I have gone through the installation guide.  I made a virtualenv in conda with python=3.6.8.  In my Python.Runtime.dll.config I added the path to the python 3.6m dylib.  Everything seems to be running fine with the BasicTemplateAlgorithm.  I am trying to just run the predefined .py file 

"algorithm-type-name": "MovingAverageCrossAlgorithm", "algorithm-language": "Python", "algorithm-location": "../../../Algorithm.Python/MovingAverageCrossAlgorithm.py",

When I run this, there are no trades, which seems strange, given that I run over the default 6 years.  One thing I notice is that my PythonTools failed to load into the solution: 105868_1591366844.jpg

So I am not sure if that is an issue.  My full application output is below, but there are no errors (just a lot of Config.get default values).

 

Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Lean.Launcher.exe Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.ComponentModel.Composition/4.0.0.0__b77a5c561934e089/System.ComponentModel.Composition.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Lean.Engine.dll Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Common.dll Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System/4.0.0.0__b77a5c561934e089/System.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Configuration.dll Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/Newtonsoft.Json.dll [External] Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Core/4.0.0.0__b77a5c561934e089/System.Core.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Logging.dll Thread started: Isolator Thread #2 Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Numerics/4.0.0.0__b77a5c561934e089/System.Numerics.dll [External] Thread started: <Thread Pool> #3 Thread started: <Thread Pool> #4 Thread started: <Thread Pool> #5 Thread started: <Thread Pool> #6 20200605 10:15:11.427 Trace:: Config.GetValue(): debug-mode - Using default value: False 20200605 10:15:11.585 Trace:: Config.Get(): Configuration key not found. Key: results-destination-folder - Using default value: 20200605 10:15:11.586 Trace:: Config.Get(): Configuration key not found. Key: plugin-directory - Using default value: 20200605 10:15:11.591 Trace:: Config.Get(): Configuration key not found. Key: composer-dll-directory - Using default value: /Users/Jamie/Lean/Launcher/bin/Debug/ Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/CoinAPI.WebSocket.V1.dll [External] Thread started: <Thread Pool> #7 Thread started: <Thread Pool> #8 Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Naming.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/RDotNet.NativeLibrary.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/Accord.Math.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Queues.dll Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/Utf8Json.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Messaging.dll Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/netstandard.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Compression.dll Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/DynamicInterop.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.SwingAWT.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/websocket-sharp.dll [External] 20200605 10:15:11.698 Trace:: Python for .NET Assembly: Python.Runtime, Version=1.0.5.30, Culture=neutral, PublicKeyToken=null Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/Python.Runtime.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Cldrdata.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.XML.Crypto.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QLNet.dll [External] Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Net.Http/4.0.0.0__b03f5f7f11d50a3a/System.Net.Http.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Fxcm.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/Accord.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Core.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.XML.API.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Remoting.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Algorithm.dll Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Management.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/SuperSocket.ClientEngine.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Security.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/Accord.Math.Core.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Beans.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Text.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.Runtime.JNI.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Util.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/AsyncIO.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Jdbc.dll [External] Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.IO.Compression/4.0.0.0__b77a5c561934e089/System.IO.Compression.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/NodaTime.dll [External] Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Drawing/4.0.0.0__b03f5f7f11d50a3a/System.Drawing.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Indicators.dll Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Algorithm.CSharp.dll Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Algorithm.Framework.dll Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Tools.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Research.dll Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Api.dll Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.AWT.WinForms.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.AlgorithmFactory.dll Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.XML.Bind.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Brokerages.dll Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.ComponentModel.DataAnnotations/4.0.0.0__31bf3856ad364e35/System.ComponentModel.DataAnnotations.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/NLog.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/SocketIoClientDotNet.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/System.Threading.Tasks.Extensions.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/CSharpAPI.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/Microsoft.Extensions.CommandLineUtils.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/Accord.MachineLearning.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.XML.Parse.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/NetMQ.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/ICSharpCode.SharpZipLib.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/Accord.Statistics.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Misc.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/WebSocket4Net.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/MathNet.Numerics.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.Runtime.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.XML.Transform.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.XML.WebServices.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Nashorn.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/EngineIoClientDotNet.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/System.ValueTuple.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Localedata.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/Accord.Fuzzy.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/SevenZipSharp.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/RestSharp.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/DotNetZip.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/Fasterflect.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/RDotNet.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/System.Collections.Immutable.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.XML.XPath.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/CloneExtensions.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Media.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Corba.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Charsets.dll [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.ToolBox.exe Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/nPython.exe [External] Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.IBAutomater.exe [External] 20200605 10:15:11.856 Trace:: Python for .NET Assembly: nPython, Version=1.0.5.30, Culture=neutral, PublicKeyToken=null Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Runtime.Caching/4.0.0.0__b03f5f7f11d50a3a/System.Runtime.Caching.dll [External] 20200605 10:15:11.958 Trace:: Config.Get(): Configuration key not found. Key: data-directory - Using default value: ../../../Data/ 20200605 10:15:11.969 Trace:: Config.Get(): Configuration key not found. Key: version-id - Using default value: 20200605 10:15:11.969 Trace:: Config.Get(): Configuration key not found. Key: cache-location - Using default value: ../../../Data/ 20200605 10:15:11.969 Trace:: Engine.Main(): LEAN ALGORITHMIC TRADING ENGINE v2.4.0.0 Mode: DEBUG (64bit) 20200605 10:15:11.973 Trace:: Engine.Main(): Started 10:15 AM 20200605 10:15:11.983 Trace:: Config.GetValue(): job-project-id - Using default value: 0 20200605 10:15:11.992 Trace:: Config.GetValue(): regression-update-statistics - Using default value: False 20200605 10:15:11.993 Trace:: Config.Get(): Configuration key not found. Key: lean-manager-type - Using default value: LocalLeanManager 20200605 10:15:12.001 Trace:: Config.Get(): Configuration key not found. Key: cloud-api-url - Using default value: https://www.quantconnect.com/api/v2/ Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Data/4.0.0.0__b77a5c561934e089/System.Data.dll [External] Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Xml/4.0.0.0__b77a5c561934e089/System.Xml.dll [External] 20200605 10:15:12.120 Trace:: JobQueue.NextJob(): Selected ../../../Algorithm.Python/MovingAverageCrossAlgorithm.py Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Runtime.Serialization/4.0.0.0__b77a5c561934e089/System.Runtime.Serialization.dll [External] 20200605 10:15:12.380 Trace:: Config.GetValue(): scheduled-event-leaky-bucket-capacity - Using default value: 120 20200605 10:15:12.381 Trace:: Config.GetValue(): scheduled-event-leaky-bucket-refill-amount - Using default value: 18 20200605 10:15:12.381 Trace:: Config.GetValue(): scheduled-event-leaky-bucket-time-interval-minutes - Using default value: 1440 20200605 10:15:12.391 Trace:: Config.Get(): Configuration key not found. Key: algorithm-id - Using default value: MovingAverageCrossAlgorithm 20200605 10:15:12.393 Trace:: Config.GetValue(): scheduled-event-leaky-bucket-capacity - Using default value: 120 20200605 10:15:12.393 Trace:: Config.GetValue(): scheduled-event-leaky-bucket-refill-amount - Using default value: 18 20200605 10:15:12.393 Trace:: Config.GetValue(): scheduled-event-leaky-bucket-time-interval-minutes - Using default value: 1440 20200605 10:15:12.399 Trace:: Config.Get(): Configuration key not found. Key: results-destination-folder - Using default value: /Users/Jamie/Lean/Launcher/bin/Debug 20200605 10:15:12.433 Trace:: Config.GetValue(): ignore-version-checks - Using default value: False 20200605 10:15:12.438 Trace:: AlgorithmManager.CreateTokenBucket(): Initializing LeakyBucket: Capacity: 120 RefillAmount: 18 TimeInterval: 1440 20200605 10:15:12.446 Trace:: Config.GetValue(): algorithm-manager-time-loop-maximum - Using default value: 20 Thread started: Result Thread #9 Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Configuration/4.0.0.0__b03f5f7f11d50a3a/System.Configuration.dll [External] 20200605 10:15:13.723 Trace:: PythonInitializer.Initialize(): start... Loaded assembly: __CodeGenerator_Assembly [External] PythonEngine.Initialize(): Runtime.Initialize()... Runtime.Initialize(): Py_Initialize... Runtime.Initialize(): PyEval_InitThreads... Runtime.Initialize(): Initialize types... Loaded assembly: e__NativeCall_Assembly [External] Runtime.Initialize(): Initialize types end. Runtime.Initialize(): AssemblyManager.Initialize()... Thread started: <Thread Pool> #10 Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/Mono.Security/4.0.0.0__0738eb9f132ed756/Mono.Security.dll [External] Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Windows.Forms/4.0.0.0__b77a5c561934e089/System.Windows.Forms.dll [External] Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/Accessibility/4.0.0.0__b03f5f7f11d50a3a/Accessibility.dll [External] Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.ServiceModel/4.0.0.0__b77a5c561934e089/System.ServiceModel.dll [External] Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.IdentityModel/4.0.0.0__b77a5c561934e089/System.IdentityModel.dll [External] Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Web/4.0.0.0__b03f5f7f11d50a3a/System.Web.dll [External] Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Security/4.0.0.0__b03f5f7f11d50a3a/System.Security.dll [External] Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Web.ApplicationServices/4.0.0.0__31bf3856ad364e35/System.Web.ApplicationServices.dll [External] Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Transactions/4.0.0.0__b77a5c561934e089/System.Transactions.dll [External] Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.ServiceModel.Internals/0.0.0.0__b77a5c561934e089/System.ServiceModel.Internals.dll [External] Runtime.Initialize(): AssemblyManager.UpdatePath()... PythonEngine.Initialize(): register atexit callback... PythonEngine.Initialize(): GetCLRModule()... PythonEngine.Initialize(): clr GetManifestResourceStream... 20200605 10:15:16.755 Trace:: PythonInitializer.Initialize(): ended Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/Microsoft.CSharp/4.0.0.0__b03f5f7f11d50a3a/Microsoft.CSharp.dll [External] 20200605 10:15:16.766 Trace:: AlgorithmPythonWrapper(): Python version 3.6.8 |Anaconda, Inc.| (default, Dec 29 2018, 19:07:09) [GCC 4.2.1 Compatible Clang 4.0.1 (tags/RELEASE_401/final)]: Importing python module MovingAverageCrossAlgorithm Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/4.5/System.Memory.dll [External] Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Xml.Linq/4.0.0.0__b77a5c561934e089/System.Xml.Linq.dll [External] 20200605 10:15:18.299 Trace:: AlgorithmPythonWrapper(): Creating IAlgorithm instance. Loaded assembly: Anonymously Hosted DynamicMethods Assembly [External] 20200605 10:15:20.450 Trace:: Config.GetValue(): mute-python-library-logging - Using default value: True Thread started: #11 20200605 10:15:20.560 Trace:: Config.Get(): Configuration key not found. Key: results-destination-folder - Using default value: /Users/Jamie/Lean/Launcher/bin/Debug 20200605 10:15:20.567 Trace:: Config.Get(): Configuration key not found. Key: object-store-root - Using default value: ./storage 20200605 10:15:20.570 Trace:: LocalObjectStore.Initialize(): Storage Root: /Users/Jamie/Lean/Launcher/bin/Debug/storage/QCAlgorithm 20200605 10:15:20.648 Trace:: Config.Get(): Configuration key not found. Key: security-data-feeds - Using default value: 20200605 10:15:21.194 Trace:: BaseSetupHandler.SetupCurrencyConversions(): Symbol Quantity Conversion = Value in USD USD: $ 100000.00 @ 1.00 = $100000.0 ------------------------------------------------- CashBook Total Value: $100000.0 20200605 10:15:21.205 Trace:: BacktestingResultHandler(): Sample Period Set: 789.12 20200605 10:15:21.209 Trace:: Time.TradeableDates(): Security Count: 1 20200605 10:15:21.218 Trace:: Config.GetValue(): forward-console-messages - Using default value: True 20200605 10:15:21.225 Trace:: JOB HANDLERS: 20200605 10:15:21.225 Trace:: DataFeed: QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed 20200605 10:15:21.225 Trace:: Setup: QuantConnect.Lean.Engine.Setup.ConsoleSetupHandler 20200605 10:15:21.225 Trace:: RealTime: QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler 20200605 10:15:21.226 Trace:: Results: QuantConnect.Lean.Engine.Results.BacktestingResultHandler 20200605 10:15:21.226 Trace:: Transactions: QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler 20200605 10:15:21.226 Trace:: Alpha: QuantConnect.Lean.Engine.Alphas.DefaultAlphaHandler 20200605 10:15:21.226 Trace:: ObjectStore: QuantConnect.Lean.Engine.Storage.LocalObjectStore 20200605 10:15:21.226 Trace:: History Provider: QuantConnect.Lean.Engine.HistoricalData.SubscriptionDataReaderHistoryProvider 20200605 10:15:21.369 Trace:: AlgorithmManager.Run(): Begin DataStream - Start: 1/1/2009 12:00:00 AM Stop: 1/1/2015 11:59:59 PM 20200605 10:15:21.387 Trace:: Debug: Launching analysis for MovingAverageCrossAlgorithm with LEAN Engine v2.4.0.0 Thread started: WeightedWorkManager #12 20200605 10:15:21.499 Trace:: Config.GetValue(): data-feed-workers-count - Using default value: 4 20200605 10:15:21.499 Trace:: Config.GetValue(): data-feed-max-work-weight - Using default value: 400 20200605 10:15:21.500 Trace:: WeightedWorkScheduler(): will use 4 workers and MaxWorkWeight is 400 Thread started: WeightedWorkThread0 #13 Thread started: WeightedWorkThread1 #14 Thread started: WeightedWorkThread2 #15 Thread started: WeightedWorkThread3 #16 20200605 10:15:21.623 Trace:: Config.GetValue(): show-missing-data-logs - Using default value: False Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/I18N/4.0.0.0__0738eb9f132ed756/I18N.dll [External] Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/I18N.West/4.0.0.0__0738eb9f132ed756/I18N.West.dll [External] 20200605 10:15:22.708 Trace:: UniverseSelection.AddPendingInternalDataFeeds(): Adding internal benchmark data feed SPY,SPY,Hour,TradeBar,Trade,Adjusted 20200605 10:15:23.698 Trace:: Debug: Starting Thread started: <Thread Pool> #17 Thread started: <Thread Pool> #18 20200605 10:15:46.444 Trace:: Synchronizer.GetEnumerator(): Exited thread. 20200605 10:15:46.445 Trace:: AlgorithmManager.Run(): Firing On End Of Algorithm... 20200605 10:15:46.449 Trace:: Engine.Run(): Exiting Algorithm Manager Thread finished: Isolator Thread #2 20200605 10:15:46.631 Trace:: FileSystemDataFeed.Exit(): Start. Setting cancellation token... 20200605 10:15:46.632 Trace:: FileSystemDataFeed.Exit(): Exit Finished. 20200605 10:15:46.632 Trace:: DefaultAlphaHandler.Exit(): Exiting... 20200605 10:15:46.640 Trace:: DefaultAlphaHandler.Exit(): Ended 20200605 10:15:46.641 Trace:: BacktestingResultHandler.Exit(): starting... 20200605 10:15:46.641 Trace:: BacktestingResultHandler.Exit(): Saving logs... 20200605 10:15:46.645 Trace:: StopSafely(): waiting for 'Result Thread' thread to stop... 20200605 10:15:47.499 Trace:: Debug: 0 20200605 10:15:47.499 Trace:: Debug: Algorithm Id:(MovingAverageCrossAlgorithm) completed in 25.40 seconds at 10k data points per second. Processing total of 252,927 data points. 20200605 10:15:47.499 Trace:: Debug: Your log was successfully created and can be retrieved from: /Users/Jamie/Lean/Launcher/bin/Debug/MovingAverageCrossAlgorithm-log.txt 20200605 10:15:47.500 Trace:: BacktestingResultHandler.Run(): Ending Thread... Thread finished: Result Thread #9 20200605 10:15:48.982 Trace:: STATISTICS:: Total Trades 0 STATISTICS:: Average Win 0% STATISTICS:: Average Loss 0% STATISTICS:: Compounding Annual Return 0% STATISTICS:: Drawdown 0% STATISTICS:: Expectancy 0 STATISTICS:: Net Profit 0% STATISTICS:: Sharpe Ratio 0 STATISTICS:: Probabilistic Sharpe Ratio 0% STATISTICS:: Loss Rate 0% STATISTICS:: Win Rate 0% STATISTICS:: Profit-Loss Ratio 0 STATISTICS:: Alpha 0 STATISTICS:: Beta 0 STATISTICS:: Annual Standard Deviation 0 STATISTICS:: Annual Variance 0 STATISTICS:: Information Ratio -1.051 STATISTICS:: Tracking Error 0.181 STATISTICS:: Treynor Ratio 0 STATISTICS:: Total Fees $0.00 STATISTICS:: Fitness Score 0 STATISTICS:: Kelly Criterion Estimate 0 STATISTICS:: Kelly Criterion Probability Value 0 STATISTICS:: Sortino Ratio 79228162514264337593543950335 STATISTICS:: Return Over Maximum Drawdown 79228162514264337593543950335 STATISTICS:: Portfolio Turnover 0 STATISTICS:: Total Insights Generated 0 STATISTICS:: Total Insights Closed 0 STATISTICS:: Total Insights Analysis Completed 0 STATISTICS:: Long Insight Count 0 STATISTICS:: Short Insight Count 0 STATISTICS:: Long/Short Ratio 100% STATISTICS:: Estimated Monthly Alpha Value $0 STATISTICS:: Total Accumulated Estimated Alpha Value $0 STATISTICS:: Mean Population Estimated Insight Value $0 STATISTICS:: Mean Population Direction 0% STATISTICS:: Mean Population Magnitude 0% STATISTICS:: Rolling Averaged Population Direction 0% STATISTICS:: Rolling Averaged Population Magnitude 0% STATISTICS:: OrderListHash -1235634588 20200605 10:15:48.982 Trace:: BacktestingResultHandler.SendAnalysisResult(): Processed final packet 20200605 10:15:48.985 Trace:: Engine.Run(): Disconnecting from brokerage... 20200605 10:15:48.986 Trace:: Engine.Run(): Disposing of setup handler... 20200605 10:15:48.986 Trace:: Engine.Main(): Analysis Completed and Results Posted. Engine.Main(): Analysis Complete. Press any key to continue. 20200605 10:15:48.988 Trace:: Engine.Main(): Packet removed from queue: MovingAverageCrossAlgorithm 20200605 10:15:48.989 Trace:: LeanEngineSystemHandlers.Dispose(): Disposed of system handlers. 20200605 10:15:48.993 Trace:: LeanEngineAlgorithmHandlers.Dispose(): Disposed of algorithm handlers. 20200605 10:15:48.995 Trace:: Program.Main(): Exiting Lean...