Help/*.HxT
--- a/.travis.yml
+++ b/.travis.yml
@@ -1,24 +1,21 @@
 sudo: required
 language: csharp
 mono:
-  - 5.12.0
+  - 5.8.0
 solution: QuantConnect.Lean.sln
 before_install:
  - export PATH="$HOME/miniconda3/bin:$PATH"
-  - wget https://cdn.quantconnect.com/miniconda/Miniconda3-4.5.12-Linux-x86_64.sh
-  - bash Miniconda3-4.5.12-Linux-x86_64.sh -b
-  - rm -rf Miniconda3-4.5.12-Linux-x86_64.sh
+  - wget https://cdn.quantconnect.com/miniconda/Miniconda3-4.3.31-Linux-x86_64.sh
+  - bash Miniconda3-4.3.31-Linux-x86_64.sh -b
+  - rm -rf Miniconda3-4.3.31-Linux-x86_64.sh
  - sudo ln -s $HOME/miniconda3/lib/libpython3.6m.so /usr/lib/libpython3.6m.so
  - conda update -y python conda pip
-  - conda install -y python=3.6.8
-  - conda install -y numpy=1.18.1
-  - conda install -y pandas=0.25.3
-  - conda install -y cython=0.29.15
-  - conda install -y scipy=1.4.1
-  - conda install -y wrapt=1.12.1
+  - conda install -y cython pandas scipy
 install:
  - nuget restore QuantConnect.Lean.sln
-  - nuget install NUnit.Runners -Version 3.11.1 -OutputDirectory testrunner
+  - nuget install NUnit.Runners -Version 2.6.4 -OutputDirectory testrunner
 script:
  - msbuild /p:Configuration=Release /p:VbcToolExe=vbnc.exe QuantConnect.Lean.sln
-  - mono ./testrunner/NUnit.ConsoleRunner.3.11.1/tools/nunit3-console.exe ./Tests/bin/Release/QuantConnect.Tests.dll --where "cat != TravisExclude" --labels=Off
+  - mono ./testrunner/NUnit.Runners.2.6.4/tools/nunit-console.exe ./Tests/bin/Release/QuantConnect.Tests.dll --exclude:TravisExclude --labels
+after_success:
+  - coveralls
--- a/Algorithm.CSharp/AccumulativeInsightPortfolioRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/AccumulativeInsightPortfolioRegressionAlgorithm.cs
@@ -1,119 +0,0 @@
-/*
- * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
- * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
- *
- * Licensed under the Apache License, Version 2.0 (the "License");
- * you may not use this file except in compliance with the License.
- * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
- *
- * Unless required by applicable law or agreed to in writing, software
- * distributed under the License is distributed on an "AS IS" BASIS,
- * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
- * See the License for the specific language governing permissions and
- * limitations under the License.
-*/
-
-using System;
-using System.Collections.Generic;
-using QuantConnect.Algorithm.Framework.Alphas;
-using QuantConnect.Algorithm.Framework.Execution;
-using QuantConnect.Algorithm.Framework.Portfolio;
-using QuantConnect.Algorithm.Framework.Selection;
-using QuantConnect.Interfaces;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// Test algorithm using <see cref="AccumulativeInsightPortfolioConstructionModel"/> and <see cref="ConstantAlphaModel"/>
-    /// generating a constant <see cref="Insight"/> with a 0.25 confidence
-    /// </summary>
-    public class AccumulativeInsightPortfolioRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
-    {
-        /// <summary>
-        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
-        /// </summary>
-        public override void Initialize()
-        {
-            // Set requested data resolution
-            UniverseSettings.Resolution = Resolution.Minute;
-
-            SetStartDate(2013, 10, 07);  //Set Start Date
-            SetEndDate(2013, 10, 11);    //Set End Date
-            SetCash(100000);             //Set Strategy Cash
-
-            // set algorithm framework models
-            SetUniverseSelection(new ManualUniverseSelectionModel(QuantConnect.Symbol.Create("SPY", SecurityType.Equity, Market.USA)));
-            SetAlpha(new ConstantAlphaModel(InsightType.Price, InsightDirection.Up, TimeSpan.FromMinutes(20), 0.025, 0.25));
-            SetPortfolioConstruction(new AccumulativeInsightPortfolioConstructionModel());
-            SetExecution(new ImmediateExecutionModel());
-        }
-
-        public override void OnEndOfAlgorithm()
-        {
-            if (// holdings value should be 0.03 - to avoid price fluctuation issue we compare with 0.06 and 0.01
-                Portfolio.TotalHoldingsValue > Portfolio.TotalPortfolioValue * 0.06m
-                ||
-                Portfolio.TotalHoldingsValue < Portfolio.TotalPortfolioValue * 0.01m)
-            {
-                throw new Exception($"Unexpected Total Holdings Value: {Portfolio.TotalHoldingsValue}");
-            }
-        }
-
-        /// <summary>
-        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
-        /// </summary>
-        public bool CanRunLocally { get; } = true;
-
-        /// <summary>
-        /// This is used by the regression test system to indicate which languages this algorithm is written in.
-        /// </summary>
-        public Language[] Languages { get; } = { Language.CSharp, Language.Python };
-
-        /// <summary>
-        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
-        /// </summary>
-        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
-        {
-            {"Total Trades", "199"},
-            {"Average Win", "0.00%"},
-            {"Average Loss", "0.00%"},
-            {"Compounding Annual Return", "-12.472%"},
-            {"Drawdown", "0.200%"},
-            {"Expectancy", "-0.586"},
-            {"Net Profit", "-0.170%"},
-            {"Sharpe Ratio", "-9.693"},
-            {"Probabilistic Sharpe Ratio", "12.704%"},
-            {"Loss Rate", "79%"},
-            {"Win Rate", "21%"},
-            {"Profit-Loss Ratio", "0.95"},
-            {"Alpha", "-0.149"},
-            {"Beta", "0.037"},
-            {"Annual Standard Deviation", "0.008"},
-            {"Annual Variance", "0"},
-            {"Information Ratio", "-9.471"},
-            {"Tracking Error", "0.212"},
-            {"Treynor Ratio", "-2.13"},
-            {"Total Fees", "$199.00"},
-            {"Fitness Score", "0.002"},
-            {"Kelly Criterion Estimate", "38.64"},
-            {"Kelly Criterion Probability Value", "0.229"},
-            {"Sortino Ratio", "-21.545"},
-            {"Return Over Maximum Drawdown", "-77.972"},
-            {"Portfolio Turnover", "1.135"},
-            {"Total Insights Generated", "100"},
-            {"Total Insights Closed", "99"},
-            {"Total Insights Analysis Completed", "99"},
-            {"Long Insight Count", "100"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$126657.6305"},
-            {"Total Accumulated Estimated Alpha Value", "$20405.9516"},
-            {"Mean Population Estimated Insight Value", "$206.1207"},
-            {"Mean Population Direction", "54.5455%"},
-            {"Mean Population Magnitude", "54.5455%"},
-            {"Rolling Averaged Population Direction", "59.8056%"},
-            {"Rolling Averaged Population Magnitude", "59.8056%"},
-            {"OrderListHash", "1256341962"}
-        };
-    }
-}
--- a/Algorithm.CSharp/AddAlphaModelAlgorithm.cs
+++ b/Algorithm.CSharp/AddAlphaModelAlgorithm.cs
@@ -1,4 +1,4 @@
-/*
+/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
@@ -110,46 +110,38 @@ namespace QuantConnect.Algorithm.CSharp
        /// </summary>
        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
        {
-            {"Total Trades", "9"},
-            {"Average Win", "0.89%"},
-            {"Average Loss", "-0.27%"},
-            {"Compounding Annual Return", "196.104%"},
-            {"Drawdown", "1.700%"},
-            {"Expectancy", "1.853"},
-            {"Net Profit", "1.498%"},
-            {"Sharpe Ratio", "4.275"},
-            {"Probabilistic Sharpe Ratio", "60.462%"},
+            {"Total Trades", "6"},
+            {"Average Win", "0.91%"},
+            {"Average Loss", "-0.23%"},
+            {"Compounding Annual Return", "214.278%"},
+            {"Drawdown", "1.600%"},
+            {"Expectancy", "2.248"},
+            {"Net Profit", "1.581%"},
+            {"Sharpe Ratio", "2.803"},
            {"Loss Rate", "33%"},
            {"Win Rate", "67%"},
-            {"Profit-Loss Ratio", "3.28"},
-            {"Alpha", "1.574"},
-            {"Beta", "-0.289"},
-            {"Annual Standard Deviation", "0.276"},
-            {"Annual Variance", "0.076"},
-            {"Information Ratio", "-0.495"},
-            {"Tracking Error", "0.367"},
-            {"Treynor Ratio", "-4.079"},
-            {"Total Fees", "$14.33"},
-            {"Fitness Score", "0.408"},
-            {"Kelly Criterion Estimate", "16.447"},
-            {"Kelly Criterion Probability Value", "0.315"},
-            {"Sortino Ratio", "13.611"},
-            {"Return Over Maximum Drawdown", "117.635"},
-            {"Portfolio Turnover", "0.411"},
+            {"Profit-Loss Ratio", "3.87"},
+            {"Alpha", "0"},
+            {"Beta", "59.491"},
+            {"Annual Standard Deviation", "0.244"},
+            {"Annual Variance", "0.06"},
+            {"Information Ratio", "2.756"},
+            {"Tracking Error", "0.244"},
+            {"Treynor Ratio", "0.012"},
+            {"Total Fees", "$10.88"},
            {"Total Insights Generated", "3"},
            {"Total Insights Closed", "3"},
            {"Total Insights Analysis Completed", "3"},
            {"Long Insight Count", "0"},
            {"Short Insight Count", "3"},
            {"Long/Short Ratio", "0%"},
-            {"Estimated Monthly Alpha Value", "$19868365.6628"},
-            {"Total Accumulated Estimated Alpha Value", "$3421774.0864"},
-            {"Mean Population Estimated Insight Value", "$1140591.3621"},
+            {"Estimated Monthly Alpha Value", "$13262182.1037"},
+            {"Total Accumulated Estimated Alpha Value", "$2284042.4734"},
+            {"Mean Population Estimated Insight Value", "$761347.4911"},
            {"Mean Population Direction", "100%"},
            {"Mean Population Magnitude", "0%"},
            {"Rolling Averaged Population Direction", "100%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "-887015098"}
+            {"Rolling Averaged Population Magnitude", "0%"}
        };
    }
 }
--- a/Algorithm.CSharp/AddRemoveOptionUniverseRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/AddRemoveOptionUniverseRegressionAlgorithm.cs
@@ -40,8 +40,8 @@ namespace QuantConnect.Algorithm.CSharp
        private int _expectedContractIndex;
        private readonly List<Symbol> _expectedContracts = new List<Symbol>
        {
-            SymbolRepresentation.ParseOptionTickerOSI("GOOG  151224P00750000"),
            SymbolRepresentation.ParseOptionTickerOSI("GOOG  151224P00747500"),
+            SymbolRepresentation.ParseOptionTickerOSI("GOOG  151224P00750000"),
            SymbolRepresentation.ParseOptionTickerOSI("GOOG  151224P00752500")
        };

@@ -212,14 +212,13 @@ namespace QuantConnect.Algorithm.CSharp
        {
            {"Total Trades", "6"},
            {"Average Win", "0%"},
-            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "0%"},
-            {"Drawdown", "0%"},
-            {"Expectancy", "0"},
-            {"Net Profit", "0%"},
+            {"Average Loss", "-0.21%"},
+            {"Compounding Annual Return", "-98.595%"},
+            {"Drawdown", "0.600%"},
+            {"Expectancy", "-1"},
+            {"Net Profit", "-0.631%"},
            {"Sharpe Ratio", "0"},
-            {"Probabilistic Sharpe Ratio", "0%"},
-            {"Loss Rate", "0%"},
+            {"Loss Rate", "100%"},
            {"Win Rate", "0%"},
            {"Profit-Loss Ratio", "0"},
            {"Alpha", "0"},
@@ -229,27 +228,7 @@ namespace QuantConnect.Algorithm.CSharp
            {"Information Ratio", "0"},
            {"Tracking Error", "0"},
            {"Treynor Ratio", "0"},
-            {"Total Fees", "$6.00"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "0"},
-            {"Return Over Maximum Drawdown", "0"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "731140098"}
+            {"Total Fees", "$6.00"}
        };
    }
 }
--- a/Algorithm.CSharp/AddRemoveSecurityRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/AddRemoveSecurityRegressionAlgorithm.cs
@@ -74,8 +74,8 @@ namespace QuantConnect.Algorithm.CSharp
            }
            else if (Time.DayOfWeek == DayOfWeek.Thursday)
            {
-                RemoveSecurity(_aig);
                RemoveSecurity(_bac);
+                RemoveSecurity(_aig);
                lastAction = Time;
            }
        }
@@ -112,45 +112,24 @@ namespace QuantConnect.Algorithm.CSharp
        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
        {
            {"Total Trades", "5"},
-            {"Average Win", "0.47%"},
+            {"Average Win", "0.49%"},
            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "293.067%"},
+            {"Compounding Annual Return", "305.340%"},
            {"Drawdown", "1.400%"},
            {"Expectancy", "0"},
-            {"Net Profit", "1.765%"},
-            {"Sharpe Ratio", "13.11"},
-            {"Probabilistic Sharpe Ratio", "80.231%"},
+            {"Net Profit", "1.805%"},
+            {"Sharpe Ratio", "6.475"},
            {"Loss Rate", "0%"},
            {"Win Rate", "100%"},
            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "0.705"},
-            {"Beta", "0.7"},
-            {"Annual Standard Deviation", "0.157"},
-            {"Annual Variance", "0.025"},
-            {"Information Ratio", "1.76"},
-            {"Tracking Error", "0.072"},
-            {"Treynor Ratio", "2.933"},
-            {"Total Fees", "$26.39"},
-            {"Fitness Score", "0.374"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "373.973"},
-            {"Portfolio Turnover", "0.374"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "1779055144"}
+            {"Alpha", "0.003"},
+            {"Beta", "82.247"},
+            {"Annual Standard Deviation", "0.141"},
+            {"Annual Variance", "0.02"},
+            {"Information Ratio", "6.401"},
+            {"Tracking Error", "0.141"},
+            {"Treynor Ratio", "0.011"},
+            {"Total Fees", "$26.40"}
        };
    }
 }
--- a/Algorithm.CSharp/AddRiskManagementAlgorithm.cs
+++ b/Algorithm.CSharp/AddRiskManagementAlgorithm.cs
@@ -1,4 +1,4 @@
-/*
+/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
@@ -67,43 +67,35 @@ namespace QuantConnect.Algorithm.CSharp
            {"Total Trades", "3"},
            {"Average Win", "1.02%"},
            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "289.119%"},
+            {"Compounding Annual Return", "289.117%"},
            {"Drawdown", "2.200%"},
            {"Expectancy", "0"},
            {"Net Profit", "1.752%"},
-            {"Sharpe Ratio", "9.235"},
-            {"Probabilistic Sharpe Ratio", "68.013%"},
+            {"Sharpe Ratio", "4.52"},
            {"Loss Rate", "0%"},
            {"Win Rate", "100%"},
            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "0.105"},
-            {"Beta", "1.022"},
-            {"Annual Standard Deviation", "0.224"},
-            {"Annual Variance", "0.05"},
-            {"Information Ratio", "24.59"},
-            {"Tracking Error", "0.006"},
-            {"Treynor Ratio", "2.029"},
+            {"Alpha", "0.007"},
+            {"Beta", "80.237"},
+            {"Annual Standard Deviation", "0.197"},
+            {"Annual Variance", "0.039"},
+            {"Information Ratio", "4.466"},
+            {"Tracking Error", "0.197"},
+            {"Treynor Ratio", "0.011"},
            {"Total Fees", "$9.77"},
-            {"Fitness Score", "0.747"},
-            {"Kelly Criterion Estimate", "38.64"},
-            {"Kelly Criterion Probability Value", "0.229"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "107.109"},
-            {"Portfolio Turnover", "0.747"},
            {"Total Insights Generated", "100"},
            {"Total Insights Closed", "99"},
            {"Total Insights Analysis Completed", "99"},
            {"Long Insight Count", "100"},
            {"Short Insight Count", "0"},
            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$126657.6305"},
-            {"Total Accumulated Estimated Alpha Value", "$20405.9516"},
-            {"Mean Population Estimated Insight Value", "$206.1207"},
+            {"Estimated Monthly Alpha Value", "$158418.3850"},
+            {"Total Accumulated Estimated Alpha Value", "$25522.9620"},
+            {"Mean Population Estimated Insight Value", "$257.8077"},
            {"Mean Population Direction", "54.5455%"},
            {"Mean Population Magnitude", "54.5455%"},
            {"Rolling Averaged Population Direction", "59.8056%"},
-            {"Rolling Averaged Population Magnitude", "59.8056%"},
-            {"OrderListHash", "-887190565"}
+            {"Rolling Averaged Population Magnitude", "59.8056%"}
        };
    }
 }
--- a/Algorithm.CSharp/AddUniverseSelectionModelAlgorithm.cs
+++ b/Algorithm.CSharp/AddUniverseSelectionModelAlgorithm.cs
@@ -1,4 +1,4 @@
-/*
+/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
@@ -86,43 +86,35 @@ namespace QuantConnect.Algorithm.CSharp
            {"Total Trades", "10"},
            {"Average Win", "0%"},
            {"Average Loss", "-0.01%"},
-            {"Compounding Annual Return", "-14.333%"},
+            {"Compounding Annual Return", "-14.943%"},
            {"Drawdown", "3.300%"},
            {"Expectancy", "-1"},
-            {"Net Profit", "-0.169%"},
-            {"Sharpe Ratio", "-0.131"},
-            {"Probabilistic Sharpe Ratio", "45.057%"},
+            {"Net Profit", "-0.177%"},
+            {"Sharpe Ratio", "-0.136"},
            {"Loss Rate", "100%"},
            {"Win Rate", "0%"},
            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "-3.068"},
-            {"Beta", "0.595"},
-            {"Annual Standard Deviation", "0.382"},
-            {"Annual Variance", "0.146"},
-            {"Information Ratio", "-13.618"},
-            {"Tracking Error", "0.376"},
-            {"Treynor Ratio", "-0.084"},
+            {"Alpha", "0"},
+            {"Beta", "-4.084"},
+            {"Annual Standard Deviation", "0.332"},
+            {"Annual Variance", "0.11"},
+            {"Information Ratio", "-0.169"},
+            {"Tracking Error", "0.332"},
+            {"Treynor Ratio", "0.011"},
            {"Total Fees", "$13.98"},
-            {"Fitness Score", "0.146"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "1"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "-4.398"},
-            {"Portfolio Turnover", "0.268"},
            {"Total Insights Generated", "15"},
            {"Total Insights Closed", "12"},
            {"Total Insights Analysis Completed", "12"},
            {"Long Insight Count", "15"},
            {"Short Insight Count", "0"},
            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "1917702312"}
+            {"Estimated Monthly Alpha Value", "$33015795.7342"},
+            {"Total Accumulated Estimated Alpha Value", "$4585527.1853"},
+            {"Mean Population Estimated Insight Value", "$382127.2654"},
+            {"Mean Population Direction", "66.6667%"},
+            {"Mean Population Magnitude", "66.6667%"},
+            {"Rolling Averaged Population Direction", "34.3681%"},
+            {"Rolling Averaged Population Magnitude", "34.3681%"}
        };
    }
 }
--- a/Algorithm.CSharp/AddUniverseSelectionModelCoarseAlgorithm.cs
+++ b/Algorithm.CSharp/AddUniverseSelectionModelCoarseAlgorithm.cs
@@ -1,4 +1,4 @@
-/*
+/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
@@ -93,43 +93,35 @@ namespace QuantConnect.Algorithm.CSharp
            {"Total Trades", "23"},
            {"Average Win", "0.00%"},
            {"Average Loss", "-0.01%"},
-            {"Compounding Annual Return", "-75.307%"},
+            {"Compounding Annual Return", "-75.360%"},
            {"Drawdown", "5.800%"},
            {"Expectancy", "-0.859"},
-            {"Net Profit", "-5.586%"},
-            {"Sharpe Ratio", "-3.257"},
-            {"Probabilistic Sharpe Ratio", "5.931%"},
+            {"Net Profit", "-5.594%"},
+            {"Sharpe Ratio", "-5.582"},
            {"Loss Rate", "92%"},
            {"Win Rate", "8%"},
            {"Profit-Loss Ratio", "0.70"},
-            {"Alpha", "-0.593"},
-            {"Beta", "0.692"},
-            {"Annual Standard Deviation", "0.204"},
-            {"Annual Variance", "0.042"},
-            {"Information Ratio", "-2.884"},
-            {"Tracking Error", "0.194"},
-            {"Treynor Ratio", "-0.962"},
+            {"Alpha", "-1.454"},
+            {"Beta", "15.578"},
+            {"Annual Standard Deviation", "0.212"},
+            {"Annual Variance", "0.045"},
+            {"Information Ratio", "-5.664"},
+            {"Tracking Error", "0.212"},
+            {"Treynor Ratio", "-0.076"},
            {"Total Fees", "$25.92"},
-            {"Fitness Score", "0.004"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "1"},
-            {"Sortino Ratio", "-4.462"},
-            {"Return Over Maximum Drawdown", "-13.032"},
-            {"Portfolio Turnover", "0.083"},
            {"Total Insights Generated", "33"},
            {"Total Insights Closed", "30"},
            {"Total Insights Analysis Completed", "30"},
            {"Long Insight Count", "33"},
            {"Short Insight Count", "0"},
            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "-1674230481"}
+            {"Estimated Monthly Alpha Value", "$-7788114"},
+            {"Total Accumulated Estimated Alpha Value", "$-3937325"},
+            {"Mean Population Estimated Insight Value", "$-131244.2"},
+            {"Mean Population Direction", "46.6667%"},
+            {"Mean Population Magnitude", "46.6667%"},
+            {"Rolling Averaged Population Direction", "61.4247%"},
+            {"Rolling Averaged Population Magnitude", "61.4247%"}
        };
    }
 }
--- a/Algorithm.CSharp/AltData/BenzingaNewsAlgorithm.cs
+++ b/Algorithm.CSharp/AltData/BenzingaNewsAlgorithm.cs
@@ -1,117 +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;
-using QuantConnect.Data.Custom.Benzinga;
-using QuantConnect.Data.UniverseSelection;
-
-namespace QuantConnect.Algorithm.CSharp.AltData
-{
-    /// <summary>
-    /// Benzinga is a provider of news data. Their news is made in-house
-    /// and covers stock related news such as corporate events.
-    /// </summary>
-    public class BenzingaNewsAlgorithm : QCAlgorithm
-    {
-        // Predefine a dictionary of words with scores to scan for in the description
-        // of the Benzinga news article
-        private readonly Dictionary<string, double> _words = new Dictionary<string, double>()
-        {
-            {"bad", -0.5}, {"good", 0.5},
-            {"negative", -0.5}, {"great", 0.5},
-            {"growth", 0.5}, {"fail", -0.5},
-            {"failed", -0.5}, {"success", 0.5},
-            {"nailed", 0.5}, {"beat", 0.5},
-            {"missed", -0.5}
-        };
-
-        // Trade only every 5 days
-        private DateTime _lastTrade = DateTime.MinValue;
-
-        /// <summary>
-        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
-        /// </summary>
-        public override void Initialize()
-        {
-            SetStartDate(2018, 6, 5);
-            SetEndDate(2018, 8, 4);
-            SetCash(100000);
-
-            var aapl = AddEquity("AAPL", Resolution.Hour).Symbol;
-            var ibm = AddEquity("IBM", Resolution.Hour).Symbol;
-
-            AddData<BenzingaNews>(aapl);
-            AddData<BenzingaNews>(ibm);
-        }
-
-        public override void OnData(Slice data)
-        {
-            if ((Time - _lastTrade) < TimeSpan.FromDays(5))
-            {
-                return;
-            }
-
-            // Get rid of our holdings after 5 days, and start fresh
-            Liquidate();
-
-            // Get all Benzinga data and loop over it
-            foreach (var article in data.Get<BenzingaNews>().Values)
-            {
-                // Select the same Symbol we're getting a data point for
-                // from the articles list so that we can get the sentiment of the article.
-                // We use the underlying Symbol because the Symbols included in the `Symbols` property
-                // are equity Symbols.
-                var selectedSymbol = article.Symbols.SingleOrDefault(s => s == article.Symbol.Underlying);
-                if (selectedSymbol == null)
-                {
-                    throw new Exception($"Could not find current Symbol {article.Symbol.Underlying} even though it should exist");
-                }
-
-                // The intersection of the article contents and the pre-defined words are the words that are included in both collections
-                var intersection = article.Contents.ToLowerInvariant().Split(' ').Intersect(_words.Keys);
-                // Get the words, then get the aggregate sentiment
-                var sentimentSum = intersection.Select(x => _words[x]).Sum();
-
-                if (sentimentSum >= 0.5)
-                {
-                    Log($"Longing {article.Symbol.Underlying} with sentiment score of {sentimentSum}");
-                    SetHoldings(article.Symbol.Underlying, sentimentSum / 5);
-
-                    _lastTrade = Time;
-                }
-                if (sentimentSum <= -0.5)
-                {
-                    Log($"Shorting {article.Symbol.Underlying} with sentiment score of {sentimentSum}");
-                    SetHoldings(article.Symbol.Underlying, sentimentSum / 5);
-
-                    _lastTrade = Time;
-                }
-            }
-        }
-
-        public override void OnSecuritiesChanged(SecurityChanges changes)
-        {
-            foreach (var r in changes.RemovedSecurities)
-            {
-                // If removed from the universe, liquidate and remove the custom data from the algorithm
-                Liquidate(r.Symbol);
-                RemoveSecurity(QuantConnect.Symbol.CreateBase(typeof(BenzingaNews), r.Symbol, Market.USA));
-            }
-        }
-    }
-}
--- a/Algorithm.CSharp/AltData/CachedAlternativeDataAlgorithm.cs
+++ b/Algorithm.CSharp/AltData/CachedAlternativeDataAlgorithm.cs
@@ -1,66 +0,0 @@
-/*
- * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
- * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
- *
- * Licensed under the Apache License, Version 2.0 (the "License");
- * you may not use this file except in compliance with the License.
- * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
- *
- * Unless required by applicable law or agreed to in writing, software
- * distributed under the License is distributed on an "AS IS" BASIS,
- * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
- * See the License for the specific language governing permissions and
- * limitations under the License.
-*/
-
-using QuantConnect.Data;
-using QuantConnect.Data.Custom.CBOE;
-using QuantConnect.Data.Custom.Fred;
-using QuantConnect.Data.Custom.USEnergy;
-
-namespace QuantConnect.Algorithm.CSharp.AltData
-{
-    public class CachedAlternativeDataAlgorithm : QCAlgorithm
-    {
-        private Symbol _cboeVix;
-        private Symbol _usEnergy;
-        private Symbol _fredPeakToTrough;
-
-        public override void Initialize()
-        {
-            SetStartDate(2003, 1, 1);
-            SetEndDate(2019, 10, 11);
-            SetCash(100000);
-
-            // QuantConnect caches a small subset of alternative data for easy consumption for the community.
-            // You can use this in your algorithm as demonstrated below:
-
-            _cboeVix = AddData<CBOE>("VIX", Resolution.Daily).Symbol;
-            // United States EIA data: https://eia.gov/
-            _usEnergy = AddData<USEnergy>(USEnergy.Petroleum.UnitedStates.WeeklyGrossInputsIntoRefineries, Resolution.Daily).Symbol;
-            // FRED data
-            _fredPeakToTrough = AddData<Fred>(Fred.OECDRecessionIndicators.UnitedStatesFromPeakThroughTheTrough, Resolution.Daily).Symbol;
-        }
-
-        public override void OnData(Slice data)
-        {
-            if (data.ContainsKey(_cboeVix))
-            {
-                var vix = data.Get<CBOE>(_cboeVix);
-                Log($"VIX: {vix}");
-            }
-
-            if (data.ContainsKey(_usEnergy))
-            {
-                var inputIntoRefineries = data.Get<USEnergy>(_usEnergy);
-                Log($"U.S. Input Into Refineries: {Time}, {inputIntoRefineries.Value}");
-            }
-
-            if (data.ContainsKey(_fredPeakToTrough))
-            {
-                var peakToTrough = data.Get<Fred>(_fredPeakToTrough);
-                Log($"OECD based Recession Indicator for the United States from the Peak through the Trough: {peakToTrough}");
-            }
-        }
-    }
-}
--- a/Algorithm.CSharp/AltData/RobintrackHoldingsAlgorithm.cs
+++ b/Algorithm.CSharp/AltData/RobintrackHoldingsAlgorithm.cs
@@ -1,74 +0,0 @@
-/*
- * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
- * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
- *
- * Licensed under the Apache License, Version 2.0 (the "License");
- * you may not use this file except in compliance with the License.
- * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
- *
- * Unless required by applicable law or agreed to in writing, software
- * distributed under the License is distributed on an "AS IS" BASIS,
- * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
- * See the License for the specific language governing permissions and
- * limitations under the License.
-*/
-
-using QuantConnect.Data;
-using QuantConnect.Data.Custom.Robintrack;
-
-namespace QuantConnect.Algorithm.CSharp.AltData
-{
-    /// <summary>
-    /// Looks at users holding the stock AAPL at a given point in time
-    /// and keeps track of changes in retail investor sentiment.
-    ///
-    /// We go long if the sentiment increases by 0.5%, and short if it decreases by -0.5%
-    /// </summary>
-    public class RobintrackHoldingsAlgorithm : QCAlgorithm
-    {
-        private Symbol _aapl;
-        private Symbol _aaplHoldings;
-        private decimal _lastValue;
-        private bool _isLong;
-
-        public override void Initialize()
-        {
-            SetStartDate(2018, 5, 1);
-            SetEndDate(2020, 5, 5);
-            SetCash(100000);
-
-            _aapl = AddEquity("AAPL", Resolution.Daily).Symbol;
-            _aaplHoldings = AddData<RobintrackHoldings>(_aapl).Symbol;
-            _isLong = false;
-        }
-
-        public override void OnData(Slice data)
-        {
-            foreach (var kvp in data.Get<RobintrackHoldings>())
-            {
-                var holdings = kvp.Value;
-
-                if (_lastValue != 0)
-                {
-                    var percentChange = (holdings.UsersHolding - _lastValue) / _lastValue;
-                    var holdingInfo = $"There are {holdings.UsersHolding} unique users holding {kvp.Key.Underlying} - users holding % of U.S. equities universe: {holdings.UniverseHoldingPercent * 100m}%";
-
-                    if (percentChange >= 0.005m && !_isLong)
-                    {
-                        Log($"{UtcTime} - Buying AAPL - {holdingInfo}");
-                        SetHoldings(_aapl, 0.5);
-                        _isLong = true;
-                    }
-                    else if (percentChange <= -0.005m && _isLong)
-                    {
-                        Log($"{UtcTime} - Shorting AAPL - {holdingInfo}");
-                        SetHoldings(_aapl, -0.5);
-                        _isLong = false;
-                    }
-                }
-
-                _lastValue = holdings.UsersHolding;
-            }
-        }
-    }
-}
--- a/Algorithm.CSharp/AltData/SECReport8KAlgorithm.cs
+++ b/Algorithm.CSharp/AltData/SECReport8KAlgorithm.cs
@@ -1,99 +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.Algorithm.Framework.Selection;
-using QuantConnect.Data;
-using QuantConnect.Data.Custom.SEC;
-using QuantConnect.Data.UniverseSelection;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    public class SECReport8KAlgorithm : QCAlgorithm
-    {
-        /// <summary>
-        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
-        /// </summary>
-        public override void Initialize()
-        {
-            SetStartDate(2019, 1, 1);
-            SetEndDate(2019, 8, 21);
-            SetCash(100000);
-
-            UniverseSettings.Resolution = Resolution.Minute;
-            AddUniverseSelection(new CoarseFundamentalUniverseSelectionModel(CoarseSelector));
-
-            // Request underlying equity data.
-            var ibm = AddEquity("IBM", Resolution.Minute).Symbol;
-            // Add SEC report 10-Q data for the underlying IBM asset
-            var earningsFiling = AddData<SECReport10Q>(ibm, Resolution.Daily).Symbol;
-            // Request 120 days of history with the SECReport10Q IBM custom data Symbol.
-            var history = History<SECReport10Q>(earningsFiling, 120, Resolution.Daily);
-
-            // Count the number of items we get from our history request
-            Debug($"We got {history.Count()} items from our history request");
-        }
-
-        public IEnumerable<Symbol> CoarseSelector(IEnumerable<CoarseFundamental> coarse)
-        {
-            // Add SEC data from the filtered coarse selection
-            var symbols = coarse.Where(x => x.HasFundamentalData && x.DollarVolume > 50000000)
-                .Select(x => x.Symbol)
-                .Take(10);
-
-            foreach (var symbol in symbols)
-            {
-                AddData<SECReport8K>(symbol);
-            }
-
-            return symbols;
-        }
-
-        public override void OnData(Slice data)
-        {
-            // Store the symbols we want to long in a list
-            // so that we can have an equal-weighted portfolio
-            var longEquitySymbols = new List<Symbol>();
-
-            // Get all SEC data and loop over it
-            foreach (var report in data.Get<SECReport8K>().Values)
-            {
-                // Get the length of all contents contained within the report
-                var reportTextLength = report.Report.Documents.Select(x => x.Text.Length).Sum();
-
-                if (reportTextLength > 20000)
-                {
-                    longEquitySymbols.Add(report.Symbol.Underlying);
-                }
-            }
-
-            foreach (var equitySymbol in longEquitySymbols)
-            {
-                SetHoldings(equitySymbol, 1m / longEquitySymbols.Count);
-            }
-        }
-
-        public override void OnSecuritiesChanged(SecurityChanges changes)
-        {
-            foreach (var r in changes.RemovedSecurities)
-            {
-                // If removed from the universe, liquidate and remove the custom data from the algorithm
-                Liquidate(r.Symbol);
-                RemoveSecurity(QuantConnect.Symbol.CreateBase(typeof(SECReport8K), r.Symbol, Market.USA));
-            }
-        }
-    }
-}
--- a/Algorithm.CSharp/AltData/SmartInsiderTransactionAlgorithm.cs
+++ b/Algorithm.CSharp/AltData/SmartInsiderTransactionAlgorithm.cs
@@ -1,90 +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.Algorithm.Framework.Selection;
-using QuantConnect.Data;
-using QuantConnect.Data.Custom.SmartInsider;
-using QuantConnect.Data.UniverseSelection;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    public class SmartInsiderTransactionAlgorithm : QCAlgorithm
-    {
-        public override void Initialize()
-        {
-            SetStartDate(2019, 3, 1);
-            SetEndDate(2019, 7, 4);
-            SetCash(1000000);
-
-            AddUniverseSelection(new CoarseFundamentalUniverseSelectionModel(CoarseUniverse));
-
-            // Request underlying equity data.
-            var ibm = AddEquity("IBM", Resolution.Minute).Symbol;
-            // Add Smart Insider stock buyback transaction data for the underlying IBM asset
-            var si = AddData<SmartInsiderTransaction>(ibm).Symbol;
-            // Request 60 days of history with the SmartInsiderTransaction IBM Custom Data Symbol.
-            var history = History<SmartInsiderTransaction>(si, 60, Resolution.Daily);
-
-            // Count the number of items we get from our history request
-            Debug($"We got {history.Count()} items from our history request");
-        }
-
-        public IEnumerable<Symbol> CoarseUniverse(IEnumerable<CoarseFundamental> coarse)
-        {
-            var symbols = coarse.Where(x => x.HasFundamentalData && x.DollarVolume > 50000000)
-                .Select(x => x.Symbol)
-                .Take(10);
-
-            foreach (var symbol in symbols)
-            {
-                AddData<SmartInsiderTransaction>(symbol);
-            }
-
-            return symbols;
-        }
-
-        public override void OnData(Slice data)
-        {
-            // Get all SmartInsider data available
-            var transactions = data.Get<SmartInsiderTransaction>();
-
-            foreach (var transaction in transactions.Values)
-            {
-                if (transaction.VolumePercentage == null || transaction.EventType == null)
-                {
-                    continue;
-                }
-
-                // Using the Smart Insider transaction information, buy when company does a stock buyback
-                if (transaction.EventType == SmartInsiderEventType.Transaction && transaction.VolumePercentage > 5)
-                {
-                    SetHoldings(transaction.Symbol.Underlying, (decimal)transaction.VolumePercentage / 100);
-                }
-            }
-        }
-
-        public override void OnSecuritiesChanged(SecurityChanges changes)
-        {
-            foreach (var r in changes.RemovedSecurities)
-            {
-                // If removed from the universe, liquidate and remove the custom data from the algorithm
-                Liquidate(r.Symbol);
-                RemoveSecurity(QuantConnect.Symbol.CreateBase(typeof(SmartInsiderTransaction), r.Symbol, Market.USA));
-            }
-        }
-    }
-}
--- a/Algorithm.CSharp/AltData/TiingoNewsAlgorithm.cs
+++ b/Algorithm.CSharp/AltData/TiingoNewsAlgorithm.cs
@@ -1,85 +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.Data;
-using QuantConnect.Data.Custom.Tiingo;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// Look for positive and negative words in the news article description
-    /// and trade based on the sum of the sentiment
-    /// </summary>
-    public class TiingoNewsAlgorithm : QCAlgorithm
-    {
-        private Symbol _tiingoSymbol;
-
-        // Predefine a dictionary of words with scores to scan for in the description
-        // of the Tiingo news article
-        private readonly Dictionary<string, double> _words = new Dictionary<string, double>()
-        {
-            {"bad", -0.5}, {"good", 0.5},
-            { "negative", -0.5}, {"great", 0.5},
-            {"growth", 0.5}, {"fail", -0.5},
-            {"failed", -0.5}, {"success", 0.5},
-            {"nailed", 0.5}, {"beat", 0.5},
-            {"missed", -0.5}
-        };
-
-        public override void Initialize()
-        {
-            SetStartDate(2019, 6, 10);
-            SetEndDate(2019, 10, 3);
-            SetCash(100000);
-
-            var aapl = AddEquity("AAPL", Resolution.Hour).Symbol;
-            _tiingoSymbol = AddData<TiingoNews>(aapl).Symbol;
-
-            // Request underlying equity data
-            var ibm = AddEquity("IBM", Resolution.Minute).Symbol;
-            // Add news data for the underlying IBM asset
-            var news = AddData<TiingoNews>(ibm).Symbol;
-            // Request 60 days of history with the TiingoNews IBM Custom Data Symbol.
-            var history = History<TiingoNews>(news, 60, Resolution.Daily);
-
-            // Count the number of items we get from our history request
-            Debug($"We got {history.Count()} items from our history request");
-        }
-
-        public override void OnData(Slice data)
-        {
-            //Confirm that the data is in the collection
-            if (!data.ContainsKey(_tiingoSymbol)) return;
-
-            // Gets the first piece of data from the Slice
-            var article = data.Get<TiingoNews>(_tiingoSymbol);
-
-            // Article descriptions come in all caps. Lower and split by word
-            var descriptionWords = article.Description.ToLowerInvariant().Split(' ');
-
-            // Take the intersection of predefined words and the words in the
-            // description to get a list of matching words
-            var intersection = _words.Keys.Intersect(descriptionWords);
-
-            // Get the sum of the article's sentiment, and go long or short
-            // depending if it's a positive or negative description
-            var sentiment = intersection.Select(x => _words[x]).Sum();
-
-            SetHoldings(article.Symbol.Underlying, sentiment);
-        }
-    }
-}
--- a/Algorithm.CSharp/AltData/TradingEconomicsAlgorithm.cs
+++ b/Algorithm.CSharp/AltData/TradingEconomicsAlgorithm.cs
@@ -1,80 +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.Linq;
-using QuantConnect.Data;
-using QuantConnect.Data.Custom.TradingEconomics;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// Trades on interest rate announcements from data provided by Trading Economics
-    /// </summary>
-    public class TradingEconomicsAlgorithm : QCAlgorithm
-    {
-        private Symbol _interestRate;
-
-        public override void Initialize()
-        {
-            SetStartDate(2013, 11, 1);
-            SetEndDate(2019, 10, 3);
-            SetCash(100000);
-
-            AddEquity("AGG", Resolution.Hour);
-            AddEquity("SPY", Resolution.Hour);
-
-            _interestRate = AddData<TradingEconomicsCalendar>(TradingEconomics.Calendar.UnitedStates.InterestRate).Symbol;
-
-            // Request 365 days of interest rate history with the TradingEconomicsCalendar custom data Symbol.
-            // We should expect no historical data because 2013-11-01 is before the absolute first point of data
-            var history = History<TradingEconomicsCalendar>(_interestRate, 365, Resolution.Daily);
-
-            // Count the number of items we get from our history request (should be zero)
-            Debug($"We got {history.Count()} items from our history request");
-        }
-
-        public override void OnData(Slice data)
-        {
-            // Make sure we have an interest rate calendar event
-            if (!data.ContainsKey(_interestRate))
-            {
-                return;
-            }
-
-            var announcement = data.Get<TradingEconomicsCalendar>(_interestRate);
-
-            // Confirm it's a FED Rate Decision
-            if (announcement.Event != TradingEconomics.Event.UnitedStates.FedInterestRateDecision)
-            {
-                return;
-            }
-
-            // In the event of a rate increase, rebalance 50% to Bonds.
-            var interestRateDecreased = announcement.Actual <= announcement.Previous;
-
-            if (interestRateDecreased)
-            {
-                SetHoldings("SPY", 1);
-                SetHoldings("AGG", 0);
-            }
-            else
-            {
-                SetHoldings("SPY", 0.5);
-                SetHoldings("AGG", 0.5);
-            }
-
-        }
-    }
-}
--- a/Algorithm.CSharp/AltData/USTreasuryYieldCurveRateAlgorithm.cs
+++ b/Algorithm.CSharp/AltData/USTreasuryYieldCurveRateAlgorithm.cs
@@ -1,87 +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.Linq;
-using QuantConnect.Data;
-using QuantConnect.Data.Custom.USTreasury;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    public class USTreasuryYieldCurveRateAlgorithm : QCAlgorithm
-    {
-        private Symbol _yieldCurve;
-        private Symbol _spy;
-        private DateTime _lastInversion = DateTime.MinValue;
-
-        public override void Initialize()
-        {
-            SetStartDate(2000, 3, 1);
-            SetEndDate(2019, 9, 15);
-            SetCash(100000);
-
-            _spy = AddEquity("SPY", Resolution.Hour).Symbol;
-            _yieldCurve = AddData<USTreasuryYieldCurveRate>("USTYCR", Resolution.Daily).Symbol;
-
-            // Request 60 days of history with the USTreasuryYieldCurveRate custom data Symbol.
-            var history = History<USTreasuryYieldCurveRate>(_yieldCurve, 60, Resolution.Daily);
-
-            // Count the number of items we get from our history request
-            Debug($"We got {history.Count()} items from our history request");
-        }
-
-        public override void OnData(Slice data)
-        {
-            if (!data.ContainsKey(_yieldCurve))
-            {
-                return;
-            }
-
-            // Preserve null values by getting the data with `slice.Get<T>`
-            // Accessing the data using `data[_yieldCurve]` results in null
-            // values becoming `default(decimal)` which is equal to 0
-            var rates = data.Get<USTreasuryYieldCurveRate>().Values.First();
-
-            // Check for null before using the values
-            if (!rates.TenYear.HasValue || !rates.TwoYear.HasValue)
-            {
-                return;
-            }
-
-            // Only advance if a year has gone by
-            if (Time - _lastInversion < TimeSpan.FromDays(365))
-            {
-                return;
-            }
-
-            // if there is a yield curve inversion after not having one for a year, short SPY for two years
-            if (!Portfolio.Invested && rates.TwoYear > rates.TenYear)
-            {
-                Debug($"{Time} - Yield curve inversion! Shorting the market for two years");
-                SetHoldings(_spy, -0.5);
-
-                _lastInversion = Time;
-
-                return;
-            }
-
-            // If two years have passed, liquidate our position in SPY
-            if (Time - _lastInversion >= TimeSpan.FromDays(365 * 2))
-            {
-                Liquidate(_spy);
-            }
-        }
-    }
-}
--- a/Algorithm.CSharp/AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
@@ -1,193 +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;
-using QuantConnect.Data.Market;
-using QuantConnect.Indicators;
-using QuantConnect.Interfaces;
-using QuantConnect.Securities;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// Algorithm which tests indicator warm up using different data types, related to GH issue 4205
-    /// </summary>
-    public class AutomaticIndicatorWarmupDataTypeRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
-    {
-        private Symbol _symbol;
-        public override void Initialize()
-        {
-            UniverseSettings.DataNormalizationMode = DataNormalizationMode.Raw;
-            EnableAutomaticIndicatorWarmUp = true;
-            SetStartDate(2013, 10, 08);
-            SetEndDate(2013, 10, 09);
-
-            var SP500 = QuantConnect.Symbol.Create(Futures.Indices.SP500EMini, SecurityType.Future, Market.CME);
-            _symbol = FutureChainProvider.GetFutureContractList(SP500, StartDate).First();
-
-            // Test case: custom IndicatorBase<QuoteBar> indicator using Future unsubscribed symbol
-            var indicator1 = new CustomIndicator();
-            AssertIndicatorState(indicator1, isReady: false);
-            WarmUpIndicator(_symbol, indicator1);
-            AssertIndicatorState(indicator1, isReady: true);
-
-            // Test case: SimpleMovingAverage<IndicatorDataPoint> using Future unsubscribed symbol (should use TradeBar)
-            var sma1 = new SimpleMovingAverage(10);
-            AssertIndicatorState(sma1, isReady: false);
-            WarmUpIndicator(_symbol, sma1);
-            AssertIndicatorState(sma1, isReady: true);
-
-            // Test case: SimpleMovingAverage<IndicatorDataPoint> using Equity unsubscribed symbol
-            var spy = QuantConnect.Symbol.Create("SPY", SecurityType.Equity, Market.USA);
-            var sma = new SimpleMovingAverage(10);
-            AssertIndicatorState(sma, isReady: false);
-            WarmUpIndicator(spy, sma);
-            AssertIndicatorState(sma, isReady: true);
-
-            // We add the symbol
-            AddFutureContract(_symbol);
-            AddEquity("SPY");
-            // force spy for use Raw data mode so that it matches the used when unsubscribed which uses the universe settings
-            SubscriptionManager.SubscriptionDataConfigService.GetSubscriptionDataConfigs(spy).SetDataNormalizationMode(DataNormalizationMode.Raw);
-
-            // Test case: custom IndicatorBase<QuoteBar> indicator using Future subscribed symbol
-            var indicator = new CustomIndicator();
-            var consolidator = CreateConsolidator(TimeSpan.FromMinutes(1), typeof(QuoteBar));
-            RegisterIndicator(_symbol, indicator, consolidator);
-
-            AssertIndicatorState(indicator, isReady: false);
-            WarmUpIndicator(_symbol, indicator);
-            AssertIndicatorState(indicator, isReady: true);
-
-            // Test case: SimpleMovingAverage<IndicatorDataPoint> using Future Subscribed symbol (should use TradeBar)
-            var sma11 = new SimpleMovingAverage(10);
-            AssertIndicatorState(sma11, isReady: false);
-            WarmUpIndicator(_symbol, sma11);
-            AssertIndicatorState(sma11, isReady: true);
-
-            if (!sma11.Current.Equals(sma1.Current))
-            {
-                throw new Exception("Expected SMAs warmed up before and after adding the Future to the algorithm to have the same current value. " +
-                                    "The result of 'WarmUpIndicator' shouldn't change if the symbol is or isn't subscribed");
-            }
-
-            // Test case: SimpleMovingAverage<IndicatorDataPoint> using Equity unsubscribed symbol
-            var smaSpy = new SimpleMovingAverage(10);
-            AssertIndicatorState(smaSpy, isReady: false);
-            WarmUpIndicator(spy, smaSpy);
-            AssertIndicatorState(smaSpy, isReady: true);
-
-            if (!smaSpy.Current.Equals(sma.Current))
-            {
-                throw new Exception("Expected SMAs warmed up before and after adding the Equity to the algorithm to have the same current value. " +
-                                    "The result of 'WarmUpIndicator' shouldn't change if the symbol is or isn't subscribed");
-            }
-        }
-
-        private void AssertIndicatorState(IIndicator indicator, bool isReady)
-        {
-            if (indicator.IsReady != isReady)
-            {
-                throw new Exception($"Expected indicator state, expected {isReady} but was {indicator.IsReady}");
-            }
-        }
-
-        /// <summary>
-        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
-        /// </summary>
-        /// <param name="data">Slice object keyed by symbol containing the stock data</param>
-        public override void OnData(Slice data)
-        {
-            if (!Portfolio.Invested)
-            {
-                SetHoldings(_symbol, 0.5);
-            }
-        }
-
-        private class CustomIndicator : IndicatorBase<QuoteBar>, IIndicatorWarmUpPeriodProvider
-        {
-            private bool _isReady;
-            public int WarmUpPeriod => 1;
-            public override bool IsReady => _isReady;
-            public CustomIndicator() : base("Pepe")
-            { }
-            protected override decimal ComputeNextValue(QuoteBar input)
-            {
-                _isReady = true;
-                return input.Ask.High;
-            }
-        }
-
-        /// <summary>
-        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
-        /// </summary>
-        public bool CanRunLocally { get; } = true;
-
-        /// <summary>
-        /// This is used by the regression test system to indicate which languages this algorithm is written in.
-        /// </summary>
-        public Language[] Languages { get; } = { Language.CSharp };
-
-        /// <summary>
-        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
-        /// </summary>
-        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
-        {
-            {"Total Trades", "1"},
-            {"Average Win", "0%"},
-            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "-99.999%"},
-            {"Drawdown", "16.100%"},
-            {"Expectancy", "0"},
-            {"Net Profit", "-6.366%"},
-            {"Sharpe Ratio", "1.194"},
-            {"Probabilistic Sharpe Ratio", "0%"},
-            {"Loss Rate", "0%"},
-            {"Win Rate", "0%"},
-            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "5.579"},
-            {"Beta", "-63.972"},
-            {"Annual Standard Deviation", "0.434"},
-            {"Annual Variance", "0.188"},
-            {"Information Ratio", "0.996"},
-            {"Tracking Error", "0.441"},
-            {"Treynor Ratio", "-0.008"},
-            {"Total Fees", "$20.35"},
-            {"Fitness Score", "0.138"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "-1.727"},
-            {"Return Over Maximum Drawdown", "-12.061"},
-            {"Portfolio Turnover", "4.916"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "-1453269600"}
-        };
-    }
-}
--- a/Algorithm.CSharp/AutomaticIndicatorWarmupRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/AutomaticIndicatorWarmupRegressionAlgorithm.cs
@@ -1,155 +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;
-using QuantConnect.Indicators;
-using QuantConnect.Interfaces;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// Algorithm which reproduces GH issue 3861, where in some cases 2 consolidators were added when
-    /// using the automatic indicator warmup feature
-    /// </summary>
-    public class AutomaticIndicatorWarmupRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
-    {
-        private Symbol _spy;
-        public override void Initialize()
-        {
-            SetStartDate(2013, 10, 07);
-            SetEndDate(2013, 10, 11);
-
-            EnableAutomaticIndicatorWarmUp = true;
-
-            // Test case 1
-            _spy = AddEquity("SPY").Symbol;
-            var sma = SMA(_spy, 10);
-            if (!sma.IsReady)
-            {
-                throw new Exception("Expected SMA to be warmed up");
-            }
-
-            // Test case 2
-            var indicator = new CustomIndicator(10);
-            RegisterIndicator(_spy, indicator, Resolution.Minute, (Func<IBaseData, decimal>) null);
-
-            if (indicator.IsReady)
-            {
-                throw new Exception("Expected CustomIndicator Not to be warmed up");
-            }
-            WarmUpIndicator(_spy, indicator);
-            if (!indicator.IsReady)
-            {
-                throw new Exception("Expected CustomIndicator to be warmed up");
-            }
-        }
-
-        /// <summary>
-        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
-        /// </summary>
-        /// <param name="data">Slice object keyed by symbol containing the stock data</param>
-        public override void OnData(Slice data)
-        {
-            if (!Portfolio.Invested)
-            {
-                var subscription = SubscriptionManager.SubscriptionDataConfigService.GetSubscriptionDataConfigs(_spy).First(config => config.TickType == TickType.Trade);
-
-                // we expect 1 consolidator per indicator
-                if (subscription.Consolidators.Count != 2)
-                {
-                    throw new Exception($"Unexpected consolidator count for subscription: {subscription.Consolidators.Count}");
-                }
-                SetHoldings(_spy, 1);
-            }
-        }
-
-        private class CustomIndicator : SimpleMovingAverage
-        {
-            private IndicatorDataPoint _previous;
-            public CustomIndicator(int period) : base(period)
-            {
-            }
-            protected override decimal ComputeNextValue(IReadOnlyWindow<IndicatorDataPoint> window, IndicatorDataPoint input)
-            {
-                if (_previous != null && input.EndTime == _previous.EndTime)
-                {
-                    throw new Exception($"Unexpected indicator double data point call: {_previous}");
-                }
-                _previous = input;
-                return base.ComputeNextValue(window, input);
-            }
-        }
-
-        /// <summary>
-        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
-        /// </summary>
-        public bool CanRunLocally { get; } = true;
-
-        /// <summary>
-        /// This is used by the regression test system to indicate which languages this algorithm is written in.
-        /// </summary>
-        public Language[] Languages { get; } = { Language.CSharp };
-
-        /// <summary>
-        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
-        /// </summary>
-        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
-        {
-            {"Total Trades", "1"},
-            {"Average Win", "0%"},
-            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "264.819%"},
-            {"Drawdown", "2.200%"},
-            {"Expectancy", "0"},
-            {"Net Profit", "1.668%"},
-            {"Sharpe Ratio", "8.749"},
-            {"Probabilistic Sharpe Ratio", "67.311%"},
-            {"Loss Rate", "0%"},
-            {"Win Rate", "0%"},
-            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "-0.005"},
-            {"Beta", "0.996"},
-            {"Annual Standard Deviation", "0.219"},
-            {"Annual Variance", "0.048"},
-            {"Information Ratio", "-14.189"},
-            {"Tracking Error", "0.001"},
-            {"Treynor Ratio", "1.922"},
-            {"Total Fees", "$3.26"},
-            {"Fitness Score", "0.248"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "93.761"},
-            {"Portfolio Turnover", "0.248"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "491919591"}
-        };
-    }
-}
--- a/Algorithm.CSharp/BasicSetAccountCurrencyAlgorithm.cs
+++ b/Algorithm.CSharp/BasicSetAccountCurrencyAlgorithm.cs
@@ -1,4 +1,4 @@
-/*
+/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
@@ -71,43 +71,22 @@ namespace QuantConnect.Algorithm.CSharp
            {"Total Trades", "1"},
            {"Average Win", "0%"},
            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "0%"},
-            {"Drawdown", "0%"},
+            {"Compounding Annual Return", "-100.000%"},
+            {"Drawdown", "11.000%"},
            {"Expectancy", "0"},
-            {"Net Profit", "0%"},
-            {"Sharpe Ratio", "0"},
-            {"Probabilistic Sharpe Ratio", "0%"},
+            {"Net Profit", "-7.328%"},
+            {"Sharpe Ratio", "-12.15"},
            {"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"},
-            {"Fitness Score", "0.506"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "-14.148"},
-            {"Portfolio Turnover", "1.073"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "€0"},
-            {"Total Accumulated Estimated Alpha Value", "€0"},
-            {"Mean Population Estimated Insight Value", "€0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "498372354"}
+            {"Alpha", "-17.811"},
+            {"Beta", "1239.638"},
+            {"Annual Standard Deviation", "0.762"},
+            {"Annual Variance", "0.581"},
+            {"Information Ratio", "-12.169"},
+            {"Tracking Error", "0.761"},
+            {"Treynor Ratio", "-0.007"},
+            {"Total Fees", "$0.00"}
        };
    }
 }
--- a/Algorithm.CSharp/BasicTemplateAlgorithm.cs
+++ b/Algorithm.CSharp/BasicTemplateAlgorithm.cs
@@ -80,43 +80,22 @@ namespace QuantConnect.Algorithm.CSharp
            {"Total Trades", "1"},
            {"Average Win", "0%"},
            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "264.819%"},
+            {"Compounding Annual Return", "263.153%"},
            {"Drawdown", "2.200%"},
            {"Expectancy", "0"},
-            {"Net Profit", "1.668%"},
-            {"Sharpe Ratio", "8.749"},
-            {"Probabilistic Sharpe Ratio", "67.311%"},
+            {"Net Profit", "1.663%"},
+            {"Sharpe Ratio", "4.41"},
            {"Loss Rate", "0%"},
            {"Win Rate", "0%"},
            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "-0.005"},
-            {"Beta", "0.996"},
-            {"Annual Standard Deviation", "0.219"},
-            {"Annual Variance", "0.048"},
-            {"Information Ratio", "-14.189"},
-            {"Tracking Error", "0.001"},
-            {"Treynor Ratio", "1.922"},
-            {"Total Fees", "$3.26"},
-            {"Fitness Score", "0.248"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "93.761"},
-            {"Portfolio Turnover", "0.248"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "491919591"}
+            {"Alpha", "0.007"},
+            {"Beta", "76.118"},
+            {"Annual Standard Deviation", "0.192"},
+            {"Annual Variance", "0.037"},
+            {"Information Ratio", "4.354"},
+            {"Tracking Error", "0.192"},
+            {"Treynor Ratio", "0.011"},
+            {"Total Fees", "$3.26"}
        };
    }
 }
--- a/Algorithm.CSharp/BasicTemplateConstituentUniverseAlgorithm.cs
+++ b/Algorithm.CSharp/BasicTemplateConstituentUniverseAlgorithm.cs
@@ -1,53 +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 QuantConnect.Algorithm.Framework.Alphas;
-using QuantConnect.Algorithm.Framework.Execution;
-using QuantConnect.Algorithm.Framework.Portfolio;
-using QuantConnect.Data.UniverseSelection;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// Basic template algorithm which showcases <see cref="ConstituentsUniverse"/> simple use case
-    /// </summary>
-    public class BasicTemplateConstituentUniverseAlgorithm : QCAlgorithm
-    {
-        /// <summary>
-        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
-        /// </summary>
-        public override void Initialize()
-        {
-            SetStartDate(2013, 10, 07);
-            SetEndDate(2013, 10, 11);
-
-            // by default will use algorithms UniverseSettings
-            AddUniverse(Universe.Constituent.Steel());
-
-            // we specify the UniverseSettings it should use
-            AddUniverse(Universe.Constituent.AggressiveGrowth(
-                new UniverseSettings(Resolution.Hour,
-                    2,
-                    false,
-                    false,
-                    UniverseSettings.MinimumTimeInUniverse)));
-
-            SetAlpha(new ConstantAlphaModel(InsightType.Price, InsightDirection.Up, TimeSpan.FromDays(1)));
-            SetExecution(new ImmediateExecutionModel());
-            SetPortfolioConstruction(new EqualWeightingPortfolioConstructionModel());
-        }
-    }
-}
--- a/Algorithm.CSharp/BasicTemplateCryptoAlgorithm.cs
+++ b/Algorithm.CSharp/BasicTemplateCryptoAlgorithm.cs
@@ -205,44 +205,23 @@ namespace QuantConnect.Algorithm.CSharp
        {
            {"Total Trades", "10"},
            {"Average Win", "0%"},
-            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "0%"},
-            {"Drawdown", "0%"},
-            {"Expectancy", "0"},
-            {"Net Profit", "0%"},
-            {"Sharpe Ratio", "0"},
-            {"Probabilistic Sharpe Ratio", "0%"},
-            {"Loss Rate", "0%"},
+            {"Average Loss", "-0.13%"},
+            {"Compounding Annual Return", "-99.979%"},
+            {"Drawdown", "3.500%"},
+            {"Expectancy", "-1"},
+            {"Net Profit", "-2.288%"},
+            {"Sharpe Ratio", "-11.335"},
+            {"Loss Rate", "100%"},
            {"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", "$85.33"},
-            {"Fitness Score", "0.5"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "-43.917"},
-            {"Portfolio Turnover", "1.028"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "1073240275"}
+            {"Alpha", "-5.739"},
+            {"Beta", "413.859"},
+            {"Annual Standard Deviation", "0.254"},
+            {"Annual Variance", "0.065"},
+            {"Information Ratio", "-11.39"},
+            {"Tracking Error", "0.254"},
+            {"Treynor Ratio", "-0.007"},
+            {"Total Fees", "$85.34"}
        };
    }
 }
--- a/Algorithm.CSharp/BasicTemplateDailyAlgorithm.cs
+++ b/Algorithm.CSharp/BasicTemplateDailyAlgorithm.cs
@@ -75,39 +75,18 @@ namespace QuantConnect.Algorithm.CSharp
            {"Drawdown", "1.100%"},
            {"Expectancy", "0"},
            {"Net Profit", "3.459%"},
-            {"Sharpe Ratio", "10.11"},
-            {"Probabilistic Sharpe Ratio", "83.150%"},
+            {"Sharpe Ratio", "6.033"},
            {"Loss Rate", "0%"},
            {"Win Rate", "0%"},
            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "1.935"},
-            {"Beta", "-0.119"},
+            {"Alpha", "0.696"},
+            {"Beta", "17.597"},
            {"Annual Standard Deviation", "0.16"},
            {"Annual Variance", "0.026"},
-            {"Information Ratio", "-4.556"},
-            {"Tracking Error", "0.221"},
-            {"Treynor Ratio", "-13.568"},
-            {"Total Fees", "$3.26"},
-            {"Fitness Score", "0.111"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "52.533"},
-            {"Return Over Maximum Drawdown", "214.75"},
-            {"Portfolio Turnover", "0.111"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "1268340653"}
+            {"Information Ratio", "5.939"},
+            {"Tracking Error", "0.16"},
+            {"Treynor Ratio", "0.055"},
+            {"Total Fees", "$3.26"}
        };
    }
 }
--- a/Algorithm.CSharp/BasicTemplateFrameworkAlgorithm.cs
+++ b/Algorithm.CSharp/BasicTemplateFrameworkAlgorithm.cs
@@ -53,15 +53,7 @@ namespace QuantConnect.Algorithm.CSharp
            // set algorithm framework models
            SetUniverseSelection(new ManualUniverseSelectionModel(QuantConnect.Symbol.Create("SPY", SecurityType.Equity, Market.USA)));
            SetAlpha(new ConstantAlphaModel(InsightType.Price, InsightDirection.Up, TimeSpan.FromMinutes(20), 0.025, null));
-
-            // We can define who often the EWPCM will rebalance if no new insight is submitted using:
-            // Resolution Enum:
-            SetPortfolioConstruction(new EqualWeightingPortfolioConstructionModel(Resolution.Daily));
-            // TimeSpan
-            // SetPortfolioConstruction(new EqualWeightingPortfolioConstructionModel(TimeSpan.FromDays(2)));
-            // A Func<DateTime, DateTime>. In this case, we can use the pre-defined func at Expiry helper class
-            // SetPortfolioConstruction(new EqualWeightingPortfolioConstructionModel(Expiry.EndOfWeek));
-
+            SetPortfolioConstruction(new EqualWeightingPortfolioConstructionModel());
            SetExecution(new ImmediateExecutionModel());
            SetRiskManagement(new MaximumDrawdownPercentPerSecurity(0.01m));
        }
@@ -91,44 +83,37 @@ namespace QuantConnect.Algorithm.CSharp
        {
            {"Total Trades", "3"},
            {"Average Win", "0%"},
-            {"Average Loss", "-1.01%"},
-            {"Compounding Annual Return", "254.782%"},
-            {"Drawdown", "2.200%"},
+            {"Average Loss", "-1.03%"},
+            {"Compounding Annual Return", "245.167%"},
+            {"Drawdown", "2.300%"},
            {"Expectancy", "-1"},
-            {"Net Profit", "1.632%"},
-            {"Sharpe Ratio", "8.371"},
-            {"Probabilistic Sharpe Ratio", "66.555%"},
+            {"Net Profit", "1.597%"},
+            {"Sharpe Ratio", "4.169"},
            {"Loss Rate", "100%"},
            {"Win Rate", "0%"},
            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "-0.088"},
-            {"Beta", "1.006"},
-            {"Annual Standard Deviation", "0.221"},
-            {"Annual Variance", "0.049"},
-            {"Information Ratio", "-32.586"},
-            {"Tracking Error", "0.002"},
-            {"Treynor Ratio", "1.839"},
+            {"Alpha", "0.007"},
+            {"Beta", "73.191"},
+            {"Annual Standard Deviation", "0.195"},
+            {"Annual Variance", "0.038"},
+            {"Information Ratio", "4.113"},
+            {"Tracking Error", "0.195"},
+            {"Treynor Ratio", "0.011"},
            {"Total Fees", "$9.77"},
            {"Fitness Score", "0.747"},
-            {"Kelly Criterion Estimate", "38.64"},
-            {"Kelly Criterion Probability Value", "0.229"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "85.209"},
-            {"Portfolio Turnover", "0.747"},
            {"Total Insights Generated", "100"},
            {"Total Insights Closed", "99"},
            {"Total Insights Analysis Completed", "99"},
            {"Long Insight Count", "100"},
            {"Short Insight Count", "0"},
            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$126657.6305"},
-            {"Total Accumulated Estimated Alpha Value", "$20405.9516"},
-            {"Mean Population Estimated Insight Value", "$206.1207"},
+            {"Estimated Monthly Alpha Value", "$158418.3850"},
+            {"Total Accumulated Estimated Alpha Value", "$25522.9620"},
+            {"Mean Population Estimated Insight Value", "$257.8077"},
            {"Mean Population Direction", "54.5455%"},
            {"Mean Population Magnitude", "54.5455%"},
            {"Rolling Averaged Population Direction", "59.8056%"},
-            {"Rolling Averaged Population Magnitude", "59.8056%"},
-            {"OrderListHash", "951346025"}
+            {"Rolling Averaged Population Magnitude", "59.8056%"}
        };
    }
 }
--- a/Algorithm.CSharp/BasicTemplateFuturesAlgorithm.cs
+++ b/Algorithm.CSharp/BasicTemplateFuturesAlgorithm.cs
@@ -1,4 +1,4 @@
-/*
+/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
@@ -20,7 +20,6 @@ using System.Linq;
 using QuantConnect.Data;
 using QuantConnect.Interfaces;
 using QuantConnect.Securities;
-using QuantConnect.Securities.Future;

 namespace QuantConnect.Algorithm.CSharp
 {
@@ -34,15 +33,13 @@ namespace QuantConnect.Algorithm.CSharp
    /// <meta name="tag" content="futures" />
    public class BasicTemplateFuturesAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
    {
-        private Symbol _contractSymbol;
-
        // S&P 500 EMini futures
        private const string RootSP500 = Futures.Indices.SP500EMini;
-        public Symbol SP500 = QuantConnect.Symbol.Create(RootSP500, SecurityType.Future, Market.CME);
+        public Symbol SP500 = QuantConnect.Symbol.Create(RootSP500, SecurityType.Future, Market.USA);

        // Gold futures
        private const string RootGold = Futures.Metals.Gold;
-        public Symbol Gold = QuantConnect.Symbol.Create(RootGold, SecurityType.Future, Market.COMEX);
+        public Symbol Gold = QuantConnect.Symbol.Create(RootGold, SecurityType.Future, Market.USA);

        /// <summary>
        /// Initialize your algorithm and add desired assets.
@@ -57,10 +54,8 @@ namespace QuantConnect.Algorithm.CSharp
            var futureGold = AddFuture(RootGold);

            // set our expiry filter for this futures chain
-            // SetFilter method accepts TimeSpan objects or integer for days.
-            // The following statements yield the same filtering criteria 
            futureSP500.SetFilter(TimeSpan.Zero, TimeSpan.FromDays(182));
-            futureGold.SetFilter(0, 182);
+            futureGold.SetFilter(TimeSpan.Zero, TimeSpan.FromDays(182));

            var benchmark = AddEquity("SPY");
            SetBenchmark(benchmark.Symbol);
@@ -86,8 +81,7 @@ namespace QuantConnect.Algorithm.CSharp
                    // if found, trade it
                    if (contract != null)
                    {
-                        _contractSymbol = contract.Symbol;
-                        MarketOrder(_contractSymbol, 1);
+                        MarketOrder(contract.Symbol, 1);
                    }
                }
            }
@@ -97,21 +91,6 @@ namespace QuantConnect.Algorithm.CSharp
            }
        }

-        public override void OnEndOfAlgorithm()
-        {
-            // Get the margin requirements
-            var buyingPowerModel = Securities[_contractSymbol].BuyingPowerModel;
-            var futureMarginModel = buyingPowerModel as FutureMarginModel;
-            if (buyingPowerModel == null)
-            {
-                throw new Exception($"Invalid buying power model. Found: {buyingPowerModel.GetType().Name}. Expected: {nameof(FutureMarginModel)}");
-            }
-            var initialOvernight = futureMarginModel.InitialOvernightMarginRequirement;
-            var maintenanceOvernight = futureMarginModel.MaintenanceOvernightMarginRequirement;
-            var initialIntraday = futureMarginModel.InitialIntradayMarginRequirement;
-            var maintenanceIntraday = futureMarginModel.MaintenanceIntradayMarginRequirement;
-        }
-
        /// <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>
@@ -134,39 +113,19 @@ namespace QuantConnect.Algorithm.CSharp
            {"Drawdown", "13.500%"},
            {"Expectancy", "-0.818"},
            {"Net Profit", "-13.517%"},
-            {"Sharpe Ratio", "-2.678"},
-            {"Probabilistic Sharpe Ratio", "0%"},
+            {"Sharpe Ratio", "-29.354"},
            {"Loss Rate", "89%"},
            {"Win Rate", "11%"},
            {"Profit-Loss Ratio", "0.69"},
-            {"Alpha", "4.398"},
-            {"Beta", "-0.989"},
-            {"Annual Standard Deviation", "0.373"},
-            {"Annual Variance", "0.139"},
-            {"Information Ratio", "-12.816"},
-            {"Tracking Error", "0.504"},
-            {"Treynor Ratio", "1.011"},
+            {"Alpha", "-7.746"},
+            {"Beta", "-0.859"},
+            {"Annual Standard Deviation", "0.305"},
+            {"Annual Variance", "0.093"},
+            {"Information Ratio", "-24.985"},
+            {"Tracking Error", "0.414"},
+            {"Treynor Ratio", "10.413"},
            {"Total Fees", "$15207.00"},
-            {"Fitness Score", "0.033"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "-8.62"},
-            {"Return Over Maximum Drawdown", "-7.81"},
-            {"Portfolio Turnover", "302.321"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "-1197265007"}
+            {"Fitness Score", "0.033"}
        };
    }
 }
--- a/Algorithm.CSharp/BasicTemplateFuturesConsolidationAlgorithm.cs
+++ b/Algorithm.CSharp/BasicTemplateFuturesConsolidationAlgorithm.cs
@@ -33,7 +33,7 @@ namespace QuantConnect.Algorithm.CSharp
    public class BasicTemplateFuturesConsolidationAlgorithm : QCAlgorithm
    {
        private const string RootSP500 = Futures.Indices.SP500EMini;
-        public Symbol SP500 = QuantConnect.Symbol.Create(RootSP500, SecurityType.Future, Market.CME);
+        public Symbol SP500 = QuantConnect.Symbol.Create(RootSP500, SecurityType.Future, Market.USA);
        private HashSet<Symbol> _futureContracts = new HashSet<Symbol>();

        public override void Initialize()
@@ -43,11 +43,7 @@ namespace QuantConnect.Algorithm.CSharp
            SetCash(1000000);

            var futureSP500 = AddFuture(RootSP500);
-            // set our expiry filter for this future chain
-            // SetFilter method accepts TimeSpan objects or integer for days.
-            // The following statements yield the same filtering criteria
-            futureSP500.SetFilter(0, 182);
-            // futureSP500.SetFilter(TimeSpan.Zero, TimeSpan.FromDays(182));
+            futureSP500.SetFilter(TimeSpan.Zero, TimeSpan.FromDays(182));

            SetBenchmark(x => 0);
        }
--- a/Algorithm.CSharp/BasicTemplateFuturesFrameworkAlgorithm.cs
+++ b/Algorithm.CSharp/BasicTemplateFuturesFrameworkAlgorithm.cs
@@ -53,12 +53,12 @@ namespace QuantConnect.Algorithm.CSharp
            var newYorkTime = utcTime.ConvertFromUtc(TimeZones.NewYork);
            if (newYorkTime.Date < new DateTime(2013, 10, 09))
            {
-                yield return QuantConnect.Symbol.Create(Futures.Indices.SP500EMini, SecurityType.Future, Market.CME);
+                yield return QuantConnect.Symbol.Create(Futures.Indices.SP500EMini, SecurityType.Future, Market.USA);
            }

            if (newYorkTime.Date >= new DateTime(2013, 10, 09))
            {
-                yield return QuantConnect.Symbol.Create(Futures.Metals.Gold, SecurityType.Future, Market.COMEX);
+                yield return QuantConnect.Symbol.Create(Futures.Metals.Gold, SecurityType.Future, Market.USA);
            }
        }

@@ -142,25 +142,18 @@ namespace QuantConnect.Algorithm.CSharp
            {"Drawdown", "5.000%"},
            {"Expectancy", "0"},
            {"Net Profit", "-3.312%"},
-            {"Sharpe Ratio", "-7.795"},
-            {"Probabilistic Sharpe Ratio", "0.164%"},
+            {"Sharpe Ratio", "-16.986"},
            {"Loss Rate", "0%"},
            {"Win Rate", "0%"},
            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "-1.347"},
-            {"Beta", "0.257"},
-            {"Annual Standard Deviation", "0.109"},
-            {"Annual Variance", "0.012"},
-            {"Information Ratio", "-14.763"},
-            {"Tracking Error", "0.188"},
-            {"Treynor Ratio", "-3.318"},
+            {"Alpha", "-0.828"},
+            {"Beta", "-77.873"},
+            {"Annual Standard Deviation", "0.099"},
+            {"Annual Variance", "0.01"},
+            {"Information Ratio", "-17.076"},
+            {"Tracking Error", "0.099"},
+            {"Treynor Ratio", "0.022"},
            {"Total Fees", "$3.70"},
-            {"Fitness Score", "0.009"},
-            {"Kelly Criterion Estimate", "-112.972"},
-            {"Kelly Criterion Probability Value", "0.671"},
-            {"Sortino Ratio", "-8.425"},
-            {"Return Over Maximum Drawdown", "-35.219"},
-            {"Portfolio Turnover", "0.548"},
            {"Total Insights Generated", "6"},
            {"Total Insights Closed", "5"},
            {"Total Insights Analysis Completed", "5"},
@@ -173,8 +166,7 @@ namespace QuantConnect.Algorithm.CSharp
            {"Mean Population Direction", "0%"},
            {"Mean Population Magnitude", "0%"},
            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "-1624258832"}
+            {"Rolling Averaged Population Magnitude", "0%"}
        };
    }
 }
--- a/Algorithm.CSharp/BasicTemplateFuturesHistoryAlgorithm.cs
+++ b/Algorithm.CSharp/BasicTemplateFuturesHistoryAlgorithm.cs
@@ -20,8 +20,6 @@ using QuantConnect.Data;
 using QuantConnect.Orders;
 using QuantConnect.Securities;
 using QuantConnect.Data.UniverseSelection;
-using QuantConnect.Interfaces;
-using System.Collections.Generic;

 namespace QuantConnect.Algorithm.CSharp
 {
@@ -34,7 +32,7 @@ namespace QuantConnect.Algorithm.CSharp
    /// <meta name="tag" content="history and warm up" />
    /// <meta name="tag" content="history" />
    /// <meta name="tag" content="futures" />
-    public class BasicTemplateFuturesHistoryAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
+    public class BasicTemplateFuturesHistoryAlgorithm : QCAlgorithm
    {
        // S&P 500 EMini futures
        private string [] roots = new []
@@ -43,8 +41,6 @@ namespace QuantConnect.Algorithm.CSharp
            Futures.Metals.Gold,
        };

-        private int _successCount = 0;
-
        public override void Initialize()
        {
            SetStartDate(2013, 10, 8);
@@ -58,26 +54,6 @@ namespace QuantConnect.Algorithm.CSharp
            }

            SetBenchmark(d => 1000000);
-
-            Schedule.On(DateRules.EveryDay(), TimeRules.Every(TimeSpan.FromHours(1)), MakeHistoryCall);
-        }
-
-        private void MakeHistoryCall()
-        {
-            var history = History(10, Resolution.Minute);
-            if (history.Count() < 10)
-            {
-                throw new Exception($"Empty history at {Time}");
-            }
-            _successCount++;
-        }
-
-        public override void OnEndOfAlgorithm()
-        {
-            if (_successCount < 49)
-            {
-                throw new Exception($"Scheduled Event did not assert history call as many times as expected: {_successCount}/49");
-            }
        }

        /// <summary>
@@ -92,12 +68,12 @@ namespace QuantConnect.Algorithm.CSharp
                {
                    foreach (var contract in chain.Value)
                    {
-                        Log($"{contract.Symbol.Value}," +
-                            $"Bid={contract.BidPrice.ToStringInvariant()} " +
-                            $"Ask={contract.AskPrice.ToStringInvariant()} " +
-                            $"Last={contract.LastPrice.ToStringInvariant()} " +
-                            $"OI={contract.OpenInterest.ToStringInvariant()}"
-                        );
+                        Log(String.Format("{0},Bid={1} Ask={2} Last={3} OI={4}",
+                             contract.Symbol.Value,
+                             contract.BidPrice,
+                             contract.AskPrice,
+                             contract.LastPrice,
+                             contract.OpenInterest));
                    }
                }
            }
@@ -124,62 +100,5 @@ namespace QuantConnect.Algorithm.CSharp
        {
            Log(orderEvent.ToString());
        }
-
-        /// <summary>
-        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
-        /// </summary>
-        public bool CanRunLocally { get; } = true;
-
-        /// <summary>
-        /// This is used by the regression test system to indicate which languages this algorithm is written in.
-        /// </summary>
-        public Language[] Languages { get; } = { Language.CSharp, Language.Python };
-
-        /// <summary>
-        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
-        /// </summary>
-        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
-        {
-            {"Total Trades", "0"},
-            {"Average Win", "0%"},
-            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "0%"},
-            {"Drawdown", "0%"},
-            {"Expectancy", "0"},
-            {"Net Profit", "0%"},
-            {"Sharpe 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"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "79228162514264337593543950335"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "371857150"}
-        };
    }
 }
--- a/Algorithm.CSharp/BasicTemplateMultiAssetAlgorithm.cs
+++ b/Algorithm.CSharp/BasicTemplateMultiAssetAlgorithm.cs
@@ -56,12 +56,9 @@ namespace QuantConnect.Algorithm.CSharp
            // setting up S&P 500 EMini futures
            var futureSP500 = AddFuture(Futures.Indices.SP500EMini);
            _futureSymbol = futureSP500.Symbol;
-
+            
            // set our expiry filter for this futures chain
-            // SetFilter method accepts TimeSpan objects or integer for days.
-            // The following statements yield the same filtering criteria
-            futureSP500.SetFilter(10, 182);
-            // futureSP500.SetFilter(TimeSpan.FromDays(10), TimeSpan.FromDays(182));
+            futureSP500.SetFilter(TimeSpan.FromDays(10), TimeSpan.FromDays(182));

            // setting up Dow Jones ETF Options
            var option = AddOption("DIA");
@@ -69,11 +66,8 @@ namespace QuantConnect.Algorithm.CSharp

            option.PriceModel = OptionPriceModels.BinomialCoxRossRubinstein();
            // option.EnableGreekApproximation = true;
-            // set our strike/expiry filter for this option chain
-            // SetFilter method accepts TimeSpan objects or integer for days.
-            // The following statements yield the same filtering criteria
-            option.SetFilter(-2, +2, 0, 180);
-            // option.SetFilter(-2, +2, TimeSpan.Zero, TimeSpan.FromDays(180));
+            // set our expiry filter for this option chain
+            option.SetFilter(-2, +2, TimeSpan.Zero, TimeSpan.FromDays(180));

            // specifying zero benchmark
            SetBenchmark(date => 0m);
@@ -137,26 +131,26 @@ namespace QuantConnect.Algorithm.CSharp

            if (_barCount % 20 == 1)
            {
-                Log($"P/L:{Portfolio.TotalUnrealisedProfit.ToStringInvariant("0.00")}, " +
-                    $"Fees:{Portfolio.TotalFees.ToStringInvariant("0.00")}, " +
-                    $"Profit:{Portfolio.TotalProfit.ToStringInvariant("0.00")}, " +
-                    $"Eq:{Portfolio.TotalPortfolioValue.ToStringInvariant("0.00")}, " +
-                    $"Holdings:{Portfolio.TotalHoldingsValue.ToStringInvariant("0.00")}, " +
-                    $"Vol: {Portfolio.TotalSaleVolume.ToStringInvariant("0.00")}, " +
-                    $"Margin: {Portfolio.TotalMarginUsed.ToStringInvariant("0.00")}"
-                );
+                Log(String.Format("P/L:{0:0.00}, Fees:{1:0.00}, Profit:{2:0.00}, Eq:{3:0.00}, Holdings:{4:0.00}, Vol: {5:0.00}, Margin: {6:0.00}",
+                    Portfolio.TotalUnrealisedProfit,
+                    Portfolio.TotalFees,
+                    Portfolio.TotalProfit,
+                    Portfolio.TotalPortfolioValue,
+                    Portfolio.TotalHoldingsValue,
+                    Portfolio.TotalSaleVolume,
+                    Portfolio.TotalMarginUsed));

                foreach (var holding in Securities.Values.OrderByDescending(x => x.Holdings.AbsoluteQuantity))
                {
-                    Log($" - {holding.Symbol.Value}, " +
-                        $"Avg Prc:{holding.Holdings.AveragePrice.ToStringInvariant("0.00")}, " +
-                        $"Qty:{holding.Holdings.Quantity.ToStringInvariant("0.00")}, " +
-                        $"Mkt Prc:{holding.Holdings.Price.ToStringInvariant("0.00")}, " +
-                        $"Mkt Val:{holding.Holdings.HoldingsValue.ToStringInvariant("0.00")}, " +
-                        $"Unreal P/L: {holding.Holdings.UnrealizedProfit.ToStringInvariant("0.00")}, " +
-                        $"Fees: {holding.Holdings.TotalFees.ToStringInvariant("0.00")}, " +
-                        $"Vol: {holding.Holdings.TotalSaleVolume.ToStringInvariant("0.00")}"
-                    );
+                    Log(String.Format(" - {0}, Avg Prc:{1:0.00}, Qty:{2:0.00}, Mkt Prc:{3:0.00}, Mkt Val:{4:0.00}, Unreal P/L: {5:0.00}, Fees: {6:0.00}, Vol: {7:0.00}",
+                        holding.Symbol.Value,
+                        holding.Holdings.AveragePrice,
+                        holding.Holdings.Quantity,
+                        holding.Holdings.Price,
+                        holding.Holdings.HoldingsValue,
+                        holding.Holdings.UnrealizedProfit,
+                        holding.Holdings.TotalFees,
+                        holding.Holdings.TotalSaleVolume));
                }
            }

@@ -167,20 +161,21 @@ namespace QuantConnect.Algorithm.CSharp
                    var underlying = Securities[chain.Key.Underlying];
                    foreach (var contract in chain.Value)
                    {
-                        Log($"{Time.ToStringInvariant()} {contract.Symbol.Value}," +
-                            $"B={contract.BidPrice.ToStringInvariant()} " +
-                            $"A={contract.AskPrice.ToStringInvariant()} " +
-                            $"L={contract.LastPrice.ToStringInvariant()} " +
-                            $"OI={contract.OpenInterest.ToStringInvariant()} " +
-                            $"σ={underlying.VolatilityModel.Volatility:0.00} " +
-                            $"NPV={contract.TheoreticalPrice.ToStringInvariant("0.00")} " +
-                            $"Δ={contract.Greeks.Delta.ToStringInvariant("0.00")} " +
-                            $"Γ={contract.Greeks.Gamma.ToStringInvariant("0.00")} " +
-                            $"ν={contract.Greeks.Vega.ToStringInvariant("0.00")} " +
-                            $"ρ={contract.Greeks.Rho.ToStringInvariant("0.00")} " +
-                            $"Θ={(contract.Greeks.Theta / 365.0m).ToStringInvariant("0.00")} " +
-                            $"IV={contract.ImpliedVolatility.ToStringInvariant("0.00")}"
-                        );
+                        Log(String.Format(@"{0} {1},B={2} A={3} L={4} OI={5} σ={6:0.00} NPV={7:0.00} Δ={8:0.00} Γ={9:0.00} ν={10:0.00} ρ={11:0.00} Θ={12:0.00} IV={13:0.00}",
+                             Time.ToString(),
+                             contract.Symbol.Value,
+                             contract.BidPrice,
+                             contract.AskPrice,
+                             contract.LastPrice,
+                             contract.OpenInterest,
+                             underlying.VolatilityModel.Volatility,
+                             contract.TheoreticalPrice,
+                             contract.Greeks.Delta,
+                             contract.Greeks.Gamma,
+                             contract.Greeks.Vega,
+                             contract.Greeks.Rho,
+                             contract.Greeks.Theta / 365.0m,
+                             contract.ImpliedVolatility));
                    }
                }

@@ -188,12 +183,13 @@ namespace QuantConnect.Algorithm.CSharp
                {
                    foreach (var contract in chain.Value)
                    {
-                        Log($"{contract.Symbol.Value}, {Time}, " +
-                            $"B={contract.BidPrice} " +
-                            $"A={contract.AskPrice} " +
-                            $"L={contract.LastPrice} " +
-                            $"OI={contract.OpenInterest}"
-                        );
+                        Log(String.Format("{0}, {1}, B={2} A={3} L={4} OI={5}",
+                                contract.Symbol.Value,
+                                Time,
+                                contract.BidPrice,
+                                contract.AskPrice,
+                                contract.LastPrice,
+                                contract.OpenInterest));
                    }
                }
            }
@@ -205,7 +201,7 @@ namespace QuantConnect.Algorithm.CSharp

            foreach (var kpv in slice.Bars)
            {
-                Log($"---> Bar: {Time}, {kpv.Key.Value}, {kpv.Value.Close.ToStringInvariant("0.0000")}");
+                Log($"---> Bar: {Time}, {kpv.Key.Value}, {kpv.Value.Close:0.0000}");
            }
        }

--- a/Algorithm.CSharp/BasicTemplateOptionStrategyAlgorithm.cs
+++ b/Algorithm.CSharp/BasicTemplateOptionStrategyAlgorithm.cs
@@ -1,4 +1,4 @@
-/*
+/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
@@ -48,10 +48,7 @@ namespace QuantConnect.Algorithm.CSharp
            _optionSymbol = option.Symbol;

            // set our strike/expiry filter for this option chain
-            // SetFilter method accepts TimeSpan objects or integer for days.
-            // The following statements yield the same filtering criteria
-            option.SetFilter(-2, +2, 0, 180);
-            // option.SetFilter(-2, +2, TimeSpan.Zero, TimeSpan.FromDays(180));
+            option.SetFilter(-2, +2, TimeSpan.Zero, TimeSpan.FromDays(180));

            // Adding this to reproduce GH issue #2314
            SetWarmup(TimeSpan.FromMinutes(1));
@@ -116,14 +113,13 @@ namespace QuantConnect.Algorithm.CSharp
        {
            {"Total Trades", "778"},
            {"Average Win", "0%"},
-            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "0%"},
-            {"Drawdown", "0%"},
-            {"Expectancy", "0"},
-            {"Net Profit", "0%"},
+            {"Average Loss", "-0.02%"},
+            {"Compounding Annual Return", "-100%"},
+            {"Drawdown", "6.900%"},
+            {"Expectancy", "-1"},
+            {"Net Profit", "-6.860%"},
            {"Sharpe Ratio", "0"},
-            {"Probabilistic Sharpe Ratio", "0%"},
-            {"Loss Rate", "0%"},
+            {"Loss Rate", "100%"},
            {"Win Rate", "0%"},
            {"Profit-Loss Ratio", "0"},
            {"Alpha", "0"},
@@ -133,27 +129,7 @@ namespace QuantConnect.Algorithm.CSharp
            {"Information Ratio", "0"},
            {"Tracking Error", "0"},
            {"Treynor Ratio", "0"},
-            {"Total Fees", "$778.00"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "0"},
-            {"Return Over Maximum Drawdown", "0"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "-702975961"}
+            {"Total Fees", "$778.00"}
        };
    }
 }
--- a/Algorithm.CSharp/BasicTemplateOptionTradesAlgorithm.cs
+++ b/Algorithm.CSharp/BasicTemplateOptionTradesAlgorithm.cs
@@ -41,10 +41,7 @@ namespace QuantConnect.Algorithm.CSharp
            _optionSymbol = option.Symbol;

            // set our strike/expiry filter for this option chain
-            // SetFilter method accepts TimeSpan objects or integer for days.
-            // The following statements yields the same filtering criteria
-            option.SetFilter(-2, +2, 0, 10);
-            // option.SetFilter(-2, +2, TimeSpan.Zero, TimeSpan.FromDays(10));
+            option.SetFilter(-2, +2, TimeSpan.Zero, TimeSpan.FromDays(10));

            // use the underlying equity as the benchmark
            SetBenchmark("GOOG");
--- a/Algorithm.CSharp/BasicTemplateOptionsAlgorithm.cs
+++ b/Algorithm.CSharp/BasicTemplateOptionsAlgorithm.cs
@@ -35,7 +35,8 @@ namespace QuantConnect.Algorithm.CSharp
    public class BasicTemplateOptionsAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
    {
        private const string UnderlyingTicker = "GOOG";
-        public Symbol OptionSymbol;
+        public readonly Symbol Underlying = QuantConnect.Symbol.Create(UnderlyingTicker, SecurityType.Equity, Market.USA);
+        public readonly Symbol OptionSymbol = QuantConnect.Symbol.Create(UnderlyingTicker, SecurityType.Option, Market.USA);

        public override void Initialize()
        {
@@ -45,14 +46,10 @@ namespace QuantConnect.Algorithm.CSharp

            var equity = AddEquity(UnderlyingTicker);
            var option = AddOption(UnderlyingTicker);
-            OptionSymbol = option.Symbol;

            // set our strike/expiry filter for this option chain
            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(TimeSpan.Zero, TimeSpan.FromDays(180)));

            // use the underlying equity as the benchmark
            SetBenchmark(equity.Symbol);
@@ -113,14 +110,13 @@ namespace QuantConnect.Algorithm.CSharp
        {
            {"Total Trades", "2"},
            {"Average Win", "0%"},
-            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "0%"},
-            {"Drawdown", "0%"},
-            {"Expectancy", "0"},
-            {"Net Profit", "0%"},
+            {"Average Loss", "-0.28%"},
+            {"Compounding Annual Return", "-78.282%"},
+            {"Drawdown", "0.300%"},
+            {"Expectancy", "-1"},
+            {"Net Profit", "-0.282%"},
            {"Sharpe Ratio", "0"},
-            {"Probabilistic Sharpe Ratio", "0%"},
-            {"Loss Rate", "0%"},
+            {"Loss Rate", "100%"},
            {"Win Rate", "0%"},
            {"Profit-Loss Ratio", "0"},
            {"Alpha", "0"},
@@ -130,27 +126,7 @@ namespace QuantConnect.Algorithm.CSharp
            {"Information Ratio", "0"},
            {"Tracking Error", "0"},
            {"Treynor Ratio", "0"},
-            {"Total Fees", "$2.00"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "0"},
-            {"Return Over Maximum Drawdown", "0"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "1130102123"}
+            {"Total Fees", "$2.00"}
        };
    }
 }
--- a/Algorithm.CSharp/BasicTemplateOptionsFilterUniverseAlgorithm.cs
+++ b/Algorithm.CSharp/BasicTemplateOptionsFilterUniverseAlgorithm.cs
@@ -34,7 +34,8 @@ namespace QuantConnect.Algorithm.CSharp
    public class BasicTemplateOptionsFilterUniverseAlgorithm : QCAlgorithm
    {
        private const string UnderlyingTicker = "GOOG";
-        public Symbol OptionSymbol;
+        public readonly Symbol Underlying = QuantConnect.Symbol.Create(UnderlyingTicker, SecurityType.Equity, Market.USA);
+        public readonly Symbol OptionSymbol = QuantConnect.Symbol.Create(UnderlyingTicker, SecurityType.Option, Market.USA);

        public override void Initialize()
        {
@@ -48,10 +49,7 @@ namespace QuantConnect.Algorithm.CSharp
            // set our custom filter for this option chain
            option.SetFilter(universe => from symbol in universe
                                                          .WeeklysOnly()
-                                                           // Expiration method accepts TimeSpan objects or integer for days.
-                                                           // The following statements yield the same filtering criteria
-                                                          .Expiration(0, 10)
-                                                          // .Expiration(TimeSpan.Zero, TimeSpan.FromDays(10))
+                                                          .Expiration(TimeSpan.Zero, TimeSpan.FromDays(10))
                                         where symbol.ID.OptionRight != OptionRight.Put &&
                                              universe.Underlying.Price - symbol.ID.StrikePrice < 60
                                         select symbol);
--- a/Algorithm.CSharp/BasicTemplateOptionsFrameworkAlgorithm.cs
+++ b/Algorithm.CSharp/BasicTemplateOptionsFrameworkAlgorithm.cs
@@ -80,10 +80,7 @@ namespace QuantConnect.Algorithm.CSharp
            {
                return filter
                    .Strikes(+1, +1)
-                    // Expiration method accepts TimeSpan objects or integer for days.
-                    // The following statements yield the same filtering criteria
-                    .Expiration(0, 7)
-                    //.Expiration(TimeSpan.Zero, TimeSpan.FromDays(7))
+                    .Expiration(TimeSpan.Zero, TimeSpan.FromDays(7))
                    .WeeklysOnly()
                    .PutsOnly()
                    .OnlyApplyFilterAtMarketOpen();
@@ -142,45 +139,37 @@ namespace QuantConnect.Algorithm.CSharp
        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
        {
            {"Total Trades", "4"},
-            {"Average Win", "0%"},
+            {"Average Win", "0.14%"},
            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "0%"},
-            {"Drawdown", "0%"},
+            {"Compounding Annual Return", "71.396%"},
+            {"Drawdown", "0.700%"},
            {"Expectancy", "0"},
-            {"Net Profit", "0%"},
-            {"Sharpe Ratio", "0"},
-            {"Probabilistic Sharpe Ratio", "0%"},
+            {"Net Profit", "0.271%"},
+            {"Sharpe Ratio", "9.165"},
            {"Loss Rate", "0%"},
-            {"Win Rate", "0%"},
+            {"Win Rate", "100%"},
            {"Profit-Loss Ratio", "0"},
            {"Alpha", "0"},
-            {"Beta", "0"},
-            {"Annual Standard Deviation", "0"},
-            {"Annual Variance", "0"},
-            {"Information Ratio", "0"},
-            {"Tracking Error", "0"},
-            {"Treynor Ratio", "0"},
+            {"Beta", "24.746"},
+            {"Annual Standard Deviation", "0.025"},
+            {"Annual Variance", "0.001"},
+            {"Information Ratio", "8.883"},
+            {"Tracking Error", "0.025"},
+            {"Treynor Ratio", "0.009"},
            {"Total Fees", "$4.00"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0.327"},
-            {"Kelly Criterion Probability Value", "1"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "79228162514264337593543950335"},
-            {"Portfolio Turnover", "0"},
            {"Total Insights Generated", "26"},
            {"Total Insights Closed", "24"},
            {"Total Insights Analysis Completed", "24"},
            {"Long Insight Count", "26"},
            {"Short Insight Count", "0"},
            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$31.01809"},
+            {"Estimated Monthly Alpha Value", "$28.43325"},
            {"Total Accumulated Estimated Alpha Value", "$1.89555"},
            {"Mean Population Estimated Insight Value", "$0.07898125"},
            {"Mean Population Direction", "50%"},
            {"Mean Population Magnitude", "0%"},
            {"Rolling Averaged Population Direction", "50.0482%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "352959406"}
+            {"Rolling Averaged Population Magnitude", "0%"}
        };
    }
 }
--- a/Algorithm.CSharp/BasicTemplateOptionsHistoryAlgorithm.cs
+++ b/Algorithm.CSharp/BasicTemplateOptionsHistoryAlgorithm.cs
@@ -39,11 +39,8 @@ namespace QuantConnect.Algorithm.CSharp
            SetCash(1000000);

            var option = AddOption("GOOG");
-            // add the initial contract filter
-            // SetFilter method accepts TimeSpan objects or integer for days.
-            // The following statements yield the same filtering criteria
-            option.SetFilter(-2, +2, 0, 180);
-            // option.SetFilter(-2, +2, TimeSpan.Zero, TimeSpan.FromDays(180));
+            // add the initial contract filter 
+            option.SetFilter(-2, +2, TimeSpan.Zero, TimeSpan.FromDays(180));

            // set the pricing model for Greeks and volatility
            // find more pricing models https://www.quantconnect.com/lean/documentation/topic27704.html
@@ -68,20 +65,20 @@ namespace QuantConnect.Algorithm.CSharp
                    var underlying = Securities[chain.Key.Underlying];
                    foreach (var contract in chain.Value)
                    {
-                        Log($"{contract.Symbol.Value}," +
-                            $"Bid={contract.BidPrice.ToStringInvariant()} " +
-                            $"Ask={contract.AskPrice.ToStringInvariant()} " +
-                            $"Last={contract.LastPrice.ToStringInvariant()} " +
-                            $"OI={contract.OpenInterest.ToStringInvariant()} " +
-                            $"σ={underlying.VolatilityModel.Volatility.ToStringInvariant("0.000")} " +
-                            $"NPV={contract.TheoreticalPrice.ToStringInvariant("0.000")} " +
-                            $"Δ={contract.Greeks.Delta.ToStringInvariant("0.000")} " +
-                            $"Γ={contract.Greeks.Gamma.ToStringInvariant("0.000")} " +
-                            $"ν={contract.Greeks.Vega.ToStringInvariant("0.000")} " +
-                            $"ρ={contract.Greeks.Rho.ToStringInvariant("0.00")} " +
-                            $"Θ={(contract.Greeks.Theta / 365.0m).ToStringInvariant("0.00")} " +
-                            $"IV={contract.ImpliedVolatility.ToStringInvariant("0.000")}"
-                        );
+                        Log(String.Format(@"{0},Bid={1} Ask={2} Last={3} OI={4} σ={5:0.000} NPV={6:0.000} Δ={7:0.000} Γ={8:0.000} ν={9:0.000} ρ={10:0.00} Θ={11:0.00} IV={12:0.000}",
+                             contract.Symbol.Value,
+                             contract.BidPrice,
+                             contract.AskPrice,
+                             contract.LastPrice,
+                             contract.OpenInterest,
+                             underlying.VolatilityModel.Volatility,
+                             contract.TheoreticalPrice,
+                             contract.Greeks.Delta,
+                             contract.Greeks.Gamma,
+                             contract.Greeks.Vega,
+                             contract.Greeks.Rho,
+                             contract.Greeks.Theta / 365.0m,
+                             contract.ImpliedVolatility));
                    }
                }
            }
--- a/Algorithm.CSharp/Benchmarks/SECReportBenchmarkAlgorithm.cs
+++ b/Algorithm.CSharp/Benchmarks/SECReportBenchmarkAlgorithm.cs
@@ -1,63 +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.Data.Custom.SEC;
-using QuantConnect.Securities;
-
-namespace QuantConnect.Algorithm.CSharp.Benchmarks
-{
-    public class SECReportBenchmarkAlgorithm : QCAlgorithm
-    {
-        private List<Security> _securities;
-        /// <summary>
-        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
-        /// </summary>
-        public override void Initialize()
-        {
-            SetStartDate(2018, 1, 1);
-            SetEndDate(2019, 1, 1);
-
-            var tickers = new List<string> {"AAPL", "AMZN", "MSFT", "IBM", "FB", "QQQ",
-                "IWM", "BAC", "BNO", "AIG", "UW", "WM" };
-            _securities = new List<Security>();
-
-            foreach (var ticker in tickers)
-            {
-                var equity = AddEquity(ticker);
-                _securities.Add(equity);
-
-                AddData<SECReport8K>(equity.Symbol, Resolution.Daily);
-                AddData<SECReport10K>(equity.Symbol, Resolution.Daily);
-            }
-        }
-
-        public override void OnData(Slice data)
-        {
-            foreach (var security in _securities)
-            {
-                SECReport8K report8K = security.Data.Get<SECReport8K>();
-                SECReport10K report10K = security.Data.Get<SECReport10K>();
-
-                if (!security.HoldStock && report8K != null && report10K != null)
-                {
-                    SetHoldings(security.Symbol, 1d / _securities.Count);
-                }
-            }
-        }
-    }
-}
--- a/Algorithm.CSharp/Benchmarks/SmartInsiderEventBenchmarkAlgorithm.cs
+++ b/Algorithm.CSharp/Benchmarks/SmartInsiderEventBenchmarkAlgorithm.cs
@@ -1,81 +0,0 @@
-/*
- * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
- * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
- *
- * Licensed under the Apache License, Version 2.0 (the "License");
- * you may not use this file except in compliance with the License.
- * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
- *
- * Unless required by applicable law or agreed to in writing, software
- * distributed under the License is distributed on an "AS IS" BASIS,
- * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
- * See the License for the specific language governing permissions and
- * limitations under the License.
- *
-*/
-
-using System;
-using System.Collections.Generic;
-using QuantConnect.Data;
-using QuantConnect.Data.Custom.SmartInsider;
-using QuantConnect.Securities;
-
-namespace QuantConnect.Algorithm.CSharp.Benchmarks
-{
-    public class SmartInsiderEventBenchmarkAlgorithm : QCAlgorithm
-    {
-        private List<Security> _securities;
-        private List<Symbol> _customSymbols;
-        private int _historySymbolCount;
-
-        /// <summary>
-        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
-        /// </summary>
-        public override void Initialize()
-        {
-            SetStartDate(2010, 1, 1);
-            SetEndDate(2019, 1, 1);
-
-            var tickers = new List<string> {"AAPL", "AMZN", "MSFT", "IBM", "FB", "QQQ",
-                "IWM", "BAC", "BNO", "AIG", "UW", "WM" };
-            _securities = new List<Security>();
-            _customSymbols = new List<Symbol>();
-
-            foreach (var ticker in tickers)
-            {
-                var equity = AddEquity(ticker, Resolution.Hour);
-                _securities.Add(equity);
-
-                _customSymbols.Add(
-                    AddData<SmartInsiderIntention>(equity.Symbol, Resolution.Daily).Symbol);
-                _customSymbols.Add(
-                    AddData<SmartInsiderTransaction>(equity.Symbol, Resolution.Daily).Symbol);
-            }
-
-            Schedule.On(DateRules.EveryDay(), TimeRules.At(16, 0), () =>
-                {
-                    foreach (var slice in History(_customSymbols, TimeSpan.FromDays(5)))
-                    {
-                        _historySymbolCount += slice.Count;
-                    }
-
-                    foreach (var security in _securities)
-                    {
-                        SmartInsiderIntention intention = security.Data.Get<SmartInsiderIntention>();
-                        SmartInsiderTransaction transaction = security.Data.Get<SmartInsiderTransaction>();
-
-                        if (!security.HoldStock && intention != null && transaction != null)
-                        {
-                            SetHoldings(security.Symbol, 1d / _securities.Count);
-                        }
-                    }
-                });
-        }
-
-        public override void OnData(Slice data)
-        {
-            var intentions = data.Get<SmartInsiderIntention>();
-            var transactions = data.Get<SmartInsiderTransaction>();
-        }
-    }
-}
--- a/Algorithm.CSharp/BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
+++ b/Algorithm.CSharp/BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
@@ -74,46 +74,38 @@ namespace QuantConnect.Algorithm.CSharp
        /// </summary>
        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
        {
-            {"Total Trades", "18"},
+            {"Total Trades", "21"},
            {"Average Win", "0%"},
-            {"Average Loss", "-0.16%"},
-            {"Compounding Annual Return", "72.164%"},
-            {"Drawdown", "1.100%"},
+            {"Average Loss", "-0.38%"},
+            {"Compounding Annual Return", "-82.823%"},
+            {"Drawdown", "4.300%"},
            {"Expectancy", "-1"},
-            {"Net Profit", "0.747%"},
-            {"Sharpe Ratio", "4.086"},
-            {"Probabilistic Sharpe Ratio", "61.091%"},
+            {"Net Profit", "-2.384%"},
+            {"Sharpe Ratio", "-6.465"},
            {"Loss Rate", "100%"},
            {"Win Rate", "0%"},
            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "-0.305"},
-            {"Beta", "0.564"},
-            {"Annual Standard Deviation", "0.113"},
-            {"Annual Variance", "0.013"},
-            {"Information Ratio", "-10.007"},
-            {"Tracking Error", "0.09"},
-            {"Treynor Ratio", "0.82"},
-            {"Total Fees", "$41.70"},
-            {"Fitness Score", "0.634"},
-            {"Kelly Criterion Estimate", "13.656"},
-            {"Kelly Criterion Probability Value", "0.228"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "80.05"},
-            {"Portfolio Turnover", "0.634"},
-            {"Total Insights Generated", "17"},
-            {"Total Insights Closed", "14"},
-            {"Total Insights Analysis Completed", "14"},
+            {"Alpha", "0"},
+            {"Beta", "-87.084"},
+            {"Annual Standard Deviation", "0.155"},
+            {"Annual Variance", "0.024"},
+            {"Information Ratio", "-6.536"},
+            {"Tracking Error", "0.155"},
+            {"Treynor Ratio", "0.011"},
+            {"Total Fees", "$72.41"},
+            {"Total Insights Generated", "14"},
+            {"Total Insights Closed", "11"},
+            {"Total Insights Analysis Completed", "11"},
            {"Long Insight Count", "6"},
-            {"Short Insight Count", "7"},
-            {"Long/Short Ratio", "85.71%"},
-            {"Estimated Monthly Alpha Value", "$72447.6813"},
-            {"Total Accumulated Estimated Alpha Value", "$12477.1007"},
-            {"Mean Population Estimated Insight Value", "$891.2215"},
-            {"Mean Population Direction", "50%"},
-            {"Mean Population Magnitude", "50%"},
-            {"Rolling Averaged Population Direction", "12.6429%"},
-            {"Rolling Averaged Population Magnitude", "12.6429%"},
-            {"OrderListHash", "-2004493274"}
+            {"Short Insight Count", "4"},
+            {"Long/Short Ratio", "150.0%"},
+            {"Estimated Monthly Alpha Value", "$-85612.32"},
+            {"Total Accumulated Estimated Alpha Value", "$-14744.34"},
+            {"Mean Population Estimated Insight Value", "$-1340.395"},
+            {"Mean Population Direction", "27.2727%"},
+            {"Mean Population Magnitude", "27.2727%"},
+            {"Rolling Averaged Population Direction", "5.8237%"},
+            {"Rolling Averaged Population Magnitude", "5.8237%"}
        };
    }
 }
--- a/Algorithm.CSharp/BrokerageModelAlgorithm.cs
+++ b/Algorithm.CSharp/BrokerageModelAlgorithm.cs
@@ -108,9 +108,8 @@ namespace QuantConnect.Algorithm.CSharp
                {
                    // return a message describing why we're not allowing this order
                    message = new BrokerageMessageEvent(BrokerageMessageType.Warning, "InsufficientRemainingCapital",
-                        $"Account must maintain a minimum of ${_minimumAccountBalance.ToStringInvariant()} USD at all times. " +
-                        $"Order ID: {order.Id.ToStringInvariant()}"
-                    );
+                        string.Format("Account must maintain a minimum of ${0} USD at all times. Order ID: {1}", _minimumAccountBalance, order.Id)
+                        );
                    return false;
                }
                return true;
--- a/Algorithm.CSharp/CancelOpenOrdersRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/CancelOpenOrdersRegressionAlgorithm.cs
@@ -130,43 +130,22 @@ namespace QuantConnect.Algorithm.CSharp
            {"Total Trades", "2"},
            {"Average Win", "0%"},
            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "0%"},
-            {"Drawdown", "0%"},
+            {"Compounding Annual Return", "-100.000%"},
+            {"Drawdown", "5.600%"},
            {"Expectancy", "0"},
-            {"Net Profit", "0%"},
-            {"Sharpe Ratio", "0"},
-            {"Probabilistic Sharpe Ratio", "0%"},
+            {"Net Profit", "-4.431%"},
+            {"Sharpe Ratio", "-23.129"},
            {"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"},
-            {"Fitness Score", "0.501"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "-30.28"},
-            {"Portfolio Turnover", "1.029"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "-1708974186"}
+            {"Alpha", "-8.364"},
+            {"Beta", "395.811"},
+            {"Annual Standard Deviation", "0.243"},
+            {"Annual Variance", "0.059"},
+            {"Information Ratio", "-23.216"},
+            {"Tracking Error", "0.243"},
+            {"Treynor Ratio", "-0.014"},
+            {"Total Fees", "$0.00"}
        };
    }
 }
--- a/Algorithm.CSharp/CfdTimeZonesRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/CfdTimeZonesRegressionAlgorithm.cs
@@ -76,45 +76,24 @@ namespace QuantConnect.Algorithm.CSharp
        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
        {
            {"Total Trades", "167"},
-            {"Average Win", "0%"},
-            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "0%"},
-            {"Drawdown", "0%"},
-            {"Expectancy", "0"},
-            {"Net Profit", "0%"},
-            {"Sharpe Ratio", "0"},
-            {"Probabilistic Sharpe Ratio", "0%"},
-            {"Loss Rate", "0%"},
-            {"Win Rate", "0%"},
-            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "0"},
-            {"Beta", "0"},
-            {"Annual Standard Deviation", "0"},
+            {"Average Win", "0.01%"},
+            {"Average Loss", "-0.01%"},
+            {"Compounding Annual Return", "-16.316%"},
+            {"Drawdown", "0.100%"},
+            {"Expectancy", "-0.121"},
+            {"Net Profit", "-0.081%"},
+            {"Sharpe Ratio", "-87.066"},
+            {"Loss Rate", "49%"},
+            {"Win Rate", "51%"},
+            {"Profit-Loss Ratio", "0.74"},
+            {"Alpha", "-0.116"},
+            {"Beta", "-0.092"},
+            {"Annual Standard Deviation", "0.001"},
            {"Annual Variance", "0"},
-            {"Information Ratio", "0"},
-            {"Tracking Error", "0"},
-            {"Treynor Ratio", "0"},
-            {"Total Fees", "$0.00"},
-            {"Fitness Score", "0.5"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "-325.922"},
-            {"Portfolio Turnover", "9.561"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "€0"},
-            {"Total Accumulated Estimated Alpha Value", "€0"},
-            {"Mean Population Estimated Insight Value", "€0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "1456907343"}
+            {"Information Ratio", "2.962"},
+            {"Tracking Error", "0.014"},
+            {"Treynor Ratio", "1.116"},
+            {"Total Fees", "$0.00"}
        };
    }
 }
--- a/Algorithm.CSharp/CoarseFineFundamentalRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/CoarseFineFundamentalRegressionAlgorithm.cs
@@ -74,14 +74,14 @@ namespace QuantConnect.Algorithm.CSharp
            };
        }

-        // sort the data by market capitalization and take the top 'NumberOfSymbolsFine'
+        // sort the data by P/E ratio and take the top 'NumberOfSymbolsFine'
        public IEnumerable<Symbol> FineSelectionFunction(IEnumerable<FineFundamental> fine)
        {
-            // sort descending by market capitalization
-            var sortedByMarketCap = fine.OrderByDescending(x => x.MarketCap);
+            // sort descending by P/E ratio
+            var sortedByPeRatio = fine.OrderByDescending(x => x.ValuationRatios.PERatio);

            // take the top entries from our sorted collection
-            var topFine = sortedByMarketCap.Take(NumberOfSymbolsFine);
+            var topFine = sortedByPeRatio.Take(NumberOfSymbolsFine);

            // we need to return only the symbol objects
            return topFine.Select(x => x.Symbol);
@@ -162,45 +162,24 @@ namespace QuantConnect.Algorithm.CSharp
        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
        {
            {"Total Trades", "2"},
-            {"Average Win", "1.16%"},
+            {"Average Win", "1.39%"},
            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "32.515%"},
+            {"Compounding Annual Return", "40.038%"},
            {"Drawdown", "1.400%"},
            {"Expectancy", "0"},
-            {"Net Profit", "1.164%"},
-            {"Sharpe Ratio", "2.857"},
-            {"Probabilistic Sharpe Ratio", "64.822%"},
+            {"Net Profit", "1.394%"},
+            {"Sharpe Ratio", "3.081"},
            {"Loss Rate", "0%"},
            {"Win Rate", "100%"},
            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "0.237"},
-            {"Beta", "-0.182"},
-            {"Annual Standard Deviation", "0.09"},
-            {"Annual Variance", "0.008"},
-            {"Information Ratio", "2.425"},
-            {"Tracking Error", "0.149"},
-            {"Treynor Ratio", "-1.405"},
-            {"Total Fees", "$2.00"},
-            {"Fitness Score", "0.076"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "27.329"},
-            {"Return Over Maximum Drawdown", "24.003"},
-            {"Portfolio Turnover", "0.076"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "-1465929889"}
+            {"Alpha", "-0.033"},
+            {"Beta", "19.023"},
+            {"Annual Standard Deviation", "0.096"},
+            {"Annual Variance", "0.009"},
+            {"Information Ratio", "2.904"},
+            {"Tracking Error", "0.096"},
+            {"Treynor Ratio", "0.016"},
+            {"Total Fees", "$2.00"}
        };
    }
 }
--- a/Algorithm.CSharp/CoarseFundamentalTop3Algorithm.cs
+++ b/Algorithm.CSharp/CoarseFundamentalTop3Algorithm.cs
@@ -119,43 +119,22 @@ namespace QuantConnect.Algorithm.CSharp
            {"Total Trades", "11"},
            {"Average Win", "0.51%"},
            {"Average Loss", "-0.33%"},
-            {"Compounding Annual Return", "-31.082%"},
+            {"Compounding Annual Return", "-31.051%"},
            {"Drawdown", "2.700%"},
            {"Expectancy", "0.263"},
-            {"Net Profit", "-1.518%"},
-            {"Sharpe Ratio", "-2.118"},
-            {"Probabilistic Sharpe Ratio", "23.259%"},
+            {"Net Profit", "-1.516%"},
+            {"Sharpe Ratio", "-2.526"},
            {"Loss Rate", "50%"},
            {"Win Rate", "50%"},
            {"Profit-Loss Ratio", "1.53"},
-            {"Alpha", "-0.208"},
-            {"Beta", "0.415"},
-            {"Annual Standard Deviation", "0.119"},
-            {"Annual Variance", "0.014"},
-            {"Information Ratio", "-1.167"},
-            {"Tracking Error", "0.126"},
-            {"Treynor Ratio", "-0.607"},
-            {"Total Fees", "$11.63"},
-            {"Fitness Score", "0.013"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "-5.1"},
-            {"Return Over Maximum Drawdown", "-11.717"},
-            {"Portfolio Turnover", "0.282"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "-1623759093"}
+            {"Alpha", "-0.556"},
+            {"Beta", "14.058"},
+            {"Annual Standard Deviation", "0.124"},
+            {"Annual Variance", "0.015"},
+            {"Information Ratio", "-2.666"},
+            {"Tracking Error", "0.124"},
+            {"Treynor Ratio", "-0.022"},
+            {"Total Fees", "$11.63"}
        };
    }
 }
--- a/Algorithm.CSharp/CoarseNoLookAheadBiasAlgorithm.cs
+++ b/Algorithm.CSharp/CoarseNoLookAheadBiasAlgorithm.cs
@@ -102,7 +102,6 @@ namespace QuantConnect.Algorithm.CSharp
            {"Expectancy", "0"},
            {"Net Profit", "0%"},
            {"Sharpe Ratio", "0"},
-            {"Probabilistic Sharpe Ratio", "0%"},
            {"Loss Rate", "0%"},
            {"Win Rate", "0%"},
            {"Profit-Loss Ratio", "0"},
@@ -110,30 +109,10 @@ namespace QuantConnect.Algorithm.CSharp
            {"Beta", "0"},
            {"Annual Standard Deviation", "0"},
            {"Annual Variance", "0"},
-            {"Information Ratio", "-1.383"},
-            {"Tracking Error", "0.096"},
+            {"Information Ratio", "0"},
+            {"Tracking Error", "0"},
            {"Treynor Ratio", "0"},
-            {"Total Fees", "$0.00"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "79228162514264337593543950335"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "371857150"}
+            {"Total Fees", "$0.00"}
        };
    }
 }
--- a/Algorithm.CSharp/CoarseSelectionTimeRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/CoarseSelectionTimeRegressionAlgorithm.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;
-using QuantConnect.Data.UniverseSelection;
-using QuantConnect.Interfaces;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// Test algorithm that reproduces GH issues 3410 and 3409.
-    /// Coarse universe selection should start from the algorithm start date.
-    /// Data returned by history requests performed from the selection method should be up to date.
-    /// </summary>
-    public class CoarseSelectionTimeRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
-    {
-        private Symbol _spy;
-        private decimal _historyCoarseSpyPrice;
-
-        /// <summary>
-        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
-        /// </summary>
-        public override void Initialize()
-        {
-            SetStartDate(2014, 03, 25);
-            SetEndDate(2014, 04, 01);
-
-            _spy = AddEquity("SPY", Resolution.Daily).Symbol;
-
-            UniverseSettings.Resolution = Resolution.Daily;
-            AddUniverse(CoarseSelectionFunction);
-        }
-
-        public IEnumerable<Symbol> CoarseSelectionFunction(IEnumerable<CoarseFundamental> coarse)
-        {
-            var sortedByDollarVolume = coarse.OrderByDescending(x => x.DollarVolume);
-            var top = sortedByDollarVolume
-                .Where(fundamental => fundamental.Symbol != _spy) // ignore spy
-                .Take(1);
-
-            _historyCoarseSpyPrice = History(_spy, 1).First().Close;
-
-            return top.Select(x => x.Symbol);
-        }
-
-        /// <summary>
-        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
-        /// </summary>
-        /// <param name="data">Slice object keyed by symbol containing the stock data</param>
-        public override void OnData(Slice data)
-        {
-            if (data.Count != 2)
-            {
-                throw new Exception($"Unexpected data count: {data.Count}");
-            }
-            if (ActiveSecurities.Count != 2)
-            {
-                throw new Exception($"Unexpected ActiveSecurities count: {ActiveSecurities.Count}");
-            }
-            // the price obtained by the previous coarse selection should be the same as the current price
-            if (_historyCoarseSpyPrice != 0 && _historyCoarseSpyPrice != Securities[_spy].Price)
-            {
-                throw new Exception($"Unexpected SPY price: {_historyCoarseSpyPrice}");
-            }
-            _historyCoarseSpyPrice = 0;
-            if (!Portfolio.Invested)
-            {
-                SetHoldings(_spy, 1);
-                Debug("Purchased Stock");
-            }
-        }
-
-        /// <summary>
-        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
-        /// </summary>
-        public bool CanRunLocally { get; } = true;
-
-        /// <summary>
-        /// This is used by the regression test system to indicate which languages this algorithm is written in.
-        /// </summary>
-        public Language[] Languages { get; } = { Language.CSharp };
-
-        /// <summary>
-        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
-        /// </summary>
-        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
-        {
-            {"Total Trades", "1"},
-            {"Average Win", "0%"},
-            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "58.336%"},
-            {"Drawdown", "0.900%"},
-            {"Expectancy", "0"},
-            {"Net Profit", "1.012%"},
-            {"Sharpe Ratio", "5.09"},
-            {"Probabilistic Sharpe Ratio", "68.472%"},
-            {"Loss Rate", "0%"},
-            {"Win Rate", "0%"},
-            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "0.322"},
-            {"Beta", "0.265"},
-            {"Annual Standard Deviation", "0.087"},
-            {"Annual Variance", "0.008"},
-            {"Information Ratio", "-0.088"},
-            {"Tracking Error", "0.105"},
-            {"Treynor Ratio", "1.667"},
-            {"Total Fees", "$2.91"},
-            {"Fitness Score", "0.141"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "9.731"},
-            {"Return Over Maximum Drawdown", "61.515"},
-            {"Portfolio Turnover", "0.143"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "-1959413055"}
-        };
-    }
-}
--- a/Algorithm.CSharp/CoarseTiingoNewsUniverseSelectionAlgorithm.cs
+++ b/Algorithm.CSharp/CoarseTiingoNewsUniverseSelectionAlgorithm.cs
@@ -1,119 +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 QuantConnect.Interfaces;
-using System.Collections.Generic;
-using System.Linq;
-using QuantConnect.Data;
-using QuantConnect.Data.Custom.Tiingo;
-using QuantConnect.Data.UniverseSelection;
-using QuantConnect.Securities;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// Example algorithm of a custom universe selection using coarse data and adding TiingoNews
-    /// If conditions are met will add the underlying and trade it
-    /// </summary>
-    public class CoarseTiingoNewsUniverseSelectionAlgorithm : QCAlgorithm
-    {
-        private const int NumberOfSymbols = 3;
-        private List<Symbol> _symbols;
-
-        public override void Initialize()
-        {
-            SetStartDate(2014, 03, 24);
-            SetEndDate(2014, 04, 07);
-
-            UniverseSettings.FillForward = false;
-
-            AddUniverse(new CustomDataCoarseFundamentalUniverse(UniverseSettings, SecurityInitializer, CoarseSelectionFunction));
-
-            _symbols = new List<Symbol>();
-        }
-
-        // sort the data by daily dollar volume and take the top 'NumberOfSymbols'
-        public IEnumerable<Symbol> CoarseSelectionFunction(IEnumerable<CoarseFundamental> coarse)
-        {
-            // sort descending by daily dollar volume
-            var sortedByDollarVolume = coarse.OrderByDescending(x => x.DollarVolume);
-
-            // take the top entries from our sorted collection
-            var top = sortedByDollarVolume.Take(NumberOfSymbols);
-
-            // we need to return only the symbol objects
-            return top.Select(x => QuantConnect.Symbol.CreateBase(typeof(TiingoNews), x.Symbol, x.Symbol.ID.Market));
-        }
-
-        public override void OnData(Slice data)
-        {
-            var articles = data.Get<TiingoNews>();
-
-            foreach (var kvp in articles)
-            {
-                var news = kvp.Value;
-                if (news.Title.IndexOf("Stocks Drop", 0, StringComparison.CurrentCultureIgnoreCase) != -1)
-                {
-                    if (!Securities.ContainsKey(kvp.Key.Underlying))
-                    {
-                        // add underlying we want to trade
-                        AddSecurity(kvp.Key.Underlying);
-                        _symbols.Add(kvp.Key.Underlying);
-                    }
-                }
-            }
-
-            foreach (var symbol in _symbols)
-            {
-                if (Securities[symbol].HasData)
-                {
-                    SetHoldings(symbol, 1m / _symbols.Count);
-                }
-            }
-        }
-
-        public override void OnSecuritiesChanged(SecurityChanges changes)
-        {
-            changes.FilterCustomSecurities = false;
-            Log($"{Time} {changes}");
-        }
-
-        private class CustomDataCoarseFundamentalUniverse : CoarseFundamentalUniverse
-        {
-            public CustomDataCoarseFundamentalUniverse(UniverseSettings universeSettings, ISecurityInitializer securityInitializer, Func<IEnumerable<CoarseFundamental>, IEnumerable<Symbol>> selector)
-                : base(universeSettings, securityInitializer, selector)
-            { }
-
-            public override IEnumerable<SubscriptionRequest> GetSubscriptionRequests(Security security, DateTime currentTimeUtc, DateTime maximumEndTimeUtc,
-                ISubscriptionDataConfigService subscriptionService)
-            {
-                var config = subscriptionService.Add(
-                    typeof(TiingoNews),
-                    security.Symbol,
-                    UniverseSettings.Resolution,
-                    UniverseSettings.FillForward,
-                    UniverseSettings.ExtendedMarketHours,
-                    dataNormalizationMode: UniverseSettings.DataNormalizationMode);
-                return new[]{new SubscriptionRequest(isUniverseSubscription: false,
-                    universe: this,
-                    security: security,
-                    configuration: config,
-                    startTimeUtc: currentTimeUtc,
-                    endTimeUtc: maximumEndTimeUtc)};
-            }
-        }
-    }
-}
--- a/Algorithm.CSharp/CompositeAlphaModelFrameworkAlgorithm.cs
+++ b/Algorithm.CSharp/CompositeAlphaModelFrameworkAlgorithm.cs
@@ -73,30 +73,23 @@ namespace QuantConnect.Algorithm.CSharp
        {
            {"Total Trades", "7"},
            {"Average Win", "0.01%"},
-            {"Average Loss", "-0.40%"},
-            {"Compounding Annual Return", "1114.772%"},
-            {"Drawdown", "1.800%"},
-            {"Expectancy", "-0.319"},
-            {"Net Profit", "3.244%"},
-            {"Sharpe Ratio", "23.478"},
-            {"Probabilistic Sharpe Ratio", "80.383%"},
+            {"Average Loss", "-0.38%"},
+            {"Compounding Annual Return", "1192.794%"},
+            {"Drawdown", "1.700%"},
+            {"Expectancy", "-0.323"},
+            {"Net Profit", "3.326%"},
+            {"Sharpe Ratio", "6.635"},
            {"Loss Rate", "33%"},
            {"Win Rate", "67%"},
-            {"Profit-Loss Ratio", "0.02"},
-            {"Alpha", "4.314"},
-            {"Beta", "1.239"},
-            {"Annual Standard Deviation", "0.285"},
-            {"Annual Variance", "0.081"},
-            {"Information Ratio", "47.452"},
-            {"Tracking Error", "0.101"},
-            {"Treynor Ratio", "5.409"},
+            {"Profit-Loss Ratio", "0.01"},
+            {"Alpha", "0"},
+            {"Beta", "152.178"},
+            {"Annual Standard Deviation", "0.253"},
+            {"Annual Variance", "0.064"},
+            {"Information Ratio", "6.594"},
+            {"Tracking Error", "0.253"},
+            {"Treynor Ratio", "0.011"},
            {"Total Fees", "$67.00"},
-            {"Fitness Score", "0.501"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "148.636"},
-            {"Return Over Maximum Drawdown", "1502.912"},
-            {"Portfolio Turnover", "0.501"},
            {"Total Insights Generated", "2"},
            {"Total Insights Closed", "0"},
            {"Total Insights Analysis Completed", "0"},
@@ -109,8 +102,7 @@ namespace QuantConnect.Algorithm.CSharp
            {"Mean Population Direction", "0%"},
            {"Mean Population Magnitude", "0%"},
            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "-28636839"}
+            {"Rolling Averaged Population Magnitude", "0%"}
        };
    }
 }
--- a/Algorithm.CSharp/CompositeRiskManagementModelFrameworkAlgorithm.cs
+++ b/Algorithm.CSharp/CompositeRiskManagementModelFrameworkAlgorithm.cs
@@ -66,45 +66,37 @@ namespace QuantConnect.Algorithm.CSharp
        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
        {
            {"Total Trades", "7"},
-            {"Average Win", "1.02%"},
-            {"Average Loss", "-1.01%"},
-            {"Compounding Annual Return", "205.606%"},
-            {"Drawdown", "2.200%"},
-            {"Expectancy", "0.339"},
-            {"Net Profit", "1.439%"},
-            {"Sharpe Ratio", "7.166"},
-            {"Probabilistic Sharpe Ratio", "64.794%"},
+            {"Average Win", "1.00%"},
+            {"Average Loss", "-1.03%"},
+            {"Compounding Annual Return", "190.425%"},
+            {"Drawdown", "2.300%"},
+            {"Expectancy", "0.314"},
+            {"Net Profit", "1.372%"},
+            {"Sharpe Ratio", "3.771"},
            {"Loss Rate", "33%"},
            {"Win Rate", "67%"},
-            {"Profit-Loss Ratio", "1.01"},
-            {"Alpha", "-0.341"},
-            {"Beta", "0.968"},
-            {"Annual Standard Deviation", "0.213"},
-            {"Annual Variance", "0.045"},
-            {"Information Ratio", "-46.719"},
-            {"Tracking Error", "0.009"},
-            {"Treynor Ratio", "1.575"},
+            {"Profit-Loss Ratio", "0.97"},
+            {"Alpha", "0.007"},
+            {"Beta", "62.953"},
+            {"Annual Standard Deviation", "0.186"},
+            {"Annual Variance", "0.035"},
+            {"Information Ratio", "3.713"},
+            {"Tracking Error", "0.186"},
+            {"Treynor Ratio", "0.011"},
            {"Total Fees", "$22.77"},
-            {"Fitness Score", "0.999"},
-            {"Kelly Criterion Estimate", "38.64"},
-            {"Kelly Criterion Probability Value", "0.229"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "69.159"},
-            {"Portfolio Turnover", "1.242"},
            {"Total Insights Generated", "100"},
            {"Total Insights Closed", "99"},
            {"Total Insights Analysis Completed", "99"},
            {"Long Insight Count", "100"},
            {"Short Insight Count", "0"},
            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$126657.6305"},
-            {"Total Accumulated Estimated Alpha Value", "$20405.9516"},
-            {"Mean Population Estimated Insight Value", "$206.1207"},
+            {"Estimated Monthly Alpha Value", "$158418.3850"},
+            {"Total Accumulated Estimated Alpha Value", "$25522.9620"},
+            {"Mean Population Estimated Insight Value", "$257.8077"},
            {"Mean Population Direction", "54.5455%"},
            {"Mean Population Magnitude", "54.5455%"},
            {"Rolling Averaged Population Direction", "59.8056%"},
-            {"Rolling Averaged Population Magnitude", "59.8056%"},
-            {"OrderListHash", "-1225025518"}
+            {"Rolling Averaged Population Magnitude", "59.8056%"}
        };
    }
 }
--- a/Algorithm.CSharp/ConfidenceWeightedFrameworkAlgorithm.cs
+++ b/Algorithm.CSharp/ConfidenceWeightedFrameworkAlgorithm.cs
@@ -1,119 +0,0 @@
-/*
- * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
- * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
- *
- * Licensed under the Apache License, Version 2.0 (the "License");
- * you may not use this file except in compliance with the License.
- * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
- *
- * Unless required by applicable law or agreed to in writing, software
- * distributed under the License is distributed on an "AS IS" BASIS,
- * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
- * See the License for the specific language governing permissions and
- * limitations under the License.
-*/
-
-using System;
-using System.Collections.Generic;
-using QuantConnect.Algorithm.Framework.Alphas;
-using QuantConnect.Algorithm.Framework.Execution;
-using QuantConnect.Algorithm.Framework.Portfolio;
-using QuantConnect.Algorithm.Framework.Selection;
-using QuantConnect.Interfaces;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// Test algorithm using <see cref="ConfidenceWeightedPortfolioConstructionModel"/> and <see cref="ConstantAlphaModel"/>
-    /// generating a constant <see cref="Insight"/> with a 0.25 confidence
-    /// </summary>
-    public class ConfidenceWeightedFrameworkAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
-    {
-        /// <summary>
-        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
-        /// </summary>
-        public override void Initialize()
-        {
-            // Set requested data resolution
-            UniverseSettings.Resolution = Resolution.Minute;
-
-            SetStartDate(2013, 10, 07);  //Set Start Date
-            SetEndDate(2013, 10, 11);    //Set End Date
-            SetCash(100000);             //Set Strategy Cash
-
-            // set algorithm framework models
-            SetUniverseSelection(new ManualUniverseSelectionModel(QuantConnect.Symbol.Create("SPY", SecurityType.Equity, Market.USA)));
-            SetAlpha(new ConstantAlphaModel(InsightType.Price, InsightDirection.Up, TimeSpan.FromMinutes(20), 0.025, 0.25));
-            SetPortfolioConstruction(new ConfidenceWeightedPortfolioConstructionModel());
-            SetExecution(new ImmediateExecutionModel());
-        }
-
-        public override void OnEndOfAlgorithm()
-        {
-            if (// holdings value should be 0.25 - to avoid price fluctuation issue we compare with 0.28 and 0.23
-                Portfolio.TotalHoldingsValue > Portfolio.TotalPortfolioValue * 0.28m
-                ||
-                Portfolio.TotalHoldingsValue < Portfolio.TotalPortfolioValue * 0.23m)
-            {
-                throw new Exception($"Unexpected Total Holdings Value: {Portfolio.TotalHoldingsValue}");
-            }
-        }
-
-        /// <summary>
-        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
-        /// </summary>
-        public bool CanRunLocally { get; } = true;
-
-        /// <summary>
-        /// This is used by the regression test system to indicate which languages this algorithm is written in.
-        /// </summary>
-        public Language[] Languages { get; } = { Language.CSharp, Language.Python };
-
-        /// <summary>
-        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
-        /// </summary>
-        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
-        {
-            {"Total Trades", "6"},
-            {"Average Win", "0.00%"},
-            {"Average Loss", "0.00%"},
-            {"Compounding Annual Return", "38.059%"},
-            {"Drawdown", "0.600%"},
-            {"Expectancy", "-0.502"},
-            {"Net Profit", "0.413%"},
-            {"Sharpe Ratio", "5.518"},
-            {"Probabilistic Sharpe Ratio", "66.933%"},
-            {"Loss Rate", "67%"},
-            {"Win Rate", "33%"},
-            {"Profit-Loss Ratio", "0.50"},
-            {"Alpha", "-0.178"},
-            {"Beta", "0.249"},
-            {"Annual Standard Deviation", "0.055"},
-            {"Annual Variance", "0.003"},
-            {"Information Ratio", "-9.844"},
-            {"Tracking Error", "0.165"},
-            {"Treynor Ratio", "1.212"},
-            {"Total Fees", "$6.00"},
-            {"Fitness Score", "0.063"},
-            {"Kelly Criterion Estimate", "38.64"},
-            {"Kelly Criterion Probability Value", "0.229"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "70.188"},
-            {"Portfolio Turnover", "0.063"},
-            {"Total Insights Generated", "100"},
-            {"Total Insights Closed", "99"},
-            {"Total Insights Analysis Completed", "99"},
-            {"Long Insight Count", "100"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$126657.6305"},
-            {"Total Accumulated Estimated Alpha Value", "$20405.9516"},
-            {"Mean Population Estimated Insight Value", "$206.1207"},
-            {"Mean Population Direction", "54.5455%"},
-            {"Mean Population Magnitude", "54.5455%"},
-            {"Rolling Averaged Population Direction", "59.8056%"},
-            {"Rolling Averaged Population Magnitude", "59.8056%"},
-            {"OrderListHash", "501060991"}
-        };
-    }
-}
--- a/Algorithm.CSharp/ConsolidateRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/ConsolidateRegressionAlgorithm.cs
@@ -1,189 +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;
-using QuantConnect.Data.Consolidators;
-using QuantConnect.Data.Market;
-using QuantConnect.Indicators;
-using QuantConnect.Interfaces;
-using QuantConnect.Securities;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// Regression algorithm reproducing data type bugs in the Consolidate API. Related to GH 4205.
-    /// </summary>
-    public class ConsolidateRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
-    {
-        private List<int> _consolidationCount;
-        private int _customDataConsolidator;
-        private Symbol _symbol;
-
-        /// <summary>
-        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
-        /// </summary>
-        public override void Initialize()
-        {
-            SetStartDate(2013, 10, 08);
-            SetEndDate(2013, 10, 09);
-
-            var SP500 = QuantConnect.Symbol.Create(Futures.Indices.SP500EMini, SecurityType.Future, Market.CME);
-            _symbol = FutureChainProvider.GetFutureContractList(SP500, StartDate).First();
-            AddFutureContract(_symbol);
-
-            _consolidationCount = new List<int> { 0, 0, 0, 0, 0, 0, 0, 0 };
-
-            var sma = new SimpleMovingAverage(10);
-            Consolidate<QuoteBar>(_symbol, time => new CalendarInfo(time.RoundDown(TimeSpan.FromDays(1)), TimeSpan.FromDays(1)),
-                bar => UpdateQuoteBar(sma, bar, 0));
-
-            var sma2 = new SimpleMovingAverage(10);
-            Consolidate<QuoteBar>(_symbol, TimeSpan.FromDays(1), bar => UpdateQuoteBar(sma2, bar, 1));
-
-            var sma3 = new SimpleMovingAverage(10);
-            Consolidate(_symbol, Resolution.Daily, TickType.Quote, (Action<QuoteBar>)(bar => UpdateQuoteBar(sma3, bar, 2)));
-
-            var sma4 = new SimpleMovingAverage(10);
-            Consolidate(_symbol, TimeSpan.FromDays(1), bar => UpdateTradeBar(sma4, bar, 3));
-
-            var sma5 = new SimpleMovingAverage(10);
-            Consolidate<TradeBar>(_symbol, TimeSpan.FromDays(1), bar => UpdateTradeBar(sma5, bar, 4));
-
-            // custom data
-            var sma6 = new SimpleMovingAverage(10);
-            var symbol = AddData<CustomDataRegressionAlgorithm.Bitcoin>("BTC", Resolution.Minute).Symbol;
-            Consolidate<TradeBar>(symbol, TimeSpan.FromDays(1), bar => _customDataConsolidator++);
-
-            try
-            {
-                Consolidate<QuoteBar>(symbol, TimeSpan.FromDays(1), bar => { UpdateQuoteBar(sma6, bar, -1); });
-                throw new Exception($"Expected {nameof(ArgumentException)} to be thrown");
-            }
-            catch (ArgumentException)
-            {
-                // will try to use BaseDataConsolidator for which input is TradeBars not QuoteBars
-            }
-
-            // Test using abstract T types, through defining a 'BaseData' handler
-            var sma7 = new SimpleMovingAverage(10);
-            Consolidate(_symbol, Resolution.Daily, null, (Action<BaseData>)(bar => UpdateBar(sma7, bar, 5)));
-
-            var sma8 = new SimpleMovingAverage(10);
-            Consolidate(_symbol, TimeSpan.FromDays(1), null, (Action<BaseData>)(bar => UpdateBar(sma8, bar, 6)));
-
-            var sma9 = new SimpleMovingAverage(10);
-            Consolidate(_symbol, TimeSpan.FromDays(1), (Action<BaseData>)(bar => UpdateBar(sma9, bar, 7)));
-        }
-        private void UpdateBar(SimpleMovingAverage sma, BaseData tradeBar, int position)
-        {
-            if (!(tradeBar is TradeBar))
-            {
-                throw new Exception("Expected a TradeBar");
-            }
-            _consolidationCount[position]++;
-            sma.Update(tradeBar.EndTime, tradeBar.Value);
-        }
-        private void UpdateTradeBar(SimpleMovingAverage sma, TradeBar tradeBar, int position)
-        {
-            _consolidationCount[position]++;
-            sma.Update(tradeBar.EndTime, tradeBar.High);
-        }
-        private void UpdateQuoteBar(SimpleMovingAverage sma, QuoteBar quoteBar, int position)
-        {
-            _consolidationCount[position]++;
-            sma.Update(quoteBar.EndTime, quoteBar.High);
-        }
-
-        public override void OnEndOfAlgorithm()
-        {
-            if (_consolidationCount.Any(i => i != 3) || _customDataConsolidator == 0)
-            {
-                throw new Exception("Unexpected consolidation count");
-            }
-        }
-
-        /// <summary>
-        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
-        /// </summary>
-        /// <param name="data">Slice object keyed by symbol containing the stock data</param>
-        public override void OnData(Slice data)
-        {
-            if (!Portfolio.Invested)
-            {
-                SetHoldings(_symbol, 0.5);
-            }
-        }
-
-        /// <summary>
-        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
-        /// </summary>
-        public bool CanRunLocally { get; } = true;
-
-        /// <summary>
-        /// This is used by the regression test system to indicate which languages this algorithm is written in.
-        /// </summary>
-        public Language[] Languages { get; } = { Language.CSharp, Language.Python };
-
-        /// <summary>
-        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
-        /// </summary>
-        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
-        {
-            {"Total Trades", "1"},
-            {"Average Win", "0%"},
-            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "-99.999%"},
-            {"Drawdown", "16.100%"},
-            {"Expectancy", "0"},
-            {"Net Profit", "-6.366%"},
-            {"Sharpe Ratio", "1.194"},
-            {"Probabilistic Sharpe Ratio", "0%"},
-            {"Loss Rate", "0%"},
-            {"Win Rate", "0%"},
-            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "5.579"},
-            {"Beta", "-63.972"},
-            {"Annual Standard Deviation", "0.434"},
-            {"Annual Variance", "0.188"},
-            {"Information Ratio", "0.996"},
-            {"Tracking Error", "0.441"},
-            {"Treynor Ratio", "-0.008"},
-            {"Total Fees", "$20.35"},
-            {"Fitness Score", "0.138"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "-1.727"},
-            {"Return Over Maximum Drawdown", "-12.061"},
-            {"Portfolio Turnover", "4.916"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "-1453269600"}
-        };
-    }
-}
--- a/Algorithm.CSharp/ConstituentsQC500GeneratorAlgorithm.cs
+++ b/Algorithm.CSharp/ConstituentsQC500GeneratorAlgorithm.cs
@@ -13,12 +13,14 @@
 * limitations under the License.
 */

+using QuantConnect.Data.UniverseSelection;
+
 namespace QuantConnect.Algorithm.CSharp
 {
    /// <summary>
    /// Demonstration of how to estimate constituents of QC500 index based on the company fundamentals
-    /// The algorithm creates a default tradable and liquid universe containing 500 US equities
-    /// which are chosen at the first trading day of each month.
+    /// The algorithm creates a default tradable and liquid universe containing 500 US equities 
+    /// which are chosen at the first trading day of each month.   
    /// </summary>
    /// <meta name="tag" content="using data" />
    /// <meta name="tag" content="universes" />
--- a/Algorithm.CSharp/ConstituentsUniverseDataGeneratorAlgorithm.cs
+++ b/Algorithm.CSharp/ConstituentsUniverseDataGeneratorAlgorithm.cs
@@ -1,161 +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.IO;
-using System.Linq;
-using QuantConnect.Data.UniverseSelection;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// Algorithm used to generate daily data on disk for the different <see cref="ConstituentsUniverse"/>.
-    /// How to use me? search for 'CHANGE ME'
-    /// 1- change the universe name
-    /// 2- change the desired start and end date to generate
-    /// 3- define the universe selection to use
-    /// Data will be generated in:
-    /// 'Globals.DataFolder\SecurityType\Market\universes\Resolution\{UniverseName}\{dates:yyyyMMdd}.csv'
-    /// </summary>
-    /// <remarks>The data produced by this algorithm is the one used by the
-    /// <see cref="ConstituentsUniverseRegressionAlgorithm"/></remarks>
-    /// <remarks>In the cloud, users can implement their own <see cref="ConstituentsUniverseData"/>
-    /// (not using <see cref="SubscriptionTransportMedium.LocalFile"/>) that can fetch the files
-    /// generated from this algorithm</remarks>
-    public class ConstituentsUniverseDataGeneratorAlgorithm : QCAlgorithm
-    {
-        private readonly HashSet<Symbol> _currentSelection = new HashSet<Symbol>();
-        private DateTime _currentDateTime = DateTime.MinValue;
-        private readonly string _rootDataPath = Globals.DataFolder;
-        private string _dataPath;
-        private bool _skippedFirst;
-
-        // Configuration properties: Only these are supported for now (Don't change me)
-        private readonly SecurityType _securityType = SecurityType.Equity;
-        private readonly string _market = Market.USA;
-        private readonly Resolution _resolution = Resolution.Daily;
-
-        // CHANGE ME
-        private readonly string _universeName = "qctest";
-
-        public override void Initialize()
-        {
-            // CHANGE ME
-            SetStartDate(2013, 10, 07);   // Set Start Date
-            SetEndDate(2013, 10, 11);     // Set End Date
-            SetCash(100000);            // Set Strategy Cash
-
-            UniverseSettings.Resolution = Resolution.Daily;
-            _dataPath = Path.Combine(_rootDataPath,
-                _securityType.SecurityTypeToLower(),
-                _market,
-                "universes",
-                _resolution.ResolutionToLower(),
-                _universeName);
-            Directory.CreateDirectory(_dataPath);
-
-            // CHANGE ME
-            int step = 0;
-            AddUniverse(coarse =>
-            {
-                step++;
-                switch (step)
-                {
-                    case 1:
-                    case 2:
-                        return new[]
-                        {
-                            QuantConnect.Symbol.Create("QQQ", SecurityType.Equity, Market.USA),
-                            QuantConnect.Symbol.Create("AAPL", SecurityType.Equity, Market.USA)
-                        };
-                    case 3:
-                        return Enumerable.Empty<Symbol>();
-                    case 4:
-                    case 5:
-                        return new[]
-                        {
-                            QuantConnect.Symbol.Create("SPY", SecurityType.Equity, Market.USA),
-                            QuantConnect.Symbol.Create("FB", SecurityType.Equity, Market.USA)
-                        };
-                    default:
-                        throw new Exception("Unexpected step count");
-                }
-            });
-
-            Schedule.On(DateRules.EveryDay(), TimeRules.At(23, 0), SaveConstituentsUniverseDataToDisk);
-        }
-
-        private void SaveConstituentsUniverseDataToDisk()
-        {
-            if (_skippedFirst && Time > _currentDateTime)
-            {
-                if (Time.DayOfWeek == DayOfWeek.Sunday
-                    || Time.DayOfWeek == DayOfWeek.Monday)
-                {
-                    // we generate files from Tue to Saturday using current selected securities
-                    return;
-                }
-                // files are for Mon to Friday
-                _currentDateTime = Time.Date.AddDays(-1);
-
-                var path = Path.Combine(_dataPath, $"{_currentDateTime:yyyyMMdd}.csv");
-                File.Delete(path);
-                if (_currentSelection.Count == 0)
-                {
-                    using (StreamWriter constituentsUniverseFile = new StreamWriter(path, append:true))
-                    {
-                        constituentsUniverseFile.WriteLine(
-                            $"{QuantConnect.Symbol.None.Value},{QuantConnect.Symbol.None.ID.ToString()}");
-                    }
-                }
-                else
-                {
-                    foreach (var symbol in _currentSelection)
-                    {
-                        using (StreamWriter constituentsUniverseFile = new StreamWriter(path, append: true))
-                        {
-                            constituentsUniverseFile.WriteLine($"{symbol.Value},{symbol.ID.ToString()}");
-                        }
-                    }
-                }
-            }
-            _skippedFirst = true;
-        }
-
-        public override void OnSecuritiesChanged(SecurityChanges changes)
-        {
-            foreach (var added in changes.AddedSecurities)
-            {
-                Log($"AddedSecurities {added}");
-                if (_currentSelection.Contains(added.Symbol))
-                {
-                    throw new Exception("Added symbol already selected");
-                }
-                _currentSelection.Add(added.Symbol);
-            }
-
-            foreach (var removed in changes.RemovedSecurities)
-            {
-                Log($"RemovedSecurities {removed}");
-                if (!_currentSelection.Contains(removed.Symbol))
-                {
-                    throw new Exception("Removing symbol already deselected");
-                }
-                _currentSelection.Remove(removed.Symbol);
-            }
-        }
-    }
-}
--- a/Algorithm.CSharp/ConstituentsUniverseRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/ConstituentsUniverseRegressionAlgorithm.cs
@@ -1,215 +0,0 @@
-/*
- * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
- * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
- *
- * Licensed under the Apache License, Version 2.0 (the "License");
- * you may not use this file except in compliance with the License.
- * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
- *
- * Unless required by applicable law or agreed to in writing, software
- * distributed under the License is distributed on an "AS IS" BASIS,
- * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
- * See the License for the specific language governing permissions and
- * limitations under the License.
-*/
-
-using System;
-using System.Collections.Generic;
-using QuantConnect.Data;
-using QuantConnect.Data.UniverseSelection;
-using QuantConnect.Interfaces;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// Test algorithm using a <see cref="ConstituentsUniverse"/> with test data
-    /// </summary>
-    public class ConstituentsUniverseRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
-    {
-        private readonly Symbol _appl = QuantConnect.Symbol.Create("AAPL", SecurityType.Equity, Market.USA);
-        private readonly Symbol _spy = QuantConnect.Symbol.Create("SPY", SecurityType.Equity, Market.USA);
-        private readonly Symbol _qqq = QuantConnect.Symbol.Create("QQQ", SecurityType.Equity, Market.USA);
-        private readonly Symbol _fb = QuantConnect.Symbol.Create("FB", SecurityType.Equity, Market.USA);
-        private int _step;
-
-        /// <summary>
-        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
-        /// </summary>
-        public override void Initialize()
-        {
-            SetStartDate(2013, 10, 07);  //Set Start Date
-            SetEndDate(2013, 10, 11);    //Set End Date
-            SetCash(100000);             //Set Strategy Cash
-
-            UniverseSettings.Resolution = Resolution.Daily;
-
-            var customUniverseSymbol = new Symbol(SecurityIdentifier.GenerateConstituentIdentifier(
-                    "constituents-universe-qctest",
-                    SecurityType.Equity,
-                    Market.USA),
-                "constituents-universe-qctest");
-
-            AddUniverse(new ConstituentsUniverse(customUniverseSymbol, UniverseSettings));
-        }
-
-        /// <summary>
-        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
-        /// </summary>
-        /// <param name="data">Slice object keyed by symbol containing the stock data</param>
-        public override void OnData(Slice data)
-        {
-            _step++;
-            if (_step == 1)
-            {
-                if (!data.ContainsKey(_qqq)
-                    || !data.ContainsKey(_appl))
-                {
-                    throw new Exception($"Unexpected symbols found, step: {_step}");
-                }
-                if (data.Count != 2)
-                {
-                    throw new Exception($"Unexpected data count, step: {_step}");
-                }
-                // AAPL will be deselected by the ConstituentsUniverse
-                // but it shouldn't be removed since we hold it
-                SetHoldings(_appl, 0.5);
-            }
-            else if (_step == 2)
-            {
-                if (!data.ContainsKey(_appl))
-                {
-                    throw new Exception($"Unexpected symbols found, step: {_step}");
-                }
-                if (data.Count != 1)
-                {
-                    throw new Exception($"Unexpected data count, step: {_step}");
-                }
-                // AAPL should now be released
-                // note: takes one extra loop because the order is executed on market open
-                Liquidate();
-            }
-            else if (_step == 3)
-            {
-                if (!data.ContainsKey(_fb)
-                    || !data.ContainsKey(_spy)
-                    || !data.ContainsKey(_appl))
-                {
-                    throw new Exception($"Unexpected symbols found, step: {_step}");
-                }
-                if (data.Count != 3)
-                {
-                    throw new Exception($"Unexpected data count, step: {_step}");
-                }
-            }
-            else if (_step == 4)
-            {
-                if (!data.ContainsKey(_fb)
-                    || !data.ContainsKey(_spy))
-                {
-                    throw new Exception($"Unexpected symbols found, step: {_step}");
-                }
-                if (data.Count != 2)
-                {
-                    throw new Exception($"Unexpected data count, step: {_step}");
-                }
-            }
-            else if (_step == 5)
-            {
-                if (!data.ContainsKey(_fb)
-                    || !data.ContainsKey(_spy))
-                {
-                    throw new Exception($"Unexpected symbols found, step: {_step}");
-                }
-                if (data.Count != 2)
-                {
-                    throw new Exception($"Unexpected data count, step: {_step}");
-                }
-            }
-        }
-
-        public override void OnEndOfAlgorithm()
-        {
-            if (_step != 5)
-            {
-                throw new Exception($"Unexpected step count: {_step}");
-            }
-        }
-
-        public override void OnSecuritiesChanged(SecurityChanges changes)
-        {
-            foreach (var added in changes.AddedSecurities)
-            {
-                Log($"AddedSecurities {added}");
-            }
-
-            foreach (var removed in changes.RemovedSecurities)
-            {
-                Log($"RemovedSecurities {removed} {_step}");
-                // we are currently notifying the removal of AAPl twice,
-                // when deselected and when finally removed (since it stayed pending)
-                if (removed.Symbol == _appl && _step != 1 && _step != 2
-                    || removed.Symbol == _qqq && _step != 1)
-                {
-                    throw new Exception($"Unexpected removal step count: {_step}");
-                }
-            }
-        }
-
-        /// <summary>
-        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
-        /// </summary>
-        public bool CanRunLocally { get; } = true;
-
-        /// <summary>
-        /// This is used by the regression test system to indicate which languages this algorithm is written in.
-        /// </summary>
-        public Language[] Languages { get; } = { Language.CSharp, Language.Python };
-
-        /// <summary>
-        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
-        /// </summary>
-        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
-        {
-            {"Total Trades", "2"},
-            {"Average Win", "0%"},
-            {"Average Loss", "-0.52%"},
-            {"Compounding Annual Return", "-31.636%"},
-            {"Drawdown", "0.900%"},
-            {"Expectancy", "-1"},
-            {"Net Profit", "-0.520%"},
-            {"Sharpe Ratio", "-3.097"},
-            {"Probabilistic Sharpe Ratio", "24.675%"},
-            {"Loss Rate", "100%"},
-            {"Win Rate", "0%"},
-            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "-0.443"},
-            {"Beta", "0.157"},
-            {"Annual Standard Deviation", "0.074"},
-            {"Annual Variance", "0.005"},
-            {"Information Ratio", "-9.046"},
-            {"Tracking Error", "0.176"},
-            {"Treynor Ratio", "-1.46"},
-            {"Total Fees", "$7.82"},
-            {"Fitness Score", "0.1"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "-35.683"},
-            {"Portfolio Turnover", "0.2"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "-611289773"}
-        };
-    }
-}
--- a/Algorithm.CSharp/ConvertToFrameworkAlgorithm.cs
+++ b/Algorithm.CSharp/ConvertToFrameworkAlgorithm.cs
@@ -129,43 +129,35 @@ namespace QuantConnect.Algorithm.CSharp
            {"Total Trades", "85"},
            {"Average Win", "4.85%"},
            {"Average Loss", "-4.21%"},
-            {"Compounding Annual Return", "-3.100%"},
+            {"Compounding Annual Return", "-3.105%"},
            {"Drawdown", "52.900%"},
-            {"Expectancy", "-0.052"},
-            {"Net Profit", "-29.298%"},
-            {"Sharpe Ratio", "-0.076"},
-            {"Probabilistic Sharpe Ratio", "0.004%"},
+            {"Expectancy", "-0.053"},
+            {"Net Profit", "-29.335%"},
+            {"Sharpe Ratio", "-0.084"},
            {"Loss Rate", "56%"},
            {"Win Rate", "44%"},
            {"Profit-Loss Ratio", "1.15"},
-            {"Alpha", "-0.013"},
-            {"Beta", "0.009"},
-            {"Annual Standard Deviation", "0.164"},
-            {"Annual Variance", "0.027"},
-            {"Information Ratio", "-0.391"},
-            {"Tracking Error", "0.239"},
-            {"Treynor Ratio", "-1.416"},
-            {"Total Fees", "$755.29"},
-            {"Fitness Score", "0.024"},
-            {"Kelly Criterion Estimate", "-0.84"},
-            {"Kelly Criterion Probability Value", "0.53"},
-            {"Sortino Ratio", "-0.224"},
-            {"Return Over Maximum Drawdown", "-0.058"},
-            {"Portfolio Turnover", "0.05"},
+            {"Alpha", "0.046"},
+            {"Beta", "-3.04"},
+            {"Annual Standard Deviation", "0.181"},
+            {"Annual Variance", "0.033"},
+            {"Information Ratio", "-0.194"},
+            {"Tracking Error", "0.181"},
+            {"Treynor Ratio", "0.005"},
+            {"Total Fees", "$755.20"},
            {"Total Insights Generated", "85"},
            {"Total Insights Closed", "85"},
            {"Total Insights Analysis Completed", "85"},
            {"Long Insight Count", "42"},
            {"Short Insight Count", "43"},
            {"Long/Short Ratio", "97.67%"},
-            {"Estimated Monthly Alpha Value", "$-617339.2"},
-            {"Total Accumulated Estimated Alpha Value", "$-82686580"},
-            {"Mean Population Estimated Insight Value", "$-972783.3"},
-            {"Mean Population Direction", "51.7647%"},
+            {"Estimated Monthly Alpha Value", "$-607698.1"},
+            {"Total Accumulated Estimated Alpha Value", "$-81395260"},
+            {"Mean Population Estimated Insight Value", "$-957591.3"},
+            {"Mean Population Direction", "50.5882%"},
            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "48.2217%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "1370210213"}
+            {"Rolling Averaged Population Direction", "46.5677%"},
+            {"Rolling Averaged Population Magnitude", "0%"}
        };
    }
 }
--- a/Algorithm.CSharp/CustomBenchmarkAlgorithm.cs
+++ b/Algorithm.CSharp/CustomBenchmarkAlgorithm.cs
@@ -1,4 +1,4 @@
-/*
+/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
@@ -13,10 +13,7 @@
 * limitations under the License.
 */

-using System;
-using System.Collections.Generic;
 using QuantConnect.Data;
-using QuantConnect.Interfaces;

 namespace QuantConnect.Algorithm.CSharp
 {
@@ -25,7 +22,7 @@ namespace QuantConnect.Algorithm.CSharp
    /// </summary>
    /// <meta name="tag" content="using data" />
    /// <meta name="tag" content="benchmarks" />
-    public class CustomBenchmarkAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
+    public class CustomBenchmarkAlgorithm : QCAlgorithm
    {
        /// <summary>
        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
@@ -38,7 +35,7 @@ namespace QuantConnect.Algorithm.CSharp
            // Find more symbols here: http://quantconnect.com/data
            AddSecurity(SecurityType.Equity, "SPY", Resolution.Second);

-            SetBenchmark("AAPL");
+            SetBenchmark("SPY");
        }

        /// <summary>
@@ -52,69 +49,6 @@ namespace QuantConnect.Algorithm.CSharp
                SetHoldings("SPY", 1);
                Debug("Purchased Stock");
            }
-
-            Symbol symbol;
-            if (SymbolCache.TryGetSymbol("AAPL", out symbol))
-            {
-                throw new Exception("Benchmark Symbol is not expected to be added to the Symbol cache");
-            }
        }
-
-        /// <summary>
-        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
-        /// </summary>
-        public bool CanRunLocally { get; } = true;
-
-        /// <summary>
-        /// This is used by the regression test system to indicate which languages this algorithm is written in.
-        /// </summary>
-        public Language[] Languages { get; } = { Language.CSharp, Language.Python };
-
-        /// <summary>
-        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
-        /// </summary>
-        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
-        {
-            {"Total Trades", "1"},
-            {"Average Win", "0%"},
-            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "264.819%"},
-            {"Drawdown", "2.200%"},
-            {"Expectancy", "0"},
-            {"Net Profit", "1.668%"},
-            {"Sharpe Ratio", "8.749"},
-            {"Probabilistic Sharpe Ratio", "67.311%"},
-            {"Loss Rate", "0%"},
-            {"Win Rate", "0%"},
-            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "1.119"},
-            {"Beta", "0.805"},
-            {"Annual Standard Deviation", "0.219"},
-            {"Annual Variance", "0.048"},
-            {"Information Ratio", "5.494"},
-            {"Tracking Error", "0.168"},
-            {"Treynor Ratio", "2.38"},
-            {"Total Fees", "$3.26"},
-            {"Fitness Score", "0.245"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "9.606"},
-            {"Return Over Maximum Drawdown", "105.85"},
-            {"Portfolio Turnover", "0.249"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "2069976135"}
-        };
    }
-}
+}
--- a/Algorithm.CSharp/CustomBenchmarkRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/CustomBenchmarkRegressionAlgorithm.cs
@@ -1,121 +0,0 @@
-/*
- * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
- * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
- *
- * Licensed under the Apache License, Version 2.0 (the "License");
- * you may not use this file except in compliance with the License.
- * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
- *
- * Unless required by applicable law or agreed to in writing, software
- * distributed under the License is distributed on an "AS IS" BASIS,
- * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
- * See the License for the specific language governing permissions and
- * limitations under the License.
-*/
-
-using System;
-using System.Collections.Generic;
-using QuantConnect.Data;
-using QuantConnect.Interfaces;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// Reproduces Lean GH issue 3572: benchmark _would_ use custom data versus equity
-    /// when both were present
-    /// </summary>
-    public class CustomBenchmarkRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
-    {
-        /// <summary>
-        /// Algorithm initialization
-        /// </summary>
-        public override void Initialize()
-        {
-            SetStartDate(2013, 10, 07);
-            SetEndDate(2013, 10, 11);
-
-            AddEquity("AAPL", Resolution.Hour);
-            AddData<DummyCustomData>("AAPL");
-
-            // set benchmark will use equity AAPL as benchmark
-            SetBenchmark("AAPL");
-        }
-
-        /// <summary>
-        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
-        /// </summary>
-        /// <param name="data">Slice object keyed by symbol containing the stock data</param>
-        public override void OnData(Slice data)
-        {
-            if (!Portfolio.Invested)
-            {
-                SetHoldings("AAPL", 1);
-                Debug("Purchased Stock");
-            }
-        }
-        private class DummyCustomData : BaseData
-        {
-            public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode)
-            {
-                return new SubscriptionDataSource("NonExistingFile", SubscriptionTransportMedium.LocalFile);
-            }
-        }
-
-        /// <summary>
-        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
-        /// </summary>
-        public bool CanRunLocally { get; } = true;
-
-        /// <summary>
-        /// This is used by the regression test system to indicate which languages this algorithm is written in.
-        /// </summary>
-        public Language[] Languages { get; } = { Language.CSharp };
-
-        /// <summary>
-        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
-        /// </summary>
-        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
-        {
-            {"Total Trades", "1"},
-            {"Average Win", "0%"},
-            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "37.355%"},
-            {"Drawdown", "2.300%"},
-            {"Expectancy", "0"},
-            {"Net Profit", "0.407%"},
-            {"Sharpe Ratio", "5.521"},
-            {"Probabilistic Sharpe Ratio", "60.177%"},
-            {"Loss Rate", "0%"},
-            {"Win Rate", "0%"},
-            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "-0.001"},
-            {"Beta", "0.997"},
-            {"Annual Standard Deviation", "0.179"},
-            {"Annual Variance", "0.032"},
-            {"Information Ratio", "-7.662"},
-            {"Tracking Error", "0"},
-            {"Treynor Ratio", "0.988"},
-            {"Total Fees", "$7.78"},
-            {"Fitness Score", "0.031"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "-2.145"},
-            {"Return Over Maximum Drawdown", "-8.479"},
-            {"Portfolio Turnover", "0.25"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "519536519"}
-        };
-    }
-}
--- a/Algorithm.CSharp/CustomBrokerageMessageHandlerAlgorithm.cs
+++ b/Algorithm.CSharp/CustomBrokerageMessageHandlerAlgorithm.cs
@@ -61,7 +61,7 @@ namespace QuantConnect.Algorithm.CSharp
        /// <param name="message">Message object</param>
        public void Handle(BrokerageMessageEvent message)
        {
-            var toLog = $"{_algo.Time.ToStringInvariant("o")} Event: {message.Message}";
+            var toLog = _algo.Time.ToString("o") + " Event: " + message.Message;
            _algo.Debug(toLog);
            _algo.Log(toLog);
        }
--- a/Algorithm.CSharp/CustomDataAddDataCoarseSelectionRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/CustomDataAddDataCoarseSelectionRegressionAlgorithm.cs
@@ -1,144 +0,0 @@
-/*
- * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
- * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
- *
- * Licensed under the Apache License, Version 2.0 (the "License");
- * you may not use this file except in compliance with the License.
- * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
- *
- * Unless required by applicable law or agreed to in writing, software
- * distributed under the License is distributed on an "AS IS" BASIS,
- * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
- * See the License for the specific language governing permissions and
- * limitations under the License.
- *
-*/
-
-using System;
-using System.Collections.Generic;
-using QuantConnect.Algorithm.Framework.Selection;
-using QuantConnect.Data;
-using QuantConnect.Data.Custom.SEC;
-using QuantConnect.Data.UniverseSelection;
-using QuantConnect.Interfaces;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// Regression algorithm ensures that data added via coarse selection (underlying) is present in ActiveSecurities
-    /// </summary>
-    /// <meta name="tag" content="using data" />
-    /// <meta name="tag" content="custom data" />
-    /// <meta name="tag" content="regression test" />d
-    public class CustomDataAddDataCoarseSelectionRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
-    {
-        private List<Symbol> _customSymbols = new List<Symbol>();
-
-        public override void Initialize()
-        {
-            SetStartDate(2014, 3, 24);
-            SetEndDate(2014, 4, 7);
-            SetCash(100000);
-
-            UniverseSettings.Resolution = Resolution.Daily;
-
-            AddUniverseSelection(new CoarseFundamentalUniverseSelectionModel(CoarseSelector));
-        }
-
-        public IEnumerable<Symbol> CoarseSelector(IEnumerable<CoarseFundamental> coarse)
-        {
-            var symbols = new[]
-            {
-                QuantConnect.Symbol.Create("AAPL", SecurityType.Equity, Market.USA),
-                QuantConnect.Symbol.Create("BAC", SecurityType.Equity, Market.USA),
-                QuantConnect.Symbol.Create("FB", SecurityType.Equity, Market.USA),
-                QuantConnect.Symbol.Create("GOOGL", SecurityType.Equity, Market.USA),
-                QuantConnect.Symbol.Create("GOOG", SecurityType.Equity, Market.USA),
-                QuantConnect.Symbol.Create("IBM", SecurityType.Equity, Market.USA),
-            };
-
-            _customSymbols.Clear();
-
-            foreach (var symbol in symbols)
-            {
-                _customSymbols.Add(AddData<SECReport8K>(symbol, Resolution.Daily).Symbol);
-            }
-
-            return symbols;
-        }
-
-        public override void OnData(Slice data)
-        {
-            if (!Portfolio.Invested && Transactions.GetOpenOrders().Count == 0)
-            {
-                var aapl = QuantConnect.Symbol.Create("AAPL", SecurityType.Equity, Market.USA);
-                SetHoldings(aapl, 0.5);
-            }
-
-            foreach (var customSymbol in _customSymbols)
-            {
-                if (!ActiveSecurities.ContainsKey(customSymbol.Underlying))
-                {
-                    throw new Exception($"Custom data underlying ({customSymbol.Underlying}) Symbol was not found in active securities");
-                }
-            }
-        }
-
-        /// <summary>
-        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
-        /// </summary>
-        public bool CanRunLocally { get; } = true;
-
-        /// <summary>
-        /// This is used by the regression test system to indicate which languages this algorithm is written in.
-        /// </summary>
-        public Language[] Languages { get; } = { Language.CSharp, Language.Python };
-
-        /// <summary>
-        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
-        /// </summary>
-        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
-        {
-            {"Total Trades", "1"},
-            {"Average Win", "0%"},
-            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "-33.612%"},
-            {"Drawdown", "2.000%"},
-            {"Expectancy", "0"},
-            {"Net Profit", "-1.669%"},
-            {"Sharpe Ratio", "-4.888"},
-            {"Probabilistic Sharpe Ratio", "5.495%"},
-            {"Loss Rate", "0%"},
-            {"Win Rate", "0%"},
-            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "-0.273"},
-            {"Beta", "0.045"},
-            {"Annual Standard Deviation", "0.057"},
-            {"Annual Variance", "0.003"},
-            {"Information Ratio", "-1.537"},
-            {"Tracking Error", "0.112"},
-            {"Treynor Ratio", "-6.121"},
-            {"Total Fees", "$3.50"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "-7.289"},
-            {"Return Over Maximum Drawdown", "-16.95"},
-            {"Portfolio Turnover", "0.038"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "559673838"}
-        };
-    }
-}
--- a/Algorithm.CSharp/CustomDataAddDataOnSecuritiesChangedRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/CustomDataAddDataOnSecuritiesChangedRegressionAlgorithm.cs
@@ -1,149 +0,0 @@
-/*
- * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
- * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
- *
- * Licensed under the Apache License, Version 2.0 (the "License");
- * you may not use this file except in compliance with the License.
- * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
- *
- * Unless required by applicable law or agreed to in writing, software
- * distributed under the License is distributed on an "AS IS" BASIS,
- * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
- * See the License for the specific language governing permissions and
- * limitations under the License.
- *
-*/
-
-using System;
-using System.Collections.Generic;
-using QuantConnect.Algorithm.Framework.Selection;
-using QuantConnect.Data;
-using QuantConnect.Data.Custom.SEC;
-using QuantConnect.Data.UniverseSelection;
-using QuantConnect.Interfaces;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// Regression algorithm ensures that data added via OnSecuritiesChanged (underlying) is present in ActiveSecurities
-    /// </summary>
-    /// <meta name="tag" content="using data" />
-    /// <meta name="tag" content="custom data" />
-    /// <meta name="tag" content="regression test" />
-    public class CustomDataAddDataOnSecuritiesChangedRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
-    {
-        private List<Symbol> _customSymbols = new List<Symbol>();
-
-        public override void Initialize()
-        {
-            SetStartDate(2014, 3, 24);
-            SetEndDate(2014, 4, 7);
-            SetCash(100000);
-
-            UniverseSettings.Resolution = Resolution.Daily;
-
-            AddUniverseSelection(new CoarseFundamentalUniverseSelectionModel(CoarseSelector));
-        }
-
-        public IEnumerable<Symbol> CoarseSelector(IEnumerable<CoarseFundamental> coarse)
-        {
-            return new[]
-            {
-                QuantConnect.Symbol.Create("AAPL", SecurityType.Equity, Market.USA),
-                QuantConnect.Symbol.Create("BAC", SecurityType.Equity, Market.USA),
-                QuantConnect.Symbol.Create("FB", SecurityType.Equity, Market.USA),
-                QuantConnect.Symbol.Create("GOOGL", SecurityType.Equity, Market.USA),
-                QuantConnect.Symbol.Create("GOOG", SecurityType.Equity, Market.USA),
-                QuantConnect.Symbol.Create("IBM", SecurityType.Equity, Market.USA),
-            };
-        }
-
-        public override void OnData(Slice data)
-        {
-            if (!Portfolio.Invested && Transactions.GetOpenOrders().Count == 0)
-            {
-                var aapl = QuantConnect.Symbol.Create("AAPL", SecurityType.Equity, Market.USA);
-                SetHoldings(aapl, 0.5);
-            }
-
-            foreach (var customSymbol in _customSymbols)
-            {
-                if (!ActiveSecurities.ContainsKey(customSymbol.Underlying))
-                {
-                    throw new Exception($"Custom data underlying ({customSymbol.Underlying}) Symbol was not found in active securities");
-                }
-            }
-        }
-
-        public override void OnSecuritiesChanged(SecurityChanges changes)
-        {
-            bool iterated = false;
-            foreach (var added in changes.AddedSecurities)
-            {
-                if (!iterated)
-                {
-                    _customSymbols.Clear();
-                    iterated = true;
-                }
-                _customSymbols.Add(AddData<SECReport8K>(added.Symbol, Resolution.Daily).Symbol);
-            }
-        }
-
-        /// <summary>
-        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
-        /// </summary>
-        public bool CanRunLocally { get; } = true;
-
-        /// <summary>
-        /// This is used by the regression test system to indicate which languages this algorithm is written in.
-        /// </summary>
-        public Language[] Languages { get; } = { Language.CSharp, Language.Python };
-
-        /// <summary>
-        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
-        /// </summary>
-        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
-        {
-            {"Total Trades", "1"},
-            {"Average Win", "0%"},
-            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "-33.612%"},
-            {"Drawdown", "2.000%"},
-            {"Expectancy", "0"},
-            {"Net Profit", "-1.669%"},
-            {"Sharpe Ratio", "-4.888"},
-            {"Probabilistic Sharpe Ratio", "5.495%"},
-            {"Loss Rate", "0%"},
-            {"Win Rate", "0%"},
-            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "-0.273"},
-            {"Beta", "0.045"},
-            {"Annual Standard Deviation", "0.057"},
-            {"Annual Variance", "0.003"},
-            {"Information Ratio", "-1.537"},
-            {"Tracking Error", "0.112"},
-            {"Treynor Ratio", "-6.121"},
-            {"Total Fees", "$3.50"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "-7.289"},
-            {"Return Over Maximum Drawdown", "-16.95"},
-            {"Portfolio Turnover", "0.038"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "559673838"}
-        };
-    }
-}
--- a/Algorithm.CSharp/CustomDataAddDataRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/CustomDataAddDataRegressionAlgorithm.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;
-using System.Collections.Generic;
-using System.Linq;
-using QuantConnect.Data;
-using QuantConnect.Data.Custom.SEC;
-using QuantConnect.Data.Custom.USTreasury;
-using QuantConnect.Interfaces;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// Regression algorithm ensures that added data matches expectations
-    /// </summary>
-    public class CustomDataAddDataRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
-    {
-        private Symbol _googlEquity;
-
-        public override void Initialize()
-        {
-            SetStartDate(2013, 10, 7);
-            SetEndDate(2013, 10, 11);
-            SetCash(100000);
-
-            var twxEquity = AddEquity("TWX", Resolution.Daily).Symbol;
-            var customTwxSymbol = AddData<SECReport8K>(twxEquity, Resolution.Daily).Symbol;
-
-            _googlEquity = AddEquity("GOOGL", Resolution.Daily).Symbol;
-            var customGooglSymbol = AddData<SECReport10K>("GOOGL", Resolution.Daily).Symbol;
-
-            var usTreasury = AddData<USTreasuryYieldCurveRate>("GOOGL", Resolution.Daily).Symbol;
-            var usTreasuryUnderlyingEquity = QuantConnect.Symbol.Create("MSFT", SecurityType.Equity, Market.USA);
-            var usTreasuryUnderlying = AddData<USTreasuryYieldCurveRate>(usTreasuryUnderlyingEquity, Resolution.Daily).Symbol;
-
-            var optionSymbol = AddOption("TWX", Resolution.Minute).Symbol;
-            var customOptionSymbol = AddData<SECReport10K>(optionSymbol, Resolution.Daily).Symbol;
-
-            if (customTwxSymbol.Underlying != twxEquity)
-            {
-                throw new Exception($"Underlying symbol for {customTwxSymbol} is not equal to TWX equity. Expected {twxEquity} got {customTwxSymbol.Underlying}");
-            }
-            if (customGooglSymbol.Underlying != _googlEquity)
-            {
-                throw new Exception($"Underlying symbol for {customGooglSymbol} is not equal to GOOGL equity. Expected {_googlEquity} got {customGooglSymbol.Underlying}");
-            }
-            if (usTreasury.HasUnderlying)
-            {
-                throw new Exception($"US Treasury yield curve (no underlying) has underlying when it shouldn't. Found {usTreasury.Underlying}");
-            }
-            if (!usTreasuryUnderlying.HasUnderlying)
-            {
-                throw new Exception("US Treasury yield curve (with underlying) has no underlying Symbol even though we added with Symbol");
-            }
-            if (usTreasuryUnderlying.Underlying != usTreasuryUnderlyingEquity)
-            {
-                throw new Exception($"US Treasury yield curve underlying does not equal equity Symbol added. Expected {usTreasuryUnderlyingEquity} got {usTreasuryUnderlying.Underlying}");
-            }
-            if (customOptionSymbol.Underlying != optionSymbol)
-            {
-                throw new Exception("Option symbol not equal to custom underlying symbol. Expected {optionSymbol} got {customOptionSymbol.Underlying}");
-            }
-
-            try
-            {
-                var customDataNoCache = AddData<SECReport10Q>("AAPL", Resolution.Daily);
-                throw new Exception("AAPL was found in the SymbolCache, though it should be missing");
-            }
-            catch (InvalidOperationException)
-            {
-                // This is exactly what we wanted. AAPL shouldn't have been found in the SymbolCache, and because
-                // SECReport10Q is a mappable type, we threw
-                return;
-            }
-        }
-
-        public override void OnData(Slice data)
-        {
-            if (!Portfolio.Invested && !Transactions.GetOpenOrders().Any())
-            {
-                SetHoldings(_googlEquity, 0.5);
-            }
-        }
-
-        /// <summary>
-        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
-        /// </summary>
-        public bool CanRunLocally { get; } = true;
-
-        /// <summary>
-        /// This is used by the regression test system to indicate which languages this algorithm is written in.
-        /// </summary>
-        public Language[] Languages { get; } = { Language.CSharp, Language.Python };
-
-        /// <summary>
-        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
-        /// </summary>
-        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
-        {
-            {"Total Trades", "1"},
-            {"Average Win", "0%"},
-            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "31.756%"},
-            {"Drawdown", "0.700%"},
-            {"Expectancy", "0"},
-            {"Net Profit", "0.378%"},
-            {"Sharpe Ratio", "2.708"},
-            {"Probabilistic Sharpe Ratio", "56.960%"},
-            {"Loss Rate", "0%"},
-            {"Win Rate", "0%"},
-            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "0.079"},
-            {"Beta", "0.099"},
-            {"Annual Standard Deviation", "0.079"},
-            {"Annual Variance", "0.006"},
-            {"Information Ratio", "-6.058"},
-            {"Tracking Error", "0.19"},
-            {"Treynor Ratio", "2.159"},
-            {"Total Fees", "$1.00"},
-            {"Fitness Score", "0.1"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "47.335"},
-            {"Portfolio Turnover", "0.1"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "1531253381"}
-        };
-    }
-}
--- a/Algorithm.CSharp/CustomDataBitcoinAlgorithm.cs
+++ b/Algorithm.CSharp/CustomDataBitcoinAlgorithm.cs
@@ -62,7 +62,7 @@ namespace QuantConnect.Algorithm.CSharp
                }
                Console.WriteLine("Buying BTC 'Shares': BTC: " + data.Close);
            }
-            Console.WriteLine("Time: " + Time.ToStringInvariant("T") + " " + Time.ToStringInvariant("T") + data.Close.ToStringInvariant());
+            Console.WriteLine("Time: " + Time.ToLongDateString() + " " + Time.ToLongTimeString() + data.Close.ToString());
        }

        /// <summary>
--- a/Algorithm.CSharp/CustomDataRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/CustomDataRegressionAlgorithm.cs
@@ -60,8 +60,7 @@ namespace QuantConnect.Algorithm.CSharp
                //Bitcoin used as a tradable asset, like stocks, futures etc.
                if (data.Close != 0)
                {
-                    //Access custom data symbols using <ticker>.<custom-type>
-                    Order("BTC.Bitcoin", Portfolio.MarginRemaining / Math.Abs(data.Close + 1));
+                    Order("BTC", Portfolio.MarginRemaining / Math.Abs(data.Close + 1));
                }
            }
        }
@@ -84,43 +83,22 @@ namespace QuantConnect.Algorithm.CSharp
            {"Total Trades", "1"},
            {"Average Win", "0%"},
            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "155.262%"},
+            {"Compounding Annual Return", "155.365%"},
            {"Drawdown", "84.800%"},
            {"Expectancy", "0"},
            {"Net Profit", "5123.170%"},
-            {"Sharpe Ratio", "2.066"},
-            {"Probabilistic Sharpe Ratio", "68.832%"},
+            {"Sharpe Ratio", "1.2"},
            {"Loss Rate", "0%"},
            {"Win Rate", "0%"},
            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "1.732"},
-            {"Beta", "0.037"},
-            {"Annual Standard Deviation", "0.841"},
-            {"Annual Variance", "0.707"},
-            {"Information Ratio", "1.902"},
-            {"Tracking Error", "0.848"},
-            {"Treynor Ratio", "46.996"},
-            {"Total Fees", "$0.00"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "2.238"},
-            {"Return Over Maximum Drawdown", "1.832"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "-541549381"}
+            {"Alpha", "-0.008"},
+            {"Beta", "73.725"},
+            {"Annual Standard Deviation", "0.84"},
+            {"Annual Variance", "0.706"},
+            {"Information Ratio", "1.183"},
+            {"Tracking Error", "0.84"},
+            {"Treynor Ratio", "0.014"},
+            {"Total Fees", "$0.00"}
        };

        /// <summary>
--- a/Algorithm.CSharp/CustomDataUniverseAlgorithm.cs
+++ b/Algorithm.CSharp/CustomDataUniverseAlgorithm.cs
@@ -128,7 +128,7 @@ namespace QuantConnect.Algorithm.CSharp
                    {
                        Time = DateTime.ParseExact(csv[0], "yyyyMMdd", null),
                        Symbol = Symbol.Create(csv[1], SecurityType.Equity, Market.USA),
-                        TopGainersRank = Parse.Int(csv[2])
+                        TopGainersRank = int.Parse(csv[2])
                    };
                }

--- a/Algorithm.CSharp/CustomDataUsingMapFileRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/CustomDataUsingMapFileRegressionAlgorithm.cs
@@ -1,217 +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;
-using QuantConnect.Data.Market;
-using QuantConnect.Interfaces;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// Regression algorithm demonstrating use of map files with custom data
-    /// </summary>
-    /// <meta name="tag" content="using data" />
-    /// <meta name="tag" content="custom data" />
-    /// <meta name="tag" content="regression test" />
-    /// <meta name="tag" content="rename event" />
-    /// <meta name="tag" content="map" />
-    /// <meta name="tag" content="mapping" />
-    /// <meta name="tag" content="map files" />
-    public class CustomDataUsingMapFileRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
-    {
-        private Symbol _symbol;
-        private bool _initialMapping;
-        private bool _executionMapping;
-
-        /// <summary>
-        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
-        /// </summary>
-        public override void Initialize()
-        {
-            SetStartDate(2013, 06, 27);
-            SetEndDate(2013, 07, 02);
-
-            var foxa = QuantConnect.Symbol.Create("FOXA", SecurityType.Equity, Market.USA);
-            _symbol = AddData<CustomDataUsingMapping>(foxa).Symbol;
-
-            foreach (var config in SubscriptionManager.SubscriptionDataConfigService.GetSubscriptionDataConfigs(_symbol))
-            {
-                if (config.Resolution != Resolution.Minute)
-                {
-                    throw new Exception("Expected resolution to be set to Minute");
-                }
-            }
-        }
-
-        /// <summary>
-        /// Checks to see if the stock has been renamed, and places an order once the symbol has changed
-        /// </summary>
-        public override void OnData(Slice slice)
-        {
-            if (slice.SymbolChangedEvents.ContainsKey(_symbol))
-            {
-                var mappingEvent = slice.SymbolChangedEvents.Single(x => x.Key.SecurityType == SecurityType.Base).Value;
-                Log($"{Time} - Ticker changed from: {mappingEvent.OldSymbol} to {mappingEvent.NewSymbol}");
-                if (Time.Date == new DateTime(2013, 06, 27))
-                {
-                    // we should Not receive the initial mapping event
-                    if (mappingEvent.NewSymbol != "NWSA"
-                        || mappingEvent.OldSymbol != "FOXA")
-                    {
-                        throw new Exception($"Unexpected mapping event {mappingEvent}");
-                    }
-                    _initialMapping = true;
-                }
-                else if (Time.Date == new DateTime(2013, 06, 29))
-                {
-                    if (mappingEvent.NewSymbol != "FOXA"
-                        || mappingEvent.OldSymbol != "NWSA")
-                    {
-                        throw new Exception($"Unexpected mapping event {mappingEvent}");
-                    }
-
-                    _executionMapping = true;
-                    SetHoldings(_symbol, 1);
-                }
-            }
-        }
-
-        /// <summary>
-        /// Final step of the algorithm
-        /// </summary>
-        public override void OnEndOfAlgorithm()
-        {
-            if (_initialMapping)
-            {
-                throw new Exception("The ticker generated the initial rename event");
-            }
-            if (!_executionMapping)
-            {
-                throw new Exception("The ticker did not rename throughout the course of its life even though it should have");
-            }
-        }
-
-        /// <summary>
-        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
-        /// </summary>
-        public bool CanRunLocally { get; } = true;
-
-        /// <summary>
-        /// This is used by the regression test system to indicate which languages this algorithm is written in.
-        /// </summary>
-        public Language[] Languages { get; } = { Language.CSharp, Language.Python };
-
-        /// <summary>
-        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
-        /// </summary>
-        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
-        {
-            {"Total Trades", "1"},
-            {"Average Win", "0%"},
-            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "-99.920%"},
-            {"Drawdown", "11.100%"},
-            {"Expectancy", "0"},
-            {"Net Profit", "-10.486%"},
-            {"Sharpe Ratio", "-1.534"},
-            {"Probabilistic Sharpe Ratio", "0.001%"},
-            {"Loss Rate", "0%"},
-            {"Win Rate", "0%"},
-            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "-0.898"},
-            {"Beta", "-7.027"},
-            {"Annual Standard Deviation", "0.651"},
-            {"Annual Variance", "0.424"},
-            {"Information Ratio", "-1.396"},
-            {"Tracking Error", "0.726"},
-            {"Treynor Ratio", "0.142"},
-            {"Total Fees", "$0.00"},
-            {"Fitness Score", "0.127"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "-9.383"},
-            {"Portfolio Turnover", "0.249"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "-1014157203"}
-        };
-
-        /// <summary>
-        /// Test example custom data showing how to enable the use of mapping.
-        /// Implemented as a wrapper of existing NWSA->FOXA equity
-        /// </summary>
-        private class CustomDataUsingMapping : TradeBar
-        {
-            /// <summary>
-            /// Indicates if there is support for mapping
-            /// </summary>
-            /// <returns>True indicates mapping should be done</returns>
-            public override bool RequiresMapping()
-            {
-                return true;
-            }
-
-            public override SubscriptionDataSource GetSource(SubscriptionDataConfig config, DateTime date, bool isLiveMode)
-            {
-                return base.GetSource(new SubscriptionDataConfig(config,
-                        typeof(CustomDataUsingMapping),
-                    // create a new symbol as equity so we find the existing data files
-                    Symbol.Create(config.MappedSymbol, SecurityType.Equity, config.Market)),
-                    date,
-                    isLiveMode);
-            }
-
-            public override BaseData Reader(SubscriptionDataConfig config, string line, DateTime date, bool isLiveMode)
-            {
-                return ParseEquity(config, line, date);
-            }
-
-            /// <summary>
-            /// Gets the default resolution for this data and security type
-            /// </summary>
-            /// <remarks>This is a method and not a property so that python
-            /// custom data types can override it</remarks>
-            public override Resolution DefaultResolution()
-            {
-                return Resolution.Minute;
-            }
-
-            /// <summary>
-            /// Gets the supported resolution for this data and security type
-            /// </summary>
-            /// <remarks>This is a method and not a property so that python
-            /// custom data types can override it</remarks>
-            public override List<Resolution> SupportedResolutions()
-            {
-                return new List<Resolution> { Resolution.Minute };
-            }
-        }
-    }
-}
--- a/Algorithm.CSharp/CustomModelsAlgorithm.cs
+++ b/Algorithm.CSharp/CustomModelsAlgorithm.cs
@@ -1,4 +1,4 @@
-/*
+/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
@@ -171,45 +171,24 @@ namespace QuantConnect.Algorithm.CSharp
        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
        {
            {"Total Trades", "62"},
-            {"Average Win", "0.10%"},
+            {"Average Win", "0.11%"},
            {"Average Loss", "-0.06%"},
-            {"Compounding Annual Return", "-7.727%"},
+            {"Compounding Annual Return", "-7.582%"},
            {"Drawdown", "2.400%"},
-            {"Expectancy", "-0.197"},
-            {"Net Profit", "-0.673%"},
-            {"Sharpe Ratio", "-1.565"},
-            {"Probabilistic Sharpe Ratio", "22.763%"},
+            {"Expectancy", "-0.193"},
+            {"Net Profit", "-0.660%"},
+            {"Sharpe Ratio", "-1.563"},
            {"Loss Rate", "70%"},
            {"Win Rate", "30%"},
-            {"Profit-Loss Ratio", "1.70"},
-            {"Alpha", "-0.14"},
-            {"Beta", "0.124"},
-            {"Annual Standard Deviation", "0.047"},
+            {"Profit-Loss Ratio", "1.71"},
+            {"Alpha", "-0.174"},
+            {"Beta", "5.695"},
+            {"Annual Standard Deviation", "0.046"},
            {"Annual Variance", "0.002"},
-            {"Information Ratio", "-5.163"},
-            {"Tracking Error", "0.118"},
-            {"Treynor Ratio", "-0.591"},
-            {"Total Fees", "$62.24"},
-            {"Fitness Score", "0.147"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "-2.792"},
-            {"Return Over Maximum Drawdown", "-3.569"},
-            {"Portfolio Turnover", "2.562"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "852026186"}
+            {"Information Ratio", "-1.959"},
+            {"Tracking Error", "0.046"},
+            {"Treynor Ratio", "-0.013"},
+            {"Total Fees", "$62.24"}
        };
    }
 }
--- a/Algorithm.CSharp/CustomPartialFillModelAlgorithm.cs
+++ b/Algorithm.CSharp/CustomPartialFillModelAlgorithm.cs
@@ -1,108 +0,0 @@
-/*
- * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
- * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
- *
- * Licensed under the Apache License, Version 2.0 (the "License");
- * you may not use this file except in compliance with the License.
- * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
- *
- * Unless required by applicable law or agreed to in writing, software
- * distributed under the License is distributed on an "AS IS" BASIS,
- * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
- * See the License for the specific language governing permissions and
- * limitations under the License.
-*/
-
-using QuantConnect.Data;
-using QuantConnect.Orders;
-using QuantConnect.Orders.Fills;
-using QuantConnect.Securities;
-using System;
-using System.Collections.Generic;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// Basic template algorithm that implements a fill model with partial fills
-    /// </summary>
-    /// <meta name="tag" content="transaction fees and slippage" />
-    /// <meta name="tag" content="custom fill models" />
-    public class CustomPartialFillModelAlgorithm : QCAlgorithm
-    {
-        private Symbol _spy;
-        private SecurityHolding _holdings;
-
-        public override void Initialize()
-        {
-            SetStartDate(2019, 1, 1);
-            SetEndDate(2019, 3, 1);
-
-            var equity = AddEquity("SPY", Resolution.Hour);
-            _spy = equity.Symbol;
-            _holdings = equity.Holdings;
-
-            // Set the fill model
-            equity.SetFillModel(new CustomPartialFillModel(this));
-        }
-
-        public override void OnData(Slice data)
-        {
-            var openOrders = Transactions.GetOpenOrders(_spy);
-            if (openOrders.Count != 0) return;
-
-            if (Time.Day > 10 && _holdings.Quantity <= 0)
-            {
-                MarketOrder(_spy, 100, true);
-            }
-            else if (Time.Day > 20 && _holdings.Quantity >= 0)
-            {
-                MarketOrder(_spy, -100, true);
-            }
-        }
-
-        /// <summary>
-        /// Implements a custom fill model that inherit from FillModel. Override the MarketFill method to simulate partially fill orders
-        /// </summary>
-        internal class CustomPartialFillModel : FillModel
-        {
-            private readonly QCAlgorithm _algorithm;
-            private readonly Dictionary<int, decimal> _absoluteRemainingByOrderId;
-
-            public CustomPartialFillModel(QCAlgorithm algorithm)
-                : base()
-            {
-                _algorithm = algorithm;
-                _absoluteRemainingByOrderId = new Dictionary<int, decimal>();
-            }
-
-            public override OrderEvent MarketFill(Security asset, MarketOrder order)
-            {
-                decimal absoluteRemaining;
-                if (!_absoluteRemainingByOrderId.TryGetValue(order.Id, out absoluteRemaining))
-                {
-                    absoluteRemaining = order.AbsoluteQuantity;
-                }
-
-                // Create the object
-                var fill = base.MarketFill(asset, order);
-
-                // Set this fill amount
-                fill.FillQuantity = Math.Sign(order.Quantity) * 10;
-
-                if (absoluteRemaining == fill.FillQuantity)
-                {
-                    fill.Status = OrderStatus.Filled;
-                    _absoluteRemainingByOrderId.Remove(order.Id);
-                }
-                else
-                {
-                    fill.Status = OrderStatus.PartiallyFilled;
-                    _absoluteRemainingByOrderId[order.Id] = absoluteRemaining - fill.FillQuantity;
-                    var price = fill.FillPrice;
-                    _algorithm.Debug($"{_algorithm.Time} - Partial Fill - Remaining {absoluteRemaining} Price - {price}");
-                }
-                return fill;
-            }
-        }
-    }
-}
--- a/Algorithm.CSharp/CustomUniverseSelectionRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/CustomUniverseSelectionRegressionAlgorithm.cs
@@ -1,128 +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;
-using QuantConnect.Interfaces;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// Test algorithm that verifies that securities added through
-    /// <see cref="QCAlgorithm.AddEquity"/> API and universe selection
-    /// both start sending data at the same time
-    /// </summary>
-    public class CustomUniverseSelectionRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
-    {
-        /// <summary>
-        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
-        /// </summary>
-        public override void Initialize()
-        {
-            SetStartDate(2013, 10, 07);
-            SetEndDate(2013, 10, 11);
-
-            AddEquity("AAPL", Resolution.Daily);
-
-            UniverseSettings.Resolution = Resolution.Daily;
-            AddUniverse(SecurityType.Equity,
-                "SecondUniverse",
-                Resolution.Daily,
-                Market.USA,
-                UniverseSettings,
-                time => new[] { "SPY" });
-        }
-
-        /// <summary>
-        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
-        /// </summary>
-        /// <param name="data">Slice object keyed by symbol containing the stock data</param>
-        public override void OnData(Slice data)
-        {
-            if (data.Count != 2)
-            {
-                throw new Exception($"Unexpected data count: {data.Count}");
-            }
-            if (ActiveSecurities.Count != 2)
-            {
-                throw new Exception($"Unexpected ActiveSecurities count: {ActiveSecurities.Count}");
-            }
-            if (!Portfolio.Invested)
-            {
-                SetHoldings(Securities.Keys.First(symbol => symbol.Value == "SPY"), 1);
-                Debug("Purchased Stock");
-            }
-        }
-
-        /// <summary>
-        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
-        /// </summary>
-        public bool CanRunLocally { get; } = true;
-
-        /// <summary>
-        /// This is used by the regression test system to indicate which languages this algorithm is written in.
-        /// </summary>
-        public Language[] Languages { get; } = { Language.CSharp };
-
-        /// <summary>
-        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
-        /// </summary>
-        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
-        {
-            {"Total Trades", "1"},
-            {"Average Win", "0%"},
-            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "241.885%"},
-            {"Drawdown", "1.100%"},
-            {"Expectancy", "0"},
-            {"Net Profit", "1.698%"},
-            {"Sharpe Ratio", "7.17"},
-            {"Probabilistic Sharpe Ratio", "68.718%"},
-            {"Loss Rate", "0%"},
-            {"Win Rate", "0%"},
-            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "1.171"},
-            {"Beta", "0.147"},
-            {"Annual Standard Deviation", "0.191"},
-            {"Annual Variance", "0.037"},
-            {"Information Ratio", "0.035"},
-            {"Tracking Error", "0.251"},
-            {"Treynor Ratio", "9.323"},
-            {"Total Fees", "$3.26"},
-            {"Fitness Score", "0.201"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "211.158"},
-            {"Portfolio Turnover", "0.201"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "1268340653"}
-        };
-    }
-}
--- a/Algorithm.CSharp/CustomUniverseWithBenchmarkRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/CustomUniverseWithBenchmarkRegressionAlgorithm.cs
@@ -1,218 +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;
-using QuantConnect.Interfaces;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// Regression algorithm with a custom universe and benchmark, both using the same security.
-    /// </summary>
-    public class CustomUniverseWithBenchmarkRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
-    {
-        private const int ExpectedLeverage = 2;
-        private Symbol _spy;
-        private decimal _previousBenchmarkValue;
-        private DateTime _previousTime;
-        private decimal _previousSecurityValue;
-        private bool _universeSelected;
-        private bool _onDataWasCalled;
-        private int _benchmarkPriceDidNotChange;
-
-        /// <summary>
-        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
-        /// </summary>
-        public override void Initialize()
-        {
-            SetStartDate(2013, 10, 4);
-            SetEndDate(2013, 10, 11);
-
-            // Hour resolution
-            _spy = AddEquity("SPY", Resolution.Hour).Symbol;
-
-            // Minute resolution
-            AddUniverse("my-universe", x =>
-                {
-                    if(x.Day % 2 == 0)
-                    {
-                        _universeSelected = true;
-                        return new List<string> {"SPY"};
-                    }
-                    _universeSelected = false;
-                    return Enumerable.Empty<string>();
-                }
-            );
-
-            // internal daily resolution
-            SetBenchmark("SPY");
-
-            Symbol symbol;
-            if (!SymbolCache.TryGetSymbol("SPY", out symbol)
-                || !ReferenceEquals(_spy, symbol))
-            {
-                throw new Exception("We expected 'SPY' to be added to the Symbol cache," +
-                                    " since the algorithm is also using it");
-            }
-        }
-
-        /// <summary>
-        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
-        /// </summary>
-        /// <param name="data">Slice object keyed by symbol containing the stock data</param>
-        public override void OnData(Slice data)
-        {
-            var security = Securities[_spy];
-            _onDataWasCalled = true;
-
-            var bar = data.Bars.Values.Single();
-            if (_universeSelected)
-            {
-                if (bar.IsFillForward
-                    || bar.Period != TimeSpan.FromMinutes(1))
-                {
-                    // bar should always be the Minute resolution one here
-                    throw new Exception("Unexpected Bar error");
-                }
-                if (_previousTime.Date == data.Time.Date
-                    && (data.Time - _previousTime) != TimeSpan.FromMinutes(1))
-                {
-                    throw new Exception("For the same date expected data updates every 1 minute");
-                }
-            }
-            else
-            {
-                if (data.Time.Minute == 0
-                    && _previousSecurityValue == security.Price)
-                {
-                    throw new Exception($"Security Price error. Price should change every new hour");
-                }
-                if (data.Time.Minute != 0
-                    && _previousSecurityValue != security.Price)
-                {
-                    throw new Exception($"Security Price error. Price should not change every minute");
-                }
-            }
-            _previousSecurityValue = security.Price;
-
-            // assert benchmark updates only on date change
-            var currentValue = Benchmark.Evaluate(data.Time);
-            if (_previousTime.Hour == data.Time.Hour)
-            {
-                if (currentValue != _previousBenchmarkValue)
-                {
-                    throw new Exception($"Benchmark value error - expected: {_previousBenchmarkValue} {_previousTime}, actual: {currentValue} {data.Time}. " +
-                                        "Benchmark value should only change when there is a change in hours");
-                }
-            }
-            else
-            {
-                if (data.Time.Minute == 0)
-                {
-                    if (currentValue == _previousBenchmarkValue)
-                    {
-                        _benchmarkPriceDidNotChange++;
-                        // there are two consecutive equal data points so we give it some room
-                        if (_benchmarkPriceDidNotChange > 1)
-                        {
-                            throw new Exception($"Benchmark value error - expected a new value, current {currentValue} {data.Time}" +
-                                                "Benchmark value should change when there is a change in hours");
-                        }
-                    }
-                    else
-                    {
-                        _benchmarkPriceDidNotChange = 0;
-                    }
-                }
-            }
-            _previousBenchmarkValue = currentValue;
-            _previousTime = data.Time;
-
-            // assert algorithm security is the correct one - not the internal one
-            if (security.Leverage != ExpectedLeverage)
-            {
-                throw new Exception($"Leverage error - expected: {ExpectedLeverage}, actual: {security.Leverage}");
-            }
-        }
-
-        public override void OnEndOfAlgorithm()
-        {
-            if (!_onDataWasCalled)
-            {
-                throw new Exception("OnData was not called");
-            }
-        }
-
-        /// <summary>
-        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
-        /// </summary>
-        public bool CanRunLocally { get; } = true;
-
-        /// <summary>
-        /// This is used by the regression test system to indicate which languages this algorithm is written in.
-        /// </summary>
-        public Language[] Languages { get; } = { Language.CSharp };
-
-        /// <summary>
-        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
-        /// </summary>
-        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
-        {
-            {"Total Trades", "0"},
-            {"Average Win", "0%"},
-            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "0%"},
-            {"Drawdown", "0%"},
-            {"Expectancy", "0"},
-            {"Net Profit", "0%"},
-            {"Sharpe 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", "-2.53"},
-            {"Tracking Error", "0.211"},
-            {"Treynor Ratio", "0"},
-            {"Total Fees", "$0.00"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "79228162514264337593543950335"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "371857150"}
-        };
-    }
-}
--- a/Algorithm.CSharp/DataConsolidationAlgorithm.cs
+++ b/Algorithm.CSharp/DataConsolidationAlgorithm.cs
@@ -96,20 +96,12 @@ namespace QuantConnect.Algorithm.CSharp
            Consolidate("EURUSD", Resolution.Daily, DailyEurUsdBarHandler);

            // API convenience method for easily receiving weekly-consolidated data
-            Consolidate("SPY", Calendar.Weekly, CalendarTradeBarHandler);
-            Consolidate("EURUSD", Calendar.Weekly, CalendarQuoteBarHandler);
+            Consolidate("SPY", CalendarType.Weekly, CalendarTradeBarHandler);
+            Consolidate("EURUSD", CalendarType.Weekly, CalendarQuoteBarHandler);

            // API convenience method for easily receiving monthly-consolidated data
-            Consolidate("SPY", Calendar.Monthly, CalendarTradeBarHandler);
-            Consolidate("EURUSD", Calendar.Monthly, CalendarQuoteBarHandler);
-
-            // API convenience method for easily receiving quarterly-consolidated data
-            Consolidate("SPY", Calendar.Quarterly, CalendarTradeBarHandler);
-            Consolidate("EURUSD", Calendar.Quarterly, CalendarQuoteBarHandler);
-
-            // API convenience method for easily receiving yearly-consolidated data
-            Consolidate("SPY", Calendar.Yearly, CalendarTradeBarHandler);
-            Consolidate("EURUSD", Calendar.Yearly, CalendarQuoteBarHandler);
+            Consolidate("SPY", CalendarType.Monthly, CalendarTradeBarHandler);
+            Consolidate("EURUSD", CalendarType.Monthly, CalendarQuoteBarHandler);

            // requires quote data subscription
            //Consolidate<QuoteBar>("EURUSD", TimeSpan.FromMinutes(45), FortyFiveMinuteBarHandler);
--- a/Algorithm.CSharp/DefaultResolutionRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/DefaultResolutionRegressionAlgorithm.cs
@@ -1,161 +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.Custom;
-using QuantConnect.Data.Custom.CBOE;
-using QuantConnect.Data.Custom.Fred;
-using QuantConnect.Data.Custom.SEC;
-using QuantConnect.Data.Custom.Tiingo;
-using QuantConnect.Data.Custom.USEnergy;
-using QuantConnect.Data.Custom.USTreasury;
-using QuantConnect.Interfaces;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// This regression algorithm tests the performance related GH issue 3772
-    /// </summary>
-    public class DefaultResolutionRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
-    {
-        public override void Initialize()
-        {
-            SetStartDate(2013, 10, 11);
-            SetEndDate(2013, 10, 12);
-            var spy = AddEquity("SPY").Symbol;
-
-            var types = new[]
-            {
-                typeof(SECReport8K),
-                typeof(SECReport10K),
-                typeof(SECReport10Q),
-                typeof(USTreasuryYieldCurveRate),
-                typeof(USEnergy),
-                typeof(CBOE),
-                typeof(TiingoPrice),
-                typeof(Fred)
-            };
-
-            foreach (var type in types)
-            {
-                var custom = AddData(type, spy);
-
-                if (SubscriptionManager.SubscriptionDataConfigService
-                    .GetSubscriptionDataConfigs(custom.Symbol)
-                    .Any(config => config.Resolution != Resolution.Daily))
-                {
-                    throw new Exception("Was expecting resolution to be set to Daily");
-                }
-
-                try
-                {
-                    AddData(type, spy, Resolution.Tick);
-                    throw new Exception("Was expecting an ArgumentException to be thrown");
-                }
-                catch (ArgumentException)
-                {
-                    // expected, these custom types don't support tick resolution
-                }
-            }
-
-            var security = AddData<USEnergyAPI>(spy);
-            if (SubscriptionManager.SubscriptionDataConfigService.GetSubscriptionDataConfigs(security.Symbol)
-                .Any(config => config.Resolution != Resolution.Hour))
-            {
-                throw new Exception("Was expecting resolution to be set to Hour");
-            }
-
-            try
-            {
-
-                AddOption("AAPL", Resolution.Daily);
-                throw new Exception("Was expecting an ArgumentException to be thrown");
-            }
-            catch (ArgumentException)
-            {
-                // expected, options only support minute resolution
-            }
-
-            var option = AddOption("AAPL");
-            if (SubscriptionManager.SubscriptionDataConfigService.GetSubscriptionDataConfigs(option.Symbol)
-                .Any(config => config.Resolution != Resolution.Minute))
-            {
-                throw new Exception("Was expecting resolution to be set to Minute");
-            }
-
-            Quit();
-        }
-
-        /// <summary>
-        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
-        /// </summary>
-        public bool CanRunLocally { get; } = true;
-
-        /// <summary>
-        /// This is used by the regression test system to indicate which languages this algorithm is written in.
-        /// </summary>
-        public Language[] Languages { get; } = { Language.CSharp };
-
-        /// <summary>
-        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
-        /// </summary>
-        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
-        {
-            {"Total Trades", "0"},
-            {"Average Win", "0%"},
-            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "0%"},
-            {"Drawdown", "0%"},
-            {"Expectancy", "0"},
-            {"Net Profit", "0%"},
-            {"Sharpe 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"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "0"},
-            {"Return Over Maximum Drawdown", "0"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "371857150"}
-        };
-    }
-}
--- a/Algorithm.CSharp/DelistedFutureLiquidateRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/DelistedFutureLiquidateRegressionAlgorithm.cs
@@ -1,138 +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;
-using QuantConnect.Interfaces;
-using QuantConnect.Orders;
-using QuantConnect.Securities;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// Regression algorithm which reproduces GH issue 4446
-    /// </summary>
-    public class DelistedFutureLiquidateRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
-    {
-        private Symbol _contractSymbol;
-
-        /// <summary>
-        /// Initialize your algorithm and add desired assets.
-        /// </summary>
-        public override void Initialize()
-        {
-            SetStartDate(2013, 10, 08);
-            SetEndDate(2013, 12, 30);
-
-            var futureSP500 = AddFuture(Futures.Indices.SP500EMini);
-            futureSP500.SetFilter(0, 182);
-        }
-
-        /// <summary>
-        /// Event - v3.0 DATA EVENT HANDLER: (Pattern) Basic template for user to override for receiving all subscription data in a single event
-        /// </summary>
-        /// <param name="slice">The current slice of data keyed by symbol string</param>
-        public override void OnData(Slice slice)
-        {
-            if (_contractSymbol == null)
-            {
-                foreach (var chain in slice.FutureChains)
-                {
-                    var contract = chain.Value.OrderBy(x => x.Expiry).FirstOrDefault();
-                    // if found, trade it
-                    if (contract != null)
-                    {
-                        _contractSymbol = contract.Symbol;
-                        MarketOrder(_contractSymbol, 1);
-                    }
-                }
-            }
-        }
-
-        public override void OnEndOfAlgorithm()
-        {
-            Log($"{_contractSymbol}: {Securities[_contractSymbol].Invested}");
-            if (Securities[_contractSymbol].Invested)
-            {
-                throw new Exception($"Position should be closed when {_contractSymbol} got delisted {_contractSymbol.ID.Date}");
-            }
-        }
-
-        public override void OnOrderEvent(OrderEvent orderEvent)
-        {
-            Log($"{orderEvent}. Delisting on: {_contractSymbol.ID.Date}");
-        }
-
-        /// <summary>
-        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
-        /// </summary>
-        public bool CanRunLocally { get; } = true;
-
-        /// <summary>
-        /// This is used by the regression test system to indicate which languages this algorithm is written in.
-        /// </summary>
-        public Language[] Languages { get; } = { Language.CSharp };
-
-        /// <summary>
-        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
-        /// </summary>
-        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
-        {
-            {"Total Trades", "2"},
-            {"Average Win", "1.63%"},
-            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "7.292%"},
-            {"Drawdown", "1.300%"},
-            {"Expectancy", "0"},
-            {"Net Profit", "1.634%"},
-            {"Sharpe Ratio", "2.476"},
-            {"Probabilistic Sharpe Ratio", "92.194%"},
-            {"Loss Rate", "0%"},
-            {"Win Rate", "100%"},
-            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "0.006"},
-            {"Beta", "0.158"},
-            {"Annual Standard Deviation", "0.032"},
-            {"Annual Variance", "0.001"},
-            {"Information Ratio", "-4.89"},
-            {"Tracking Error", "0.08"},
-            {"Treynor Ratio", "0.509"},
-            {"Total Fees", "$3.70"},
-            {"Fitness Score", "0.019"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "1.362"},
-            {"Return Over Maximum Drawdown", "9.699"},
-            {"Portfolio Turnover", "0.022"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "-1252326142"}
-        };
-    }
-}
--- a/Algorithm.CSharp/DelistingEventsAlgorithm.cs
+++ b/Algorithm.CSharp/DelistingEventsAlgorithm.cs
@@ -66,7 +66,7 @@ namespace QuantConnect.Algorithm.CSharp
            {
                var symbol = kvp.Key;
                var tradeBar = kvp.Value;
-                Debug($"OnData(Slice): {Time}: {symbol}: {tradeBar.Close.ToStringInvariant("0.00")}");
+                Debug($"OnData(Slice): {Time}: {symbol}: {tradeBar.Close.ToString("0.00")}");
            }

            // the slice can also contain delisting data: data.Delistings in a dictionary string->Delisting
@@ -80,8 +80,11 @@ namespace QuantConnect.Algorithm.CSharp
            {
                throw new Exception("Securities must be marked as tradable until they're delisted or removed from the universe");
            }
+        }

-            foreach (var kvp in data.Delistings)
+        public void OnData(Delistings data)
+        {
+            foreach (var kvp in data)
            {
                var symbol = kvp.Key;
                var delisting = kvp.Value;
@@ -140,46 +143,25 @@ namespace QuantConnect.Algorithm.CSharp
        /// </summary>
        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
        {
-            {"Total Trades", "3"},
+            {"Total Trades", "2"},
            {"Average Win", "0%"},
-            {"Average Loss", "-3.23%"},
-            {"Compounding Annual Return", "-79.990%"},
-            {"Drawdown", "4.300%"},
+            {"Average Loss", "-5.58%"},
+            {"Compounding Annual Return", "-87.694%"},
+            {"Drawdown", "5.600%"},
            {"Expectancy", "-1"},
-            {"Net Profit", "-4.312%"},
-            {"Sharpe Ratio", "-5.958"},
-            {"Probabilistic Sharpe Ratio", "0.000%"},
+            {"Net Profit", "-5.578%"},
+            {"Sharpe Ratio", "-10.227"},
            {"Loss Rate", "100%"},
            {"Win Rate", "0%"},
            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "-0.685"},
-            {"Beta", "-0.445"},
-            {"Annual Standard Deviation", "0.119"},
-            {"Annual Variance", "0.014"},
-            {"Information Ratio", "-4.887"},
-            {"Tracking Error", "0.155"},
-            {"Treynor Ratio", "1.589"},
-            {"Total Fees", "$55.05"},
-            {"Fitness Score", "0.002"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "-15.687"},
-            {"Return Over Maximum Drawdown", "-18.549"},
-            {"Portfolio Turnover", "0.334"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "-2022527947"}
+            {"Alpha", "-1.953"},
+            {"Beta", "23.587"},
+            {"Annual Standard Deviation", "0.156"},
+            {"Annual Variance", "0.024"},
+            {"Information Ratio", "-10.33"},
+            {"Tracking Error", "0.156"},
+            {"Treynor Ratio", "-0.067"},
+            {"Total Fees", "$36.70"}
        };
    }
 }
--- a/Algorithm.CSharp/DisplacedMovingAverageRibbon.cs
+++ b/Algorithm.CSharp/DisplacedMovingAverageRibbon.cs
@@ -167,45 +167,24 @@ namespace QuantConnect.Algorithm.CSharp
        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
        {
            {"Total Trades", "7"},
-            {"Average Win", "19.16%"},
+            {"Average Win", "19.15%"},
            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "16.727%"},
-            {"Drawdown", "12.200%"},
+            {"Compounding Annual Return", "16.720%"},
+            {"Drawdown", "12.500%"},
            {"Expectancy", "0"},
-            {"Net Profit", "153.058%"},
-            {"Sharpe Ratio", "1.239"},
-            {"Probabilistic Sharpe Ratio", "66.414%"},
+            {"Net Profit", "152.966%"},
+            {"Sharpe Ratio", "1.275"},
            {"Loss Rate", "0%"},
            {"Win Rate", "100%"},
            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "0.146"},
-            {"Beta", "-0.018"},
-            {"Annual Standard Deviation", "0.116"},
-            {"Annual Variance", "0.013"},
-            {"Information Ratio", "-0.053"},
-            {"Tracking Error", "0.204"},
-            {"Treynor Ratio", "-8.165"},
-            {"Total Fees", "$46.75"},
-            {"Fitness Score", "0.002"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "1.607"},
-            {"Return Over Maximum Drawdown", "1.366"},
-            {"Portfolio Turnover", "0.003"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "-807056289"}
+            {"Alpha", "0.079"},
+            {"Beta", "4.194"},
+            {"Annual Standard Deviation", "0.128"},
+            {"Annual Variance", "0.016"},
+            {"Information Ratio", "1.119"},
+            {"Tracking Error", "0.128"},
+            {"Treynor Ratio", "0.039"},
+            {"Total Fees", "$46.73"}
        };
    }
 }
--- a/Algorithm.CSharp/DividendAlgorithm.cs
+++ b/Algorithm.CSharp/DividendAlgorithm.cs
@@ -69,10 +69,7 @@ namespace QuantConnect.Algorithm.CSharp
        public void OnData(Dividends data) // update this to Dividends dictionary
        {
            var dividend = data["MSFT"];
-            Debug($"{dividend.Time.ToStringInvariant("o")} >> DIVIDEND >> {dividend.Symbol} - " +
-                $"{dividend.Distribution.ToStringInvariant("C")} - {Portfolio.Cash} - " +
-                $"{Portfolio["MSFT"].Price.ToStringInvariant("C")}"
-            );
+            Debug(string.Format("{0} >> DIVIDEND >> {1} - {2} - {3} - {4}", dividend.Time.ToString("o"), dividend.Symbol, dividend.Distribution.ToString("C"), Portfolio.Cash, Portfolio["MSFT"].Price.ToString("C")));
        }

        /// <summary>
@@ -83,18 +80,14 @@ namespace QuantConnect.Algorithm.CSharp
        {
            Debug("MSFT: " + Securities["MSFT"].Price);
            var split = data["MSFT"];
-            Debug($"{split.Time.ToIso8601Invariant()} >> SPLIT >> {split.Symbol} - " +
-                $"{split.SplitFactor.ToStringInvariant()} - " +
-                $"{Portfolio.Cash.ToStringInvariant()} - " +
-                $"{Portfolio["MSFT"].Quantity.ToStringInvariant()}"
-            );
+            Debug(string.Format("{0} >> SPLIT >> {1} - {2} - {3} - {4}", split.Time.ToString("o"), split.Symbol, split.SplitFactor, Portfolio.Cash, Portfolio["MSFT"].Quantity));
        }

        public override void OnOrderEvent(OrderEvent orderEvent)
        {
            // orders get adjusted based on split events to maintain order value
            var order = Transactions.GetOrderById(orderEvent.OrderId);
-            Debug($"{Time.ToStringInvariant()} >> ORDER >> {order}");
+            Debug(string.Format("{0} >> ORDER >> " + order, Time));
        }
    }
 }
--- a/Algorithm.CSharp/DropboxBaseDataUniverseSelectionAlgorithm.cs
+++ b/Algorithm.CSharp/DropboxBaseDataUniverseSelectionAlgorithm.cs
@@ -45,8 +45,8 @@ namespace QuantConnect.Algorithm.CSharp
        {
            UniverseSettings.Resolution = Resolution.Daily;

-            SetStartDate(2017, 07, 04);
-            SetEndDate(2018, 07, 04);
+            SetStartDate(2013, 01, 01);
+            SetEndDate(2013, 12, 31);

            AddUniverse<StockDataSource>("my-stock-data-source", stockDataSource =>
            {
@@ -102,8 +102,8 @@ namespace QuantConnect.Algorithm.CSharp
        /// </summary>
        class StockDataSource : BaseData
        {
-            private const string LiveUrl = @"https://www.dropbox.com/s/2l73mu97gcehmh7/daily-stock-picker-live.csv?dl=1";
-            private const string BacktestUrl = @"https://www.dropbox.com/s/ae1couew5ir3z9y/daily-stock-picker-backtest.csv?dl=1";
+            private const string LiveUrl = @"https://www.dropbox.com/s/2az14r5xbx4w5j6/daily-stock-picker-live.csv?dl=1";
+            private const string BacktestUrl = @"https://www.dropbox.com/s/rmiiktz0ntpff3a/daily-stock-picker-backtest.csv?dl=1";

            /// <summary>
            /// The symbols to be selected
@@ -184,46 +184,25 @@ namespace QuantConnect.Algorithm.CSharp
        /// </summary>
        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
        {
-            {"Total Trades", "6441"},
-            {"Average Win", "0.07%"},
-            {"Average Loss", "-0.07%"},
-            {"Compounding Annual Return", "13.284%"},
-            {"Drawdown", "10.700%"},
-            {"Expectancy", "0.061"},
-            {"Net Profit", "13.284%"},
-            {"Sharpe Ratio", "0.96"},
-            {"Probabilistic Sharpe Ratio", "46.111%"},
-            {"Loss Rate", "46%"},
-            {"Win Rate", "54%"},
-            {"Profit-Loss Ratio", "0.97"},
-            {"Alpha", "0.124"},
-            {"Beta", "-0.066"},
-            {"Annual Standard Deviation", "0.121"},
-            {"Annual Variance", "0.015"},
-            {"Information Ratio", "0.004"},
-            {"Tracking Error", "0.171"},
-            {"Treynor Ratio", "-1.754"},
-            {"Total Fees", "$8669.33"},
-            {"Fitness Score", "0.675"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "1.124"},
-            {"Return Over Maximum Drawdown", "1.242"},
-            {"Portfolio Turnover", "1.64"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "-1120327913"}
+            {"Total Trades", "90"},
+            {"Average Win", "0.78%"},
+            {"Average Loss", "-0.39%"},
+            {"Compounding Annual Return", "18.547%"},
+            {"Drawdown", "4.700%"},
+            {"Expectancy", "1.068"},
+            {"Net Profit", "18.547%"},
+            {"Sharpe Ratio", "1.993"},
+            {"Loss Rate", "30%"},
+            {"Win Rate", "70%"},
+            {"Profit-Loss Ratio", "1.96"},
+            {"Alpha", "0.119"},
+            {"Beta", "2.617"},
+            {"Annual Standard Deviation", "0.086"},
+            {"Annual Variance", "0.007"},
+            {"Information Ratio", "1.764"},
+            {"Tracking Error", "0.086"},
+            {"Treynor Ratio", "0.065"},
+            {"Total Fees", "$251.12"}
        };
    }
 }
--- a/Algorithm.CSharp/DropboxUniverseSelectionAlgorithm.cs
+++ b/Algorithm.CSharp/DropboxUniverseSelectionAlgorithm.cs
@@ -50,8 +50,8 @@ namespace QuantConnect.Algorithm.CSharp
            UniverseSettings.Resolution = Resolution.Daily;

            // set our start and end for backtest mode
-            SetStartDate(2017, 07, 04);
-            SetEndDate(2018, 07, 04);
+            SetStartDate(2013, 01, 01);
+            SetEndDate(2013, 12, 31);

            // define a new custom universe that will trigger each day at midnight
            AddUniverse("my-dropbox-universe", Resolution.Daily, dateTime =>
@@ -60,7 +60,7 @@ namespace QuantConnect.Algorithm.CSharp
                if (LiveMode)
                {
                    // fetch the file from dropbox
-                    var file = Download(@"https://www.dropbox.com/s/2l73mu97gcehmh7/daily-stock-picker-live.csv?dl=1");
+                    var file = Download(@"https://www.dropbox.com/s/2az14r5xbx4w5j6/daily-stock-picker-live.csv?dl=1");
                    // if we have a file for today, break apart by commas and return symbols
                    if (file.Length > 0) return file.ToCsv();
                    // no symbol today, leave universe unchanged
@@ -78,7 +78,7 @@ namespace QuantConnect.Algorithm.CSharp
                        new KeyValuePair<string, string>("Authorization", $"Basic ({Convert.ToBase64String(byteKey)})")
                    };

-                    var file = Download(@"https://www.dropbox.com/s/ae1couew5ir3z9y/daily-stock-picker-backtest.csv?dl=1", headers);
+                    var file = Download(@"https://www.dropbox.com/s/rmiiktz0ntpff3a/daily-stock-picker-backtest.csv?dl=1", headers);

                    // split the file into lines and add to our cache
                    foreach (var line in file.Split(new[] { '\n', '\r' }, StringSplitOptions.RemoveEmptyEntries))
@@ -157,46 +157,25 @@ namespace QuantConnect.Algorithm.CSharp
        /// </summary>
        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
        {
-            {"Total Trades", "5059"},
-            {"Average Win", "0.08%"},
-            {"Average Loss", "-0.08%"},
-            {"Compounding Annual Return", "14.901%"},
-            {"Drawdown", "10.600%"},
-            {"Expectancy", "0.075"},
-            {"Net Profit", "14.901%"},
-            {"Sharpe Ratio", "1.068"},
-            {"Probabilistic Sharpe Ratio", "50.201%"},
-            {"Loss Rate", "45%"},
-            {"Win Rate", "55%"},
-            {"Profit-Loss Ratio", "0.97"},
-            {"Alpha", "0.137"},
-            {"Beta", "-0.066"},
-            {"Annual Standard Deviation", "0.121"},
-            {"Annual Variance", "0.015"},
-            {"Information Ratio", "0.08"},
-            {"Tracking Error", "0.171"},
-            {"Treynor Ratio", "-1.963"},
-            {"Total Fees", "$6806.57"},
-            {"Fitness Score", "0.694"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "1.261"},
-            {"Return Over Maximum Drawdown", "1.404"},
-            {"Portfolio Turnover", "1.296"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "974523768"}
+            {"Total Trades", "66"},
+            {"Average Win", "1.06%"},
+            {"Average Loss", "-0.50%"},
+            {"Compounding Annual Return", "18.511%"},
+            {"Drawdown", "7.100%"},
+            {"Expectancy", "0.810"},
+            {"Net Profit", "18.511%"},
+            {"Sharpe Ratio", "1.439"},
+            {"Loss Rate", "42%"},
+            {"Win Rate", "58%"},
+            {"Profit-Loss Ratio", "2.12"},
+            {"Alpha", "0.308"},
+            {"Beta", "-10.065"},
+            {"Annual Standard Deviation", "0.1"},
+            {"Annual Variance", "0.01"},
+            {"Information Ratio", "1.275"},
+            {"Tracking Error", "0.1"},
+            {"Treynor Ratio", "-0.014"},
+            {"Total Fees", "$193.75"}
        };
    }
 }
--- a/Algorithm.CSharp/DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/DuplicateSecurityWithBenchmarkRegressionAlgorithm.cs
@@ -98,7 +98,6 @@ namespace QuantConnect.Algorithm.CSharp
            {"Expectancy", "0"},
            {"Net Profit", "0%"},
            {"Sharpe Ratio", "0"},
-            {"Probabilistic Sharpe Ratio", "0%"},
            {"Loss Rate", "0%"},
            {"Win Rate", "0%"},
            {"Profit-Loss Ratio", "0"},
@@ -106,30 +105,10 @@ namespace QuantConnect.Algorithm.CSharp
            {"Beta", "0"},
            {"Annual Standard Deviation", "0"},
            {"Annual Variance", "0"},
-            {"Information Ratio", "-7.068"},
-            {"Tracking Error", "0.193"},
+            {"Information Ratio", "0"},
+            {"Tracking Error", "0"},
            {"Treynor Ratio", "0"},
-            {"Total Fees", "$0.00"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "79228162514264337593543950335"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "371857150"}
+            {"Total Fees", "$0.00"}
        };
    }
 }
--- a/Algorithm.CSharp/DynamicSecurityDataAlgorithm.cs
+++ b/Algorithm.CSharp/DynamicSecurityDataAlgorithm.cs
@@ -1,71 +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.Data.Custom.SEC;
-using QuantConnect.Securities;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// Provides an example algorithm showcasing the <see cref="Security.Data"/> features
-    /// </summary>
-    public class DynamicSecurityDataAlgorithm : QCAlgorithm
-    {
-        private Security GOOGL;
-        private const string Ticker = "GOOGL";
-
-        public override void Initialize()
-        {
-            SetStartDate(2015, 10, 22);
-            SetEndDate(2015, 10, 30);
-
-            GOOGL = AddEquity(Ticker, Resolution.Daily);
-
-            AddData<SECReport8K>(Ticker, Resolution.Daily);
-            AddData<SECReport10K>(Ticker, Resolution.Daily);
-            AddData<SECReport10Q>(Ticker, Resolution.Daily);
-        }
-
-        public override void OnData(Slice slice)
-        {
-            // The Security object's Data property provides convenient access
-            // to the various types of data related to that security. You can
-            // access not only the security's price data, but also any custom
-            // data that is mapped to the security, such as our SEC reports.
-
-            // 1. Get the most recent data point of a particular type:
-            // 1.a Using the C# generic method, Get<T>:
-            SECReport8K googlSec8kReport = GOOGL.Data.Get<SECReport8K>();
-            SECReport10K googlSec10kReport = GOOGL.Data.Get<SECReport10K>();
-            Log($"{Time:o}:  8K: {googlSec8kReport}");
-            Log($"{Time:o}: 10K: {googlSec10kReport}");
-
-            // 2. Get the list of data points of a particular type for the most recent time step:
-            // 2.a Using the C# generic method, GetAll<T>:
-            List<SECReport8K> googlSec8kReports = GOOGL.Data.GetAll<SECReport8K>();
-            List<SECReport10K> googlSec10kReports = GOOGL.Data.GetAll<SECReport10K>();
-            Log($"{Time:o}: List:  8K: {googlSec8kReports.Count}");
-            Log($"{Time:o}: List: 10K: {googlSec10kReports.Count}");
-
-            if (!Portfolio.Invested)
-            {
-                Buy(GOOGL.Symbol, 10);
-            }
-        }
-    }
-}
--- a/Algorithm.CSharp/ETFGlobalRotationAlgorithm.cs
+++ b/Algorithm.CSharp/ETFGlobalRotationAlgorithm.cs
@@ -105,7 +105,7 @@ namespace QuantConnect.Algorithm.CSharp
                    var orderedObjScores = _symbolData.OrderByDescending(x => x.ObjectiveScore).ToList();
                    foreach (var orderedObjScore in orderedObjScores)
                    {
-                        Log($">>SCORE>>{orderedObjScore.Symbol}>>{orderedObjScore.ObjectiveScore.ToStringInvariant()}");
+                        Log(">>SCORE>>" + orderedObjScore.Symbol + ">>" + orderedObjScore.ObjectiveScore);
                    }
                    var bestGrowth = orderedObjScores.First();

@@ -116,7 +116,7 @@ namespace QuantConnect.Algorithm.CSharp
                            Log("PREBUY>>LIQUIDATE>>");
                            Liquidate();
                        }
-                        Log($">>BUY>>{bestGrowth.Symbol}@{(100 * bestGrowth.OneMonthPerformance).ToStringInvariant("00.00")}");
+                        Log(">>BUY>>" + bestGrowth.Symbol + "@" + (100 * bestGrowth.OneMonthPerformance).ToString("00.00"));
                        var qty = Portfolio.MarginRemaining / Securities[bestGrowth.Symbol].Close;
                        MarketOrder(bestGrowth.Symbol, (int) qty);
                    }
--- a/Algorithm.CSharp/EmaCrossFuturesFrontMonthAlgorithm.cs
+++ b/Algorithm.CSharp/EmaCrossFuturesFrontMonthAlgorithm.cs
@@ -1,122 +0,0 @@
-/*
- * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
- * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
- *
- * Licensed under the Apache License, Version 2.0 (the "License");
- * you may not use this file except in compliance with the License.
- * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
- *
- * Unless required by applicable law or agreed to in writing, software
- * distributed under the License is distributed on an "AS IS" BASIS,
- * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
- * See the License for the specific language governing permissions and
- * limitations under the License.
- *
-*/
-
-using QuantConnect.Data;
-using QuantConnect.Data.Consolidators;
-using QuantConnect.Data.UniverseSelection;
-using QuantConnect.Indicators;
-using QuantConnect.Securities;
-using System.Linq;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// This example demonstrates how to implement a cross moving average for the futures front contract
-    /// </summary>
-    /// <meta name="tag" content="using data" />
-    /// <meta name="tag" content="indicator" />
-    /// <meta name="tag" content="futures" />
-    public class EmaCrossFuturesFrontMonthAlgorithm : QCAlgorithm
-    {
-        private const decimal _tolerance = 0.001m;
-        private Symbol _symbol;
-        private ExponentialMovingAverage _fast;
-        private ExponentialMovingAverage _slow;
-        private IDataConsolidator _consolidator;
-
-        public override void Initialize()
-        {
-            SetStartDate(2013, 10, 08);
-            SetEndDate(2013, 10, 10);
-            SetCash(1000000);
-
-            var future = AddFuture(Futures.Metals.Gold);
-
-            // Only consider the front month contract
-            // Update the universe once per day to improve performance
-            future.SetFilter(x => x.FrontMonth().OnlyApplyFilterAtMarketOpen());
-
-            // Create two exponential moving averages
-            _fast = new ExponentialMovingAverage(100);
-            _slow = new ExponentialMovingAverage(300);
-
-            // Add a custom chart to track the EMA cross
-            var chart = new Chart("EMA Cross");
-            chart.AddSeries(new Series("Fast", SeriesType.Line, 0));
-            chart.AddSeries(new Series("Slow", SeriesType.Line, 0));
-            AddChart(chart);
-        }
-
-        public override void OnData(Slice slice)
-        {
-            SecurityHolding holding;
-            if (Portfolio.TryGetValue(_symbol, out holding))
-            {
-                // Buy the futures' front contract when the fast EMA is above the slow one
-                if (_fast > _slow * (1 + _tolerance))
-                {
-                    if (!holding.Invested)
-                    {
-                        SetHoldings(_symbol, .1);
-                        PlotEma();
-                    }
-                }
-                else if (holding.Invested)
-                {
-                    Liquidate(_symbol);
-                    PlotEma();
-                }
-            }
-        }
-
-        public override void OnSecuritiesChanged(SecurityChanges changes)
-        {
-            if (changes.RemovedSecurities.Count > 0)
-            {
-                // Remove the consolidator for the previous contract
-                // and reset the indicators
-                if (_symbol != null && _consolidator != null)
-                {
-                    SubscriptionManager.RemoveConsolidator(_symbol, _consolidator);
-                    _fast.Reset();
-                    _slow.Reset();
-                }
-                // We don't need to call Liquidate(_symbol),
-                // since its positions are liquidated because the contract has expired.
-            }
-
-            // Only one security will be added: the new front contract
-            _symbol = changes.AddedSecurities.SingleOrDefault().Symbol;
-
-            // Create a new consolidator and register the indicators to it
-            _consolidator = ResolveConsolidator(_symbol, Resolution.Minute);
-            RegisterIndicator(_symbol, _fast, _consolidator);
-            RegisterIndicator(_symbol, _slow, _consolidator);
-
-            // Warm up the indicators
-            WarmUpIndicator(_symbol, _fast, Resolution.Minute);
-            WarmUpIndicator(_symbol, _slow, Resolution.Minute);
-
-            PlotEma();
-        }
-
-        private void PlotEma()
-        {
-            Plot("EMA Cross", "Fast", _fast);
-            Plot("EMA Cross", "Slow", _slow);
-        }
-    }
-}
--- a/Algorithm.CSharp/EmitInsightCryptoCashAccountType.cs
+++ b/Algorithm.CSharp/EmitInsightCryptoCashAccountType.cs
@@ -1,4 +1,4 @@
-/*
+/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
@@ -74,29 +74,22 @@ namespace QuantConnect.Algorithm.CSharp
            {"Total Trades", "1"},
            {"Average Win", "0%"},
            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "0%"},
-            {"Drawdown", "0%"},
+            {"Compounding Annual Return", "-100.000%"},
+            {"Drawdown", "5.500%"},
            {"Expectancy", "0"},
-            {"Net Profit", "0%"},
-            {"Sharpe Ratio", "0"},
-            {"Probabilistic Sharpe Ratio", "0%"},
+            {"Net Profit", "-3.802%"},
+            {"Sharpe Ratio", "-12.079"},
            {"Loss Rate", "0%"},
            {"Win Rate", "0%"},
            {"Profit-Loss Ratio", "0"},
            {"Alpha", "0"},
            {"Beta", "0"},
-            {"Annual Standard Deviation", "0"},
-            {"Annual Variance", "0"},
+            {"Annual Standard Deviation", "0.397"},
+            {"Annual Variance", "0.158"},
            {"Information Ratio", "0"},
            {"Tracking Error", "0"},
            {"Treynor Ratio", "0"},
-            {"Total Fees", "$14.91"},
-            {"Fitness Score", "0.258"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "-27.251"},
-            {"Portfolio Turnover", "0.515"},
+            {"Total Fees", "$14.92"},
            {"Total Insights Generated", "1"},
            {"Total Insights Closed", "1"},
            {"Total Insights Analysis Completed", "1"},
@@ -109,8 +102,7 @@ namespace QuantConnect.Algorithm.CSharp
            {"Mean Population Direction", "0%"},
            {"Mean Population Magnitude", "0%"},
            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "221046152"}
+            {"Rolling Averaged Population Magnitude", "0%"}
        };
    }
 }
--- a/Algorithm.CSharp/EmitInsightNoAlphaModelAlgorithm.cs
+++ b/Algorithm.CSharp/EmitInsightNoAlphaModelAlgorithm.cs
@@ -1,4 +1,4 @@
-/*
+/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
@@ -17,6 +17,7 @@ using System;
 using System.Collections.Generic;
 using System.Linq;
 using QuantConnect.Algorithm.Framework.Alphas;
+using QuantConnect.Algorithm.Framework.Execution;
 using QuantConnect.Algorithm.Framework.Portfolio;
 using QuantConnect.Algorithm.Framework.Selection;
 using QuantConnect.Data;
@@ -111,32 +112,25 @@ namespace QuantConnect.Algorithm.CSharp
        /// </summary>
        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
        {
-            {"Total Trades", "5"},
+            {"Total Trades", "4"},
            {"Average Win", "0%"},
-            {"Average Loss", "-0.02%"},
-            {"Compounding Annual Return", "-72.415%"},
+            {"Average Loss", "-0.01%"},
+            {"Compounding Annual Return", "-72.251%"},
            {"Drawdown", "2.800%"},
            {"Expectancy", "-1"},
-            {"Net Profit", "-1.749%"},
-            {"Sharpe Ratio", "-3.059"},
-            {"Probabilistic Sharpe Ratio", "21.811%"},
+            {"Net Profit", "-1.741%"},
+            {"Sharpe Ratio", "-4.242"},
            {"Loss Rate", "100%"},
            {"Win Rate", "0%"},
            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "-0.385"},
-            {"Beta", "-0.146"},
-            {"Annual Standard Deviation", "0.191"},
-            {"Annual Variance", "0.036"},
-            {"Information Ratio", "-6.701"},
-            {"Tracking Error", "0.29"},
-            {"Treynor Ratio", "4.005"},
-            {"Total Fees", "$18.28"},
-            {"Fitness Score", "0.052"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "-4.187"},
-            {"Return Over Maximum Drawdown", "-25.473"},
-            {"Portfolio Turnover", "0.998"},
+            {"Alpha", "0"},
+            {"Beta", "-62.982"},
+            {"Annual Standard Deviation", "0.171"},
+            {"Annual Variance", "0.029"},
+            {"Information Ratio", "-4.308"},
+            {"Tracking Error", "0.171"},
+            {"Treynor Ratio", "0.011"},
+            {"Total Fees", "$10.77"},
            {"Total Insights Generated", "1"},
            {"Total Insights Closed", "0"},
            {"Total Insights Analysis Completed", "0"},
@@ -149,8 +143,7 @@ namespace QuantConnect.Algorithm.CSharp
            {"Mean Population Direction", "0%"},
            {"Mean Population Magnitude", "0%"},
            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "1300818910"}
+            {"Rolling Averaged Population Magnitude", "0%"}
        };
    }
 }
--- a/Algorithm.CSharp/EmitInsightsAlgorithm.cs
+++ b/Algorithm.CSharp/EmitInsightsAlgorithm.cs
@@ -1,4 +1,4 @@
-/*
+/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
@@ -110,43 +110,35 @@ namespace QuantConnect.Algorithm.CSharp
            {"Total Trades", "4"},
            {"Average Win", "0.96%"},
            {"Average Loss", "-0.95%"},
-            {"Compounding Annual Return", "-44.357%"},
+            {"Compounding Annual Return", "-44.117%"},
            {"Drawdown", "1.100%"},
-            {"Expectancy", "0.005"},
-            {"Net Profit", "-0.800%"},
-            {"Sharpe Ratio", "-2.218"},
-            {"Probabilistic Sharpe Ratio", "32.508%"},
+            {"Expectancy", "0.002"},
+            {"Net Profit", "-0.794%"},
+            {"Sharpe Ratio", "-2.497"},
            {"Loss Rate", "50%"},
            {"Win Rate", "50%"},
-            {"Profit-Loss Ratio", "1.01"},
-            {"Alpha", "-0.64"},
-            {"Beta", "0.23"},
-            {"Annual Standard Deviation", "0.147"},
-            {"Annual Variance", "0.022"},
-            {"Information Ratio", "-8.259"},
-            {"Tracking Error", "0.204"},
-            {"Treynor Ratio", "-1.424"},
+            {"Profit-Loss Ratio", "1.00"},
+            {"Alpha", "0"},
+            {"Beta", "-28.473"},
+            {"Annual Standard Deviation", "0.131"},
+            {"Annual Variance", "0.017"},
+            {"Information Ratio", "-2.584"},
+            {"Tracking Error", "0.131"},
+            {"Treynor Ratio", "0.011"},
            {"Total Fees", "$16.26"},
-            {"Fitness Score", "0.003"},
-            {"Kelly Criterion Estimate", "12.539"},
-            {"Kelly Criterion Probability Value", "0.367"},
-            {"Sortino Ratio", "-22.336"},
-            {"Return Over Maximum Drawdown", "-38.722"},
-            {"Portfolio Turnover", "1.003"},
            {"Total Insights Generated", "7"},
            {"Total Insights Closed", "4"},
            {"Total Insights Analysis Completed", "4"},
            {"Long Insight Count", "5"},
            {"Short Insight Count", "2"},
            {"Long/Short Ratio", "250.0%"},
-            {"Estimated Monthly Alpha Value", "$19016880.2887"},
-            {"Total Accumulated Estimated Alpha Value", "$3275129.3830"},
-            {"Mean Population Estimated Insight Value", "$818782.3458"},
+            {"Estimated Monthly Alpha Value", "$15518791.1380"},
+            {"Total Accumulated Estimated Alpha Value", "$2672680.6960"},
+            {"Mean Population Estimated Insight Value", "$668170.1740"},
            {"Mean Population Direction", "50%"},
            {"Mean Population Magnitude", "50%"},
            {"Rolling Averaged Population Direction", "50%"},
-            {"Rolling Averaged Population Magnitude", "50%"},
-            {"OrderListHash", "-218498072"}
+            {"Rolling Averaged Population Magnitude", "50%"}
        };
    }
 }
--- a/Algorithm.CSharp/EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
@@ -1,173 +0,0 @@
-/*
- * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
- * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
- *
- * Licensed under the Apache License, Version 2.0 (the "License");
- * you may not use this file except in compliance with the License.
- * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
- *
- * Unless required by applicable law or agreed to in writing, software
- * distributed under the License is distributed on an "AS IS" BASIS,
- * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
- * See the License for the specific language governing permissions and
- * limitations under the License.
-*/
-
-using System;
-using System.Collections.Generic;
-using QuantConnect.Algorithm.Framework.Alphas;
-using QuantConnect.Algorithm.Framework.Execution;
-using QuantConnect.Algorithm.Framework.Portfolio;
-using QuantConnect.Algorithm.Framework.Selection;
-using QuantConnect.Interfaces;
-using QuantConnect.Orders;
-using QuantConnect.Securities;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// Futures regression algorithm intended to test the behavior of the framework models. See GH issue 4027.
-    /// </summary>
-    public class EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
-    {
-        private int _fillCount;
-
-        public override void Initialize()
-        {
-            SetStartDate(2013, 10, 07);
-            SetEndDate(2013, 10, 11);
-
-            SetUniverseSelection(new FrontMonthFutureUniverseSelectionModel(SelectFutureChainSymbols));
-            SetAlpha(new ConstantFutureContractAlphaModel(InsightType.Price, InsightDirection.Up, TimeSpan.FromDays(1)));
-            SetPortfolioConstruction(new EqualWeightingPortfolioConstructionModel());
-            SetExecution(new ImmediateExecutionModel());
-        }
-
-        // future symbol universe selection function
-        private static IEnumerable<Symbol> SelectFutureChainSymbols(DateTime utcTime)
-        {
-            return new []
-            {
-                QuantConnect.Symbol.Create(Futures.Indices.SP500EMini, SecurityType.Future, Market.CME),
-                QuantConnect.Symbol.Create(Futures.Metals.Gold, SecurityType.Future, Market.COMEX)
-            };
-        }
-
-        /// <summary>
-        /// Creates futures chain universes that select the front month contract and runs a user
-        /// defined futureChainSymbolSelector every day to enable choosing different futures chains
-        /// </summary>
-        class FrontMonthFutureUniverseSelectionModel : FutureUniverseSelectionModel
-        {
-            public FrontMonthFutureUniverseSelectionModel(Func<DateTime, IEnumerable<Symbol>> futureChainSymbolSelector)
-                : base(TimeSpan.FromDays(1), futureChainSymbolSelector)
-            {
-            }
-
-            /// <summary>
-            /// Defines the future chain universe filter
-            /// </summary>
-            protected override FutureFilterUniverse Filter(FutureFilterUniverse filter)
-            {
-                return filter
-                    .FrontMonth()
-                    .OnlyApplyFilterAtMarketOpen();
-            }
-        }
-
-        /// <summary>
-        /// Implementation of a constant alpha model that only emits insights for future symbols
-        /// </summary>
-        class ConstantFutureContractAlphaModel : ConstantAlphaModel
-        {
-            public ConstantFutureContractAlphaModel(InsightType type, InsightDirection direction, TimeSpan period)
-                : base(type, direction, period)
-            {
-            }
-
-            protected override bool ShouldEmitInsight(DateTime utcTime, Symbol symbol)
-            {
-                // only emit alpha for future symbols and not underlying equity symbols
-                if (symbol.SecurityType != SecurityType.Future)
-                {
-                    return false;
-                }
-
-                return base.ShouldEmitInsight(utcTime, symbol);
-            }
-        }
-
-        public override void OnOrderEvent(OrderEvent orderEvent)
-        {
-            Log($"{orderEvent}");
-            if (orderEvent.Status == OrderStatus.Filled)
-            {
-                _fillCount++;
-                if (_fillCount == 2)
-                {
-                    if (Portfolio.TotalHoldingsValue / Portfolio.TotalPortfolioValue < 10)
-                    {
-                        throw new Exception("Expected to be trading using the futures margin leverage");
-                    }
-                }
-            }
-        }
-
-        /// <summary>
-        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
-        /// </summary>
-        public bool CanRunLocally { get; } = true;
-
-        /// <summary>
-        /// This is used by the regression test system to indicate which languages this algorithm is written in.
-        /// </summary>
-        public Language[] Languages { get; } = { Language.CSharp };
-
-        /// <summary>
-        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
-        /// </summary>
-        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
-        {
-            {"Total Trades", "4"},
-            {"Average Win", "0%"},
-            {"Average Loss", "-0.91%"},
-            {"Compounding Annual Return", "-99.755%"},
-            {"Drawdown", "29.500%"},
-            {"Expectancy", "-1"},
-            {"Net Profit", "-7.463%"},
-            {"Sharpe Ratio", "-0.605"},
-            {"Probabilistic Sharpe Ratio", "34.850%"},
-            {"Loss Rate", "100%"},
-            {"Win Rate", "0%"},
-            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "-13.685"},
-            {"Beta", "6.59"},
-            {"Annual Standard Deviation", "1.632"},
-            {"Annual Variance", "2.665"},
-            {"Information Ratio", "-2.023"},
-            {"Tracking Error", "1.441"},
-            {"Treynor Ratio", "-0.15"},
-            {"Total Fees", "$33.30"},
-            {"Fitness Score", "0.079"},
-            {"Kelly Criterion Estimate", "-9.366"},
-            {"Kelly Criterion Probability Value", "0.607"},
-            {"Sortino Ratio", "-4.657"},
-            {"Return Over Maximum Drawdown", "-5.203"},
-            {"Portfolio Turnover", "4.377"},
-            {"Total Insights Generated", "10"},
-            {"Total Insights Closed", "8"},
-            {"Total Insights Analysis Completed", "8"},
-            {"Long Insight Count", "10"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$-78.89231"},
-            {"Total Accumulated Estimated Alpha Value", "$-12.82"},
-            {"Mean Population Estimated Insight Value", "$-1.6025"},
-            {"Mean Population Direction", "25%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "25.058%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "-1105779454"}
-        };
-    }
-}
--- a/Algorithm.CSharp/EquityTradeAndQuotesRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/EquityTradeAndQuotesRegressionAlgorithm.cs
@@ -1,209 +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;
-using QuantConnect.Data.Market;
-using QuantConnect.Data.UniverseSelection;
-using QuantConnect.Interfaces;
-using QuantConnect.Orders;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// Regression algorithm that test if the fill prices are the correct quote side.
-    /// </summary>
-    /// <meta name="tag" content="using data" />
-    /// <meta name="tag" content="using quantconnect" />
-    /// <meta name="tag" content="trading and orders" />
-    public class EquityTradeAndQuotesRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
-    {
-        private Symbol _symbol;
-        private bool _canTrade;
-        private int _quoteCounter;
-        private int _tradeCounter;
-
-        /// <summary>
-        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
-        /// </summary>
-        public override void Initialize()
-        {
-            SetStartDate(2013, 10, 07);  //Set Start Date
-            SetEndDate(2013, 10, 11);    //Set End Date
-            SetCash(100000);             //Set Strategy Cash
-
-
-            SetSecurityInitializer(x => x.SetDataNormalizationMode(DataNormalizationMode.Raw));
-
-            _symbol = AddEquity("IBM", Resolution.Minute).Symbol;
-            AddEquity("AAPL", Resolution.Daily);
-
-            // 2013-10-07 was Monday, that's why we ask 3 days history to get  data from previous Friday.
-            var history = History(new[] { _symbol }, TimeSpan.FromDays(3), Resolution.Minute).ToList();
-            Log($"{Time} - history.Count: {history.Count}");
-
-            const int expectedSliceCount = 390;
-            if (history.Count != expectedSliceCount)
-            {
-                throw new Exception($"History slices - expected: {expectedSliceCount}, actual: {history.Count}");
-            }
-
-
-            if (history.Any(s => s.Bars.Count != 1 && s.QuoteBars.Count != 1))
-            {
-                throw new Exception($"History not all slices have trades and quotes.");
-            }
-
-            Schedule.On(DateRules.EveryDay(_symbol), TimeRules.AfterMarketOpen(_symbol, 0), () => { _canTrade = true; });
-
-            Schedule.On(DateRules.EveryDay(_symbol), TimeRules.BeforeMarketClose(_symbol, 16), () => { _canTrade = false; });
-
-        }
-
-        /// <summary>
-        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
-        /// </summary>
-        /// <param name="data">Slice object keyed by symbol containing the stock data</param>
-        public override void OnData(Slice data)
-        {
-            _quoteCounter += data.QuoteBars.Count;
-            _tradeCounter += data.Bars.Count;
-
-            if (!Portfolio.Invested && _canTrade)
-            {
-                SetHoldings(_symbol, 1);
-                Log($"Purchased Security {_symbol.ID}");
-            }
-
-            if (Time.Minute % 15 == 0)
-            {
-                Liquidate();
-            }
-        }
-
-        public override void OnSecuritiesChanged(SecurityChanges changes)
-        {
-            foreach (var addedSecurity in changes.AddedSecurities)
-            {
-                var subscriptions = SubscriptionManager.SubscriptionDataConfigService.GetSubscriptionDataConfigs(addedSecurity.Symbol);
-                if (addedSecurity.Symbol == _symbol)
-                {
-                    if (!(subscriptions.Count == 2 &&
-                          subscriptions.Any(s => s.TickType == TickType.Trade) &&
-                          subscriptions.Any(s => s.TickType == TickType.Quote)))
-                    {
-                        throw new Exception($"Subscriptions were not correctly added for high resolution.");
-                    }
-                }
-                else
-                {
-                    if (subscriptions.Single().TickType != TickType.Trade)
-                    {
-                        throw new Exception($"Subscriptions were not correctly added for low resolution.");
-                    }
-                }
-            }
-        }
-
-        public override void OnOrderEvent(OrderEvent orderEvent)
-        {
-            if (orderEvent.Status == OrderStatus.Filled)
-            {
-                Log($"{Time:s} {orderEvent.Direction}");
-                var expectedFillPrice = orderEvent.Direction == OrderDirection.Buy ? Securities[_symbol].AskPrice : Securities[_symbol].BidPrice;
-                if (orderEvent.FillPrice != expectedFillPrice)
-                {
-                    throw new Exception($"Fill price is not the expected for OrderId {orderEvent.OrderId} at Algorithm Time {Time:s}." +
-                                        $"\n\tExpected fill price: {expectedFillPrice}, Actual fill price: {orderEvent.FillPrice}");
-                }
-            }
-        }
-
-        public override void OnEndOfAlgorithm()
-        {
-            // We expect at least 390 * 5 = 1950 minute bar
-            // + 5 daily bars, but those are pumped into OnData every minute 
-            if (_tradeCounter <= 1955)
-            {
-                throw new Exception($"Fail at trade bars count expected >= 1955, actual: {_tradeCounter}.");
-            }
-            // We expect 390 * 5 = 1950 quote bars. 
-            if (_quoteCounter != 1950)
-            {
-                throw new Exception($"Fail at trade bars count expected: 1950, actual: {_quoteCounter}.");
-            }
-
-        }
-
-        /// <summary>
-        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
-        /// </summary>
-        public bool CanRunLocally { get; } = true;
-
-        /// <summary>
-        /// This is used by the regression test system to indicate which languages this algorithm is written in.
-        /// </summary>
-        public Language[] Languages { get; } = { Language.CSharp };
-
-        /// <summary>
-        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
-        /// </summary>
-        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
-        {
-            {"Total Trades", "250"},
-            {"Average Win", "0.12%"},
-            {"Average Loss", "-0.10%"},
-            {"Compounding Annual Return", "-88.523%"},
-            {"Drawdown", "3.400%"},
-            {"Expectancy", "-0.238"},
-            {"Net Profit", "-2.922%"},
-            {"Sharpe Ratio", "-5.16"},
-            {"Probabilistic Sharpe Ratio", "0.502%"},
-            {"Loss Rate", "65%"},
-            {"Win Rate", "35%"},
-            {"Profit-Loss Ratio", "1.17"},
-            {"Alpha", "-1.423"},
-            {"Beta", "0.537"},
-            {"Annual Standard Deviation", "0.134"},
-            {"Annual Variance", "0.018"},
-            {"Information Ratio", "-16.652"},
-            {"Tracking Error", "0.123"},
-            {"Treynor Ratio", "-1.288"},
-            {"Total Fees", "$669.76"},
-            {"Fitness Score", "0.021"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "-7.372"},
-            {"Return Over Maximum Drawdown", "-30.295"},
-            {"Portfolio Turnover", "49.96"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "1040964928"}
-        };
-    }
-}
--- a/Algorithm.CSharp/EstimizeDataAlgorithm.cs
+++ b/Algorithm.CSharp/EstimizeDataAlgorithm.cs
@@ -34,12 +34,9 @@ namespace QuantConnect.Algorithm.CSharp
            SetStartDate(2017, 1, 1);
            SetEndDate(2017, 12, 31);

-            // be sure to add the underlying data source for our estimize data as it requires the mappings
-            AddEquity("AAPL");
-
-            AddData<EstimizeRelease>("AAPL");
-            AddData<EstimizeEstimate>("AAPL");
-            AddData<EstimizeConsensus>("AAPL");
+            AddData<EstimizeRelease>("AAPL.R");
+            AddData<EstimizeEstimate>("AAPL.E");
+            AddData<EstimizeConsensus>("AAPL.C");
        }

        /// <summary>
--- a/Algorithm.CSharp/FeeModelNotUsingAccountCurrency.cs
+++ b/Algorithm.CSharp/FeeModelNotUsingAccountCurrency.cs
@@ -1,4 +1,4 @@
-/*
+/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
@@ -156,44 +156,23 @@ namespace QuantConnect.Algorithm.CSharp
        {
            {"Total Trades", "2"},
            {"Average Win", "0%"},
-            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "0%"},
-            {"Drawdown", "0%"},
-            {"Expectancy", "0"},
-            {"Net Profit", "0%"},
-            {"Sharpe Ratio", "0"},
-            {"Probabilistic Sharpe Ratio", "0%"},
-            {"Loss Rate", "0%"},
+            {"Average Loss", "-6.67%"},
+            {"Compounding Annual Return", "-100.000%"},
+            {"Drawdown", "3.500%"},
+            {"Expectancy", "-1"},
+            {"Net Profit", "-6.428%"},
+            {"Sharpe Ratio", "-11.232"},
+            {"Loss Rate", "100%"},
            {"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", "$804.33"},
-            {"Fitness Score", "0.504"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "-15.573"},
-            {"Portfolio Turnover", "2.056"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "-1311542155"}
+            {"Alpha", "-16.193"},
+            {"Beta", "1173.18"},
+            {"Annual Standard Deviation", "0.721"},
+            {"Annual Variance", "0.52"},
+            {"Information Ratio", "-11.251"},
+            {"Tracking Error", "0.72"},
+            {"Treynor Ratio", "-0.007"},
+            {"Total Fees", "$804.33"}
        };
    }
 }
--- a/Algorithm.CSharp/FineFundamentalFilteredUniverseRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/FineFundamentalFilteredUniverseRegressionAlgorithm.cs
@@ -1,130 +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;
-using QuantConnect.Data.Fundamental;
-using QuantConnect.Data.UniverseSelection;
-using QuantConnect.Interfaces;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// Regression algorithm which tests a fine fundamental filtered universe, related to GH issue 4127
-    /// </summary>
-    public class FineFundamentalFilteredUniverseRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
-    {
-        /// <summary>
-        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
-        /// </summary>
-        public override void Initialize()
-        {
-            SetStartDate(2014, 10, 07);
-            SetEndDate(2014, 10, 11);
-
-            UniverseSettings.Resolution = Resolution.Daily;
-
-            var customUniverseSymbol = new Symbol(SecurityIdentifier.GenerateConstituentIdentifier(
-                    "constituents-universe-qctest",
-                    SecurityType.Equity,
-                    Market.USA),
-                "constituents-universe-qctest");
-
-            // we use test ConstituentsUniverse
-            AddUniverse(new ConstituentsUniverse(customUniverseSymbol, UniverseSettings), FineSelectionFunction);
-        }
-
-        private IEnumerable<Symbol> FineSelectionFunction(IEnumerable<FineFundamental> data)
-        {
-            return data.Where(fundamental => fundamental.CompanyProfile.HeadquarterCity.Equals("Cupertino"))
-                .Select(fundamental => fundamental.Symbol);
-        }
-
-        /// <summary>
-        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
-        /// </summary>
-        /// <param name="data">Slice object keyed by symbol containing the stock data</param>
-        public override void OnData(Slice data)
-        {
-            if (!Portfolio.Invested)
-            {
-                if (data.Keys.Single().Value != "AAPL")
-                {
-                    throw new Exception($"Unexpected symbol was added to the universe: {data.Keys.Single()}");
-                }
-                SetHoldings(data.Keys.Single(), 1);
-            }
-        }
-
-        /// <summary>
-        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
-        /// </summary>
-        public bool CanRunLocally { get; } = true;
-
-        /// <summary>
-        /// This is used by the regression test system to indicate which languages this algorithm is written in.
-        /// </summary>
-        public Language[] Languages { get; } = { Language.CSharp, Language.Python };
-
-        /// <summary>
-        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
-        /// </summary>
-        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
-        {
-            {"Total Trades", "1"},
-            {"Average Win", "0%"},
-            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "500.622%"},
-            {"Drawdown", "0.300%"},
-            {"Expectancy", "0"},
-            {"Net Profit", "1.984%"},
-            {"Sharpe Ratio", "14.933"},
-            {"Probabilistic Sharpe Ratio", "90.520%"},
-            {"Loss Rate", "0%"},
-            {"Win Rate", "0%"},
-            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "2.211"},
-            {"Beta", "-0.467"},
-            {"Annual Standard Deviation", "0.166"},
-            {"Annual Variance", "0.028"},
-            {"Information Ratio", "7.778"},
-            {"Tracking Error", "0.394"},
-            {"Treynor Ratio", "-5.313"},
-            {"Total Fees", "$5.40"},
-            {"Fitness Score", "0.244"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "1748.254"},
-            {"Portfolio Turnover", "0.244"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "-423205673"}
-        };
-    }
-}
--- a/Algorithm.CSharp/ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/ForexInternalFeedOnDataHigherResolutionRegressionAlgorithm.cs
@@ -29,7 +29,6 @@ namespace QuantConnect.Algorithm.CSharp
    {
        private readonly Dictionary<Symbol, int> _dataPointsPerSymbol = new Dictionary<Symbol, int>();
        private bool _added;
-        private Symbol _eurusd;

        /// <summary>
        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
@@ -40,7 +39,6 @@ namespace QuantConnect.Algorithm.CSharp
            SetEndDate(2013, 10, 8);
            SetCash(100000);

-            _eurusd = QuantConnect.Symbol.Create("EURUSD", SecurityType.Forex, Market.FXCM);
            var eurgbp = AddForex("EURGBP", Resolution.Daily);
            _dataPointsPerSymbol.Add(eurgbp.Symbol, 0);
        }
@@ -53,9 +51,7 @@ namespace QuantConnect.Algorithm.CSharp
        {
            if (_added)
            {
-                var eurUsdSubscription = SubscriptionManager.SubscriptionDataConfigService
-                    .GetSubscriptionDataConfigs(_eurusd, includeInternalConfigs:true)
-                    .Single();
+                var eurUsdSubscription = SubscriptionManager.Subscriptions.Single(x => x.Symbol.Value == "EURUSD");
                if (eurUsdSubscription.IsInternalFeed)
                {
                    throw new Exception("Unexpected internal 'EURUSD' Subscription");
@@ -63,15 +59,13 @@ namespace QuantConnect.Algorithm.CSharp
            }
            if (!_added)
            {
-                var eurUsdSubscription = SubscriptionManager.SubscriptionDataConfigService
-                    .GetSubscriptionDataConfigs(_eurusd, includeInternalConfigs: true)
-                    .Single();
+                var eurUsdSubscription = SubscriptionManager.Subscriptions.Single(x => x.Symbol.Value == "EURUSD");
                if (!eurUsdSubscription.IsInternalFeed)
                {
                    throw new Exception("Unexpected not internal 'EURUSD' Subscription");
                }
-                AddForex("EURUSD", Resolution.Hour);
-                _dataPointsPerSymbol.Add(_eurusd, 0);
+                var eurusd = AddForex("EURUSD", Resolution.Hour);
+                _dataPointsPerSymbol.Add(eurusd.Symbol, 0);

                _added = true;
            }
@@ -81,7 +75,7 @@ namespace QuantConnect.Algorithm.CSharp
                var symbol = kvp.Key;
                _dataPointsPerSymbol[symbol]++;

-                Log($"{Time} {symbol.Value} {kvp.Value.Price} EndTime {kvp.Value.EndTime}");
+                Log($"{Time} {symbol.Value} {kvp.Value.Price}");
            }
        }

@@ -94,7 +88,7 @@ namespace QuantConnect.Algorithm.CSharp
            var expectedDataPointsPerSymbol = new Dictionary<string, int>
            {
                { "EURGBP", 3 },
-                { "EURUSD", 48 }
+                { "EURUSD", 24 }
            };

            foreach (var kvp in _dataPointsPerSymbol)
@@ -105,7 +99,7 @@ namespace QuantConnect.Algorithm.CSharp

                if (actualDataPoints != expectedDataPointsPerSymbol[symbol.Value])
                {
-                    throw new Exception($"Data point count mismatch for symbol {symbol.Value}: expected: {expectedDataPointsPerSymbol[symbol.Value]}, actual: {actualDataPoints}");
+                    throw new Exception($"Data point count mismatch for symbol {symbol.Value}: expected: {expectedDataPointsPerSymbol}, actual: {actualDataPoints}");
                }
            }
        }
@@ -133,7 +127,6 @@ namespace QuantConnect.Algorithm.CSharp
            {"Expectancy", "0"},
            {"Net Profit", "0%"},
            {"Sharpe Ratio", "0"},
-            {"Probabilistic Sharpe Ratio", "0%"},
            {"Loss Rate", "0%"},
            {"Win Rate", "0%"},
            {"Profit-Loss Ratio", "0"},
@@ -141,30 +134,10 @@ namespace QuantConnect.Algorithm.CSharp
            {"Beta", "0"},
            {"Annual Standard Deviation", "0"},
            {"Annual Variance", "0"},
-            {"Information Ratio", "5.893"},
-            {"Tracking Error", "0.131"},
+            {"Information Ratio", "0"},
+            {"Tracking Error", "0"},
            {"Treynor Ratio", "0"},
-            {"Total Fees", "$0.00"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "79228162514264337593543950335"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "371857150"}
+            {"Total Fees", "$0.00"}
        };
    }
 }
--- a/Algorithm.CSharp/ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/ForexInternalFeedOnDataSameResolutionRegressionAlgorithm.cs
@@ -29,7 +29,6 @@ namespace QuantConnect.Algorithm.CSharp
    {
        private readonly Dictionary<Symbol, int> _dataPointsPerSymbol = new Dictionary<Symbol, int>();
        private bool _added;
-        private Symbol _eurusd;

        /// <summary>
        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
@@ -40,7 +39,6 @@ namespace QuantConnect.Algorithm.CSharp
            SetEndDate(2013, 10, 8);
            SetCash(100000);

-            _eurusd = QuantConnect.Symbol.Create("EURUSD", SecurityType.Forex, Market.FXCM);
            var eurgbp = AddForex("EURGBP", Resolution.Daily);
            _dataPointsPerSymbol.Add(eurgbp.Symbol, 0);
        }
@@ -53,9 +51,7 @@ namespace QuantConnect.Algorithm.CSharp
        {
            if (_added)
            {
-                var eurUsdSubscription = SubscriptionManager.SubscriptionDataConfigService
-                    .GetSubscriptionDataConfigs(_eurusd, includeInternalConfigs: true)
-                    .Single();
+                var eurUsdSubscription = SubscriptionManager.Subscriptions.Single(x => x.Symbol.Value == "EURUSD");
                if (eurUsdSubscription.IsInternalFeed)
                {
                    throw new Exception("Unexpected internal 'EURUSD' Subscription");
@@ -63,9 +59,7 @@ namespace QuantConnect.Algorithm.CSharp
            }
            if (!_added)
            {
-                var eurUsdSubscription = SubscriptionManager.SubscriptionDataConfigService
-                    .GetSubscriptionDataConfigs(_eurusd, includeInternalConfigs: true)
-                    .Single();
+                var eurUsdSubscription = SubscriptionManager.Subscriptions.Single(x => x.Symbol.Value == "EURUSD");
                if (!eurUsdSubscription.IsInternalFeed)
                {
                    throw new Exception("Unexpected not internal 'EURUSD' Subscription");
@@ -81,7 +75,7 @@ namespace QuantConnect.Algorithm.CSharp
                var symbol = kvp.Key;
                _dataPointsPerSymbol[symbol]++;

-                Log($"{Time} {symbol.Value} {kvp.Value.Price} EndTime {kvp.Value.EndTime}");
+                Log($"{Time} {symbol.Value} {kvp.Value.Price}");
            }
        }

@@ -96,7 +90,7 @@ namespace QuantConnect.Algorithm.CSharp
                // normal feed
                { "EURGBP", 3 },
                // internal feed on the first day, normal feed on the other two days
-                { "EURUSD", 3 },
+                { "EURUSD", 2 },
                // internal feed only
                { "GBPUSD", 0 }
            };
@@ -137,7 +131,6 @@ namespace QuantConnect.Algorithm.CSharp
            {"Expectancy", "0"},
            {"Net Profit", "0%"},
            {"Sharpe Ratio", "0"},
-            {"Probabilistic Sharpe Ratio", "0%"},
            {"Loss Rate", "0%"},
            {"Win Rate", "0%"},
            {"Profit-Loss Ratio", "0"},
@@ -145,30 +138,10 @@ namespace QuantConnect.Algorithm.CSharp
            {"Beta", "0"},
            {"Annual Standard Deviation", "0"},
            {"Annual Variance", "0"},
-            {"Information Ratio", "5.893"},
-            {"Tracking Error", "0.131"},
+            {"Information Ratio", "0"},
+            {"Tracking Error", "0"},
            {"Treynor Ratio", "0"},
-            {"Total Fees", "$0.00"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "79228162514264337593543950335"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "371857150"}
+            {"Total Fees", "$0.00"}
        };
    }
 }
--- a/Algorithm.CSharp/FractionalQuantityRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/FractionalQuantityRegressionAlgorithm.cs
@@ -41,7 +41,7 @@ namespace QuantConnect.Algorithm.CSharp
            SetBrokerageModel(BrokerageName.GDAX, AccountType.Cash);

            SetTimeZone(NodaTime.DateTimeZone.Utc);
-            var security = AddSecurity(SecurityType.Crypto, "BTCUSD", Resolution.Daily, Market.GDAX, false, 1, true);
+            var security = AddSecurity(SecurityType.Crypto, "BTCUSD", Resolution.Daily, Market.GDAX, false, 3.3m, true);

            // The default buying power model for the Crypto security type is now CashBuyingPowerModel.
            // Since this test algorithm uses leverage we need to set a buying power model with margin.
@@ -101,43 +101,22 @@ namespace QuantConnect.Algorithm.CSharp
            {"Total Trades", "6"},
            {"Average Win", "6.02%"},
            {"Average Loss", "-2.40%"},
-            {"Compounding Annual Return", "915.481%"},
+            {"Compounding Annual Return", "915.597%"},
            {"Drawdown", "5.500%"},
-            {"Expectancy", "1.338"},
-            {"Net Profit", "11.400%"},
-            {"Sharpe Ratio", "9.507"},
-            {"Probabilistic Sharpe Ratio", "76.768%"},
+            {"Expectancy", "1.339"},
+            {"Net Profit", "11.401%"},
+            {"Sharpe Ratio", "3.299"},
            {"Loss Rate", "33%"},
            {"Win Rate", "67%"},
            {"Profit-Loss Ratio", "2.51"},
-            {"Alpha", "0"},
-            {"Beta", "0"},
-            {"Annual Standard Deviation", "0.507"},
-            {"Annual Variance", "0.257"},
-            {"Information Ratio", "9.507"},
-            {"Tracking Error", "0.507"},
-            {"Treynor Ratio", "0"},
-            {"Total Fees", "$2651.00"},
-            {"Fitness Score", "0.467"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "53.455"},
-            {"Return Over Maximum Drawdown", "165.408"},
-            {"Portfolio Turnover", "0.468"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "-1241317053"}
+            {"Alpha", "-0.409"},
+            {"Beta", "1.047"},
+            {"Annual Standard Deviation", "0.493"},
+            {"Annual Variance", "0.243"},
+            {"Information Ratio", "-2.648"},
+            {"Tracking Error", "0.12"},
+            {"Treynor Ratio", "1.555"},
+            {"Total Fees", "$2650.41"}
        };
    }
 }
--- a/Algorithm.CSharp/FreePortfolioValueRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/FreePortfolioValueRegressionAlgorithm.cs
@@ -1,124 +0,0 @@
-/*
- * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
- * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
- *
- * Licensed under the Apache License, Version 2.0 (the "License");
- * you may not use this file except in compliance with the License.
- * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
- *
- * Unless required by applicable law or agreed to in writing, software
- * distributed under the License is distributed on an "AS IS" BASIS,
- * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
- * See the License for the specific language governing permissions and
- * limitations under the License.
-*/
-
-using System;
-using System.Collections.Generic;
-using QuantConnect.Algorithm.Framework.Alphas;
-using QuantConnect.Algorithm.Framework.Execution;
-using QuantConnect.Algorithm.Framework.Portfolio;
-using QuantConnect.Algorithm.Framework.Selection;
-using QuantConnect.Orders;
-using QuantConnect.Interfaces;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// Regression algorithm which reproduced GH issue 3759 (performing 26 trades).
-    /// </summary>
-    public class FreePortfolioValueRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
-    {
-        /// <summary>
-        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
-        /// </summary>
-        public override void Initialize()
-        {
-            UniverseSettings.Resolution = Resolution.Daily;
-
-            SetStartDate(2007, 10, 1);
-            SetEndDate(2018, 2, 1);
-            SetCash(1000000);
-
-            UniverseSettings.Leverage = 1;
-            SetUniverseSelection(
-                new ManualUniverseSelectionModel(QuantConnect.Symbol.Create("SPY", SecurityType.Equity, Market.USA))
-            );
-            SetAlpha(
-                new ConstantAlphaModel(InsightType.Price, InsightDirection.Up, QuantConnect.Time.OneDay, 0.025, null)
-            );
-            SetPortfolioConstruction(new EqualWeightingPortfolioConstructionModel());
-            SetExecution(new ImmediateExecutionModel());
-        }
-
-        public override void OnEndOfAlgorithm()
-        {
-            if (Settings.FreePortfolioValue != 1000000 * Settings.FreePortfolioValuePercentage)
-            {
-                throw new Exception($"Unexpected FreePortfolioValue value: {Settings.FreePortfolioValue}");
-            }
-        }
-
-        public override void OnOrderEvent(OrderEvent orderEvent)
-        {
-             Debug($"OnOrderEvent: {orderEvent}");
-        }
-
-        /// <summary>
-        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
-        /// </summary>
-        public bool CanRunLocally { get; } = true;
-
-        /// <summary>
-        /// This is used by the regression test system to indicate which languages this algorithm is written in.
-        /// </summary>
-        public Language[] Languages { get; } = { Language.CSharp };
-
-        /// <summary>
-        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
-        /// </summary>
-        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
-        {
-            {"Total Trades", "2"},
-            {"Average Win", "0%"},
-            {"Average Loss", "0.00%"},
-            {"Compounding Annual Return", "8.172%"},
-            {"Drawdown", "55.100%"},
-            {"Expectancy", "-1"},
-            {"Net Profit", "125.433%"},
-            {"Sharpe Ratio", "0.468"},
-            {"Probabilistic Sharpe Ratio", "2.573%"},
-            {"Loss Rate", "100%"},
-            {"Win Rate", "0%"},
-            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "0.093"},
-            {"Beta", "-0.1"},
-            {"Annual Standard Deviation", "0.18"},
-            {"Annual Variance", "0.032"},
-            {"Information Ratio", "-0.001"},
-            {"Tracking Error", "0.267"},
-            {"Treynor Ratio", "-0.846"},
-            {"Total Fees", "$41.17"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "38.884"},
-            {"Kelly Criterion Probability Value", "0.009"},
-            {"Sortino Ratio", "0.501"},
-            {"Return Over Maximum Drawdown", "0.148"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "2604"},
-            {"Total Insights Closed", "2603"},
-            {"Total Insights Analysis Completed", "2603"},
-            {"Long Insight Count", "2604"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$1176372.2118"},
-            {"Total Accumulated Estimated Alpha Value", "$148113430.7231"},
-            {"Mean Population Estimated Insight Value", "$56901.0491"},
-            {"Mean Population Direction", "43.2962%"},
-            {"Mean Population Magnitude", "43.2962%"},
-            {"Rolling Averaged Population Direction", "48.763%"},
-            {"Rolling Averaged Population Magnitude", "48.763%"},
-            {"OrderListHash", "-1756838669"}
-        };
-    }
-}
--- a/Algorithm.CSharp/FutureSharingTickerRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/FutureSharingTickerRegressionAlgorithm.cs
@@ -1,127 +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.Data;
-using QuantConnect.Interfaces;
-using QuantConnect.Securities;
-
-namespace QuantConnect.Algorithm.CSharp
-{
-    /// <summary>
-    /// Regression algorithm showcasing adding two futures with the same ticker for different market, related to PR 4328
-    /// </summary>
-    public class FutureSharingTickerRegressionAlgorithm : QCAlgorithm, IRegressionAlgorithmDefinition
-    {
-        /// <summary>
-        /// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
-        /// </summary>
-        public override void Initialize()
-        {
-            SetStartDate(2013, 10, 08);
-            SetEndDate(2013, 10, 10);
-
-            var gold = AddFuture(Futures.Metals.Gold, market: Market.COMEX);
-            gold.SetFilter(0, 182);
-
-            // this future does not exist just added as an example
-            var gold2 = AddFuture(Futures.Metals.Gold, market: Market.NYMEX);
-            gold2.SetFilter(0, 182);
-        }
-
-        /// <summary>
-        /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
-        /// </summary>
-        /// <param name="data">Slice object keyed by symbol containing the stock data</param>
-        public override void OnData(Slice data)
-        {
-            if (!Portfolio.Invested)
-            {
-                foreach (var chain in data.FutureChains)
-                {
-                    // find the front contract expiring no earlier than in 90 days
-                    var contract = (
-                        from futuresContract in chain.Value.OrderBy(x => x.Expiry)
-                        where futuresContract.Expiry > Time.Date.AddDays(90)
-                        select futuresContract
-                    ).FirstOrDefault();
-
-                    if (contract != null)
-                    {
-                        MarketOrder(contract.Symbol, 1);
-                    }
-                }
-            }
-        }
-
-        /// <summary>
-        /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
-        /// </summary>
-        public bool CanRunLocally { get; } = true;
-
-        /// <summary>
-        /// This is used by the regression test system to indicate which languages this algorithm is written in.
-        /// </summary>
-        public Language[] Languages { get; } = { Language.CSharp };
-
-        /// <summary>
-        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
-        /// </summary>
-        public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
-        {
-            {"Total Trades", "1"},
-            {"Average Win", "0%"},
-            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "-98.645%"},
-            {"Drawdown", "5.400%"},
-            {"Expectancy", "0"},
-            {"Net Profit", "-3.474%"},
-            {"Sharpe Ratio", "-4.693"},
-            {"Probabilistic Sharpe Ratio", "0%"},
-            {"Loss Rate", "0%"},
-            {"Win Rate", "0%"},
-            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "1.545"},
-            {"Beta", "-0.45"},
-            {"Annual Standard Deviation", "0.194"},
-            {"Annual Variance", "0.038"},
-            {"Information Ratio", "-19.15"},
-            {"Tracking Error", "0.332"},
-            {"Treynor Ratio", "2.021"},
-            {"Total Fees", "$1.85"},
-            {"Fitness Score", "0.005"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "-10.938"},
-            {"Return Over Maximum Drawdown", "-25.528"},
-            {"Portfolio Turnover", "0.445"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "378972600"}
-        };
-    }
-}
--- a/Algorithm.CSharp/HistoryAlgorithm.cs
+++ b/Algorithm.CSharp/HistoryAlgorithm.cs
@@ -300,43 +300,22 @@ namespace QuantConnect.Algorithm.CSharp
            {"Total Trades", "1"},
            {"Average Win", "0%"},
            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "364.889%"},
+            {"Compounding Annual Return", "359.952%"},
            {"Drawdown", "1.100%"},
            {"Expectancy", "0"},
-            {"Net Profit", "1.698%"},
-            {"Sharpe Ratio", "8.904"},
-            {"Probabilistic Sharpe Ratio", "67.623%"},
+            {"Net Profit", "1.686%"},
+            {"Sharpe Ratio", "4.502"},
            {"Loss Rate", "0%"},
            {"Win Rate", "0%"},
            {"Profit-Loss Ratio", "0"},
-            {"Alpha", "1.575"},
-            {"Beta", "0.072"},
-            {"Annual Standard Deviation", "0.218"},
-            {"Annual Variance", "0.047"},
-            {"Information Ratio", "-11.876"},
-            {"Tracking Error", "0.264"},
-            {"Treynor Ratio", "26.924"},
-            {"Total Fees", "$3.26"},
-            {"Fitness Score", "0.251"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "318.537"},
-            {"Portfolio Turnover", "0.251"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "1268340653"}
+            {"Alpha", "0"},
+            {"Beta", "77.786"},
+            {"Annual Standard Deviation", "0.191"},
+            {"Annual Variance", "0.036"},
+            {"Information Ratio", "4.445"},
+            {"Tracking Error", "0.191"},
+            {"Treynor Ratio", "0.011"},
+            {"Total Fees", "$3.26"}
        };

        /// <summary>
--- a/Algorithm.CSharp/HistoryWithSymbolChangesRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/HistoryWithSymbolChangesRegressionAlgorithm.cs
@@ -82,7 +82,6 @@ namespace QuantConnect.Algorithm.CSharp
            {"Expectancy", "0"},
            {"Net Profit", "0%"},
            {"Sharpe Ratio", "0"},
-            {"Probabilistic Sharpe Ratio", "0%"},
            {"Loss Rate", "0%"},
            {"Win Rate", "0%"},
            {"Profit-Loss Ratio", "0"},
@@ -90,30 +89,10 @@ namespace QuantConnect.Algorithm.CSharp
            {"Beta", "0"},
            {"Annual Standard Deviation", "0"},
            {"Annual Variance", "0"},
-            {"Information Ratio", "-7.068"},
-            {"Tracking Error", "0.193"},
+            {"Information Ratio", "0"},
+            {"Tracking Error", "0"},
            {"Treynor Ratio", "0"},
-            {"Total Fees", "$0.00"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "79228162514264337593543950335"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "371857150"}
+            {"Total Fees", "$0.00"}
        };
    }
 }
--- a/Algorithm.CSharp/HourReverseSplitRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/HourReverseSplitRegressionAlgorithm.cs
@@ -67,43 +67,22 @@ namespace QuantConnect.Algorithm.CSharp
            {"Total Trades", "1"},
            {"Average Win", "0%"},
            {"Average Loss", "0%"},
-            {"Compounding Annual Return", "0%"},
-            {"Drawdown", "0%"},
+            {"Compounding Annual Return", "-5.029%"},
+            {"Drawdown", "0.000%"},
            {"Expectancy", "0"},
-            {"Net Profit", "0%"},
-            {"Sharpe Ratio", "0"},
-            {"Probabilistic Sharpe Ratio", "0%"},
+            {"Net Profit", "-0.024%"},
+            {"Sharpe Ratio", "-11.225"},
            {"Loss Rate", "0%"},
            {"Win Rate", "0%"},
            {"Profit-Loss Ratio", "0"},
            {"Alpha", "0"},
            {"Beta", "0"},
-            {"Annual Standard Deviation", "0"},
+            {"Annual Standard Deviation", "0.003"},
            {"Annual Variance", "0"},
            {"Information Ratio", "0"},
            {"Tracking Error", "0"},
            {"Treynor Ratio", "0"},
-            {"Total Fees", "$1.00"},
-            {"Fitness Score", "0"},
-            {"Kelly Criterion Estimate", "0"},
-            {"Kelly Criterion Probability Value", "0"},
-            {"Sortino Ratio", "79228162514264337593543950335"},
-            {"Return Over Maximum Drawdown", "79228162514264337593543950335"},
-            {"Portfolio Turnover", "0"},
-            {"Total Insights Generated", "0"},
-            {"Total Insights Closed", "0"},
-            {"Total Insights Analysis Completed", "0"},
-            {"Long Insight Count", "0"},
-            {"Short Insight Count", "0"},
-            {"Long/Short Ratio", "100%"},
-            {"Estimated Monthly Alpha Value", "$0"},
-            {"Total Accumulated Estimated Alpha Value", "$0"},
-            {"Mean Population Estimated Insight Value", "$0"},
-            {"Mean Population Direction", "0%"},
-            {"Mean Population Magnitude", "0%"},
-            {"Rolling Averaged Population Direction", "0%"},
-            {"Rolling Averaged Population Magnitude", "0%"},
-            {"OrderListHash", "1795141360"}
+            {"Total Fees", "$1.00"}
        };
    }
 }
--- a/Show More
+++ b/Show More
Author	SHA1	Message	Date
Jared Broad	4151c40b39	Shuffle init load	2019-07-28 18:26:02 -07:00
Jared Broad	0f942149a0	Testing shuffling worker thread to algorithmSystemHandlers	2019-07-28 15:54:17 -07:00
Jared Broad	e86155c117	Shuffle init to set environment path inline	2019-07-28 15:12:54 -07:00
Jared Broad	1e8fdba3d9	Revert to master	2019-07-28 14:32:04 -07:00
Jared Broad	66a3f2e1d2	Move worker thread creation to launcher before job creation	2019-07-28 12:54:17 -07:00
Jared Broad	5a2adf2065	Remove lock, additional benchmarking	2019-07-28 10:57:22 -07:00
Jared Broad	2dd94f3687	Optimize python load times	2019-07-28 10:33:37 -07:00