I'm new to QuantConnect. Very impressed so far.

I'm trying to backtest an external system I wrote that produces buy/short signals on stocks using QC's python environment. I am simply reading in a csv formatted blob of text into a dictionary and executing trades based on that. In order to determine the volume of the trade, however, I want to get the current price info so that I can make a better order with limits and calculate how many shares to buy.

In the attached code, `self.Identity(symbol).Current.Value` always returns 0.0. How can I get the price info? Preferrably something like hi/lo or bid/ask values.

Another question: How do I configure the trade fee?

Also, many of the trades come back as Invalid with no explanation. I assume that some of these are due to the fact that hedging is not supported, but not all the invalid trades are hedges. How can I get more details on the Invalid status?

To get this far I've had to explore the Lean source, but it's slow going as I learn the structure.