Would suggest some more details like function name / line number etc be added in the error messages like "

2017-01-05 15:45:00 Runtime Error: System.NullReferenceException: Object reference not set to an instance of an object
at QuantConnect.Lean.Engine.Engine.Run (QuantConnect.Packets.AlgorithmNodePacket job, System.String assemblyPath) [0x0062b] in <fe4f845f91f54235b620d7e2b0c8b6c8>:0 "


   Debugging is very difficult, even with multiple Debug(""), statements in each function.