I am using macOS to install Lean in python. I've followed the instructions to pull and run the Docker image, and use Visual Studio Code as my IDE. But when I try to run a python code, I always get errors saying unable to import packages (The first missing package is "clr"). What am I missing here? I assume Docker should have taken care of these packages and I shouldn't need to install them by myself, right?

{
    "resource": "/Users/xfan/Coding/Lean/Algorithm.Python/BasicTemplateAlgorithm.py",
    "owner": "python",
    "code": "import-error",
    "severity": 8,
    "message": "Unable to import 'clr'",
    "source": "pylint",
    "startLineNumber": 14,
    "startColumn": 1,
    "endLineNumber": 14,
    "endColumn": 1
}