hi, I'm new here and excited to find a platform supporting forex backtest. But I'm still not able to figure out how to implement backtest here. Now I'm using R to do algo trading in my own computer and OANDA provides API for it. Now I plan to change R to python and do the backtesting here, but I'm confused how to implement those function which i'm currently using in R. For example, there is a 'getTrades' function of Oanda API and kinds of detail information(size, profit, distance, etc.) of each open order can be obtained by this. So I just wonder how to implement the similar function when I back test in Quantconnect. Is there any relevant help document? Thanks!