I am new to QuantConnect. While learning using examples from Quantconnect.Algorithm.CSharp, I encounter a build error on any algorithm that uses IRegressionAlgorithmDefinition. For example,

Build Error: File: LimitFillReqressionAlgorithm.cs Line:30 Column:61 - The type or namespace name 'IRegressionAlgorithmDefinition' could not be found (are you missing a using directive or an assembly reference?

I don't get this error in VS though.

Any help is appreciated. Thanks,