Here is the debug msg:

2018-10-29T17:55:59.5097221Z Error Algorithm.Initialize() Error: During the algorithm initialization, the following exception has occurred: Loader.TryCreatePythonAlgorithm(): Unable to import python module ../../../Algorithm.Python/BasicTemplateFrameworkAlgorithm.py. Unable to load DLL 'python3.6m': The specified module could not be found. (Exception from HRESULT: 0x8007007E) Stack Trace: QuantConnect.Lean.Engine.Setup.AlgorithmSetupException: During the algorithm initialization, the following exception has occurred: Loader.TryCreatePythonAlgorithm(): Unable to import python module ../../../Algorithm.Python/BasicTemplateFrameworkAlgorithm.py. Unable to load DLL 'python3.6m': The specified module could not be found. (Exception from HRESULT: 0x8007007E)
   at QuantConnect.Lean.Engine.Setup.ConsoleSetupHandler.CreateAlgorithmInstance(AlgorithmNodePacket algorithmNodePacket, String assemblyPath) in C:\QC\Lean-master\Engine\Setup\ConsoleSetupHandler.cs:line 94
   at QuantConnect.Lean.Engine.Engine.Run(AlgorithmNodePacket job, AlgorithmManager manager, String assemblyPath) in C:\QC\Lean-master\Engine\Engine.cs:line 115
 QuantConnect.Lean.Engine.Setup.AlgorithmSetupException: During the algorithm initialization, the following exception has occurred: Loader.TryCreatePythonAlgorithm(): Unable to import python module ../../../Algorithm.Python/BasicTemplateFrameworkAlgorithm.py. Unable to load DLL 'python3.6m': The specified module could not be found. (Exception from HRESULT: 0x8007007E)
   at QuantConnect.Lean.Engine.Setup.ConsoleSetupHandler.CreateAlgorithmInstance(AlgorithmNodePacket algorithmNodePacket, String assemblyPath) in C:\QC\Lean-master\Engine\Setup\ConsoleSetupHandler.cs:line 94
   at QuantConnect.Lean.Engine.Engine.Run(AlgorithmNodePacket job, AlgorithmManager manager, String assemblyPath) in C:\QC\Lean-master\Engine\Engine.cs:line 115

 

However, I do have python 3.6.5 installed on my machine:

An idea what might went wrong?