Im trying to string together basic core modules in order to achieve having a coarse universe able to scan during premarket and regular market hours. For alpha creation, I'm basing signals off ema crossovers, which I can make into a ribbon later. For execution Im trying to use vwap seeking execution model, Although I do not currently have any risk management, I was going to try and have a trailing stop loss based off price. Im using this combination because a stripped down alpha creation when backtesting with manual equity selection I was able to have a compounding annual return over 1000% which from my research having premarket scanning and trading will greatly improve this. Im currently stuck with this error code and cannot find a solution so any help with the code to fix this would be fantastic!


Error : 

Algorithm.Initialize() Error: Loader.TryCreatePythonAlgorithm(): Unable to import python module ./cache/algorithm/main.pyc. AlgorithmPythonWrapper(): Please ensure that one class inherits from QCAlgorithm or QCAlgorithmFramework. Try re-building algorithm. Stack Trace: at QuantConnect.Lean.Engine.Setup.BacktestingSetupHandler.CreateAlgorithmInstance (QuantConnect.Packets.AlgorithmNodePacket algorithmNodePacket, System.String assemblyPath) [0x00061] in <2caed54565be465db25fe6e7c00ef877>:0
at QuantConnect.Lean.Engine.Engine.Run (QuantConnect.Packets.AlgorithmNodePacket job, QuantConnect.Lean.Engine.AlgorithmManager manager, System.String assemblyPath) [0x000e9] in <2caed54565be465db25fe6e7c00ef877>:0 (Open Stacktrace)