To Whom It May Concern,First, let me thank you for any support you can provide me.  I have been reviewing your documentation and example algorithms for the last couple of weeks and I am struggling to get started with my project.  I have developed an algorithm in MATLAB and am in the process of converting it to Python so that I can utilize your system.  If you refer to my project, you will see most of my code converted from MATLAB to Python.  My question is, where in the framework would my code reside should I convert it?  I am struggling to fully understand how data flows through LEAN.  Really, all I need is an example program which utilizes multiple securities and references historical data to make decisions.  I know that sounds easy, but I cannot find any good examples anywhere.  Again, thank you for any assistance you might provide!