Hi,

I noticed that in Launcher/config.json

// algorithm class selector

"algorithm-type-name":

One can only specify 1 algorithm for Lean to run.

I find this discussion:

https://www.quantconnect.com/forum/discussion/3303/how-to-use-rollingwindow-on-multiple-equities-and-indicators/p1 

and Algorithm.CSharp/MultipleSymbolConsolidationAlgorithm.cs

My question is can the Lean engine fully take advantage the hardware multi CPU/core, and run either (multi?-)algorithm (or multi-symbols) on multiple threads (on different cpu/cores)? if yes, any instruction / example on how to do it?

Thanks.!

 

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