I have gone through the installation guide.  I made a virtualenv in conda with python=3.6.8.  In my Python.Runtime.dll.config I added the path to the python 3.6m dylib.  Everything seems to be running fine with the BasicTemplateAlgorithm.  I am trying to just run the predefined .py file 

"algorithm-type-name": "MovingAverageCrossAlgorithm",
"algorithm-language": "Python",
"algorithm-location": "../../../Algorithm.Python/MovingAverageCrossAlgorithm.py",

When I run this, there are no trades, which seems strange, given that I run over the default 6 years.  One thing I notice is that my PythonTools failed to load into the solution: 105868_1591366844.jpg

So I am not sure if that is an issue.  My full application output is below, but there are no errors (just a lot of Config.get default values).

 

Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Lean.Launcher.exe
Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.ComponentModel.Composition/4.0.0.0__b77a5c561934e089/System.ComponentModel.Composition.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Lean.Engine.dll
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Common.dll
Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System/4.0.0.0__b77a5c561934e089/System.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Configuration.dll
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/Newtonsoft.Json.dll [External]
Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Core/4.0.0.0__b77a5c561934e089/System.Core.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Logging.dll
Thread started: Isolator Thread #2
Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Numerics/4.0.0.0__b77a5c561934e089/System.Numerics.dll [External]
Thread started: <Thread Pool> #3
Thread started: <Thread Pool> #4
Thread started: <Thread Pool> #5
Thread started: <Thread Pool> #6
20200605 10:15:11.427 Trace:: Config.GetValue(): debug-mode - Using default value: False
20200605 10:15:11.585 Trace:: Config.Get(): Configuration key not found. Key: results-destination-folder - Using default value:
20200605 10:15:11.586 Trace:: Config.Get(): Configuration key not found. Key: plugin-directory - Using default value:
20200605 10:15:11.591 Trace:: Config.Get(): Configuration key not found. Key: composer-dll-directory - Using default value: /Users/Jamie/Lean/Launcher/bin/Debug/
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/CoinAPI.WebSocket.V1.dll [External]
Thread started: <Thread Pool> #7
Thread started: <Thread Pool> #8
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Naming.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/RDotNet.NativeLibrary.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/Accord.Math.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Queues.dll
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/Utf8Json.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Messaging.dll
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/netstandard.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Compression.dll
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/DynamicInterop.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.SwingAWT.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/websocket-sharp.dll [External]
20200605 10:15:11.698 Trace:: Python for .NET Assembly: Python.Runtime, Version=1.0.5.30, Culture=neutral, PublicKeyToken=null
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/Python.Runtime.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Cldrdata.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.XML.Crypto.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QLNet.dll [External]
Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Net.Http/4.0.0.0__b03f5f7f11d50a3a/System.Net.Http.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Fxcm.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/Accord.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Core.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.XML.API.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Remoting.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Algorithm.dll
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Management.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/SuperSocket.ClientEngine.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Security.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/Accord.Math.Core.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Beans.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Text.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.Runtime.JNI.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Util.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/AsyncIO.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Jdbc.dll [External]
Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.IO.Compression/4.0.0.0__b77a5c561934e089/System.IO.Compression.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/NodaTime.dll [External]
Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Drawing/4.0.0.0__b03f5f7f11d50a3a/System.Drawing.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Indicators.dll
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Algorithm.CSharp.dll
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Algorithm.Framework.dll
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Tools.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Research.dll
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Api.dll
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.AWT.WinForms.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.AlgorithmFactory.dll
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.XML.Bind.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.Brokerages.dll
Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.ComponentModel.DataAnnotations/4.0.0.0__31bf3856ad364e35/System.ComponentModel.DataAnnotations.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/NLog.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/SocketIoClientDotNet.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/System.Threading.Tasks.Extensions.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/CSharpAPI.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/Microsoft.Extensions.CommandLineUtils.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/Accord.MachineLearning.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.XML.Parse.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/NetMQ.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/ICSharpCode.SharpZipLib.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/Accord.Statistics.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Misc.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/WebSocket4Net.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/MathNet.Numerics.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.Runtime.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.XML.Transform.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.XML.WebServices.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Nashorn.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/EngineIoClientDotNet.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/System.ValueTuple.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Localedata.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/Accord.Fuzzy.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/SevenZipSharp.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/RestSharp.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/DotNetZip.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/Fasterflect.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/RDotNet.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/System.Collections.Immutable.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.XML.XPath.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/CloneExtensions.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Media.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Corba.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/IKVM.OpenJDK.Charsets.dll [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.ToolBox.exe
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/nPython.exe [External]
Loaded assembly: /Users/Jamie/Lean/Launcher/bin/Debug/QuantConnect.IBAutomater.exe [External]
20200605 10:15:11.856 Trace:: Python for .NET Assembly: nPython, Version=1.0.5.30, Culture=neutral, PublicKeyToken=null
Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Runtime.Caching/4.0.0.0__b03f5f7f11d50a3a/System.Runtime.Caching.dll [External]
20200605 10:15:11.958 Trace:: Config.Get(): Configuration key not found. Key: data-directory - Using default value: ../../../Data/
20200605 10:15:11.969 Trace:: Config.Get(): Configuration key not found. Key: version-id - Using default value:
20200605 10:15:11.969 Trace:: Config.Get(): Configuration key not found. Key: cache-location - Using default value: ../../../Data/
20200605 10:15:11.969 Trace:: Engine.Main(): LEAN ALGORITHMIC TRADING ENGINE v2.4.0.0 Mode: DEBUG (64bit)
20200605 10:15:11.973 Trace:: Engine.Main(): Started 10:15 AM
20200605 10:15:11.983 Trace:: Config.GetValue(): job-project-id - Using default value: 0
20200605 10:15:11.992 Trace:: Config.GetValue(): regression-update-statistics - Using default value: False
20200605 10:15:11.993 Trace:: Config.Get(): Configuration key not found. Key: lean-manager-type - Using default value: LocalLeanManager
20200605 10:15:12.001 Trace:: Config.Get(): Configuration key not found. Key: cloud-api-url - Using default value: https://www.quantconnect.com/api/v2/
Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Data/4.0.0.0__b77a5c561934e089/System.Data.dll [External]
Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Xml/4.0.0.0__b77a5c561934e089/System.Xml.dll [External]
20200605 10:15:12.120 Trace:: JobQueue.NextJob(): Selected ../../../Algorithm.Python/MovingAverageCrossAlgorithm.py
Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Runtime.Serialization/4.0.0.0__b77a5c561934e089/System.Runtime.Serialization.dll [External]
20200605 10:15:12.380 Trace:: Config.GetValue(): scheduled-event-leaky-bucket-capacity - Using default value: 120
20200605 10:15:12.381 Trace:: Config.GetValue(): scheduled-event-leaky-bucket-refill-amount - Using default value: 18
20200605 10:15:12.381 Trace:: Config.GetValue(): scheduled-event-leaky-bucket-time-interval-minutes - Using default value: 1440
20200605 10:15:12.391 Trace:: Config.Get(): Configuration key not found. Key: algorithm-id - Using default value: MovingAverageCrossAlgorithm
20200605 10:15:12.393 Trace:: Config.GetValue(): scheduled-event-leaky-bucket-capacity - Using default value: 120
20200605 10:15:12.393 Trace:: Config.GetValue(): scheduled-event-leaky-bucket-refill-amount - Using default value: 18
20200605 10:15:12.393 Trace:: Config.GetValue(): scheduled-event-leaky-bucket-time-interval-minutes - Using default value: 1440
20200605 10:15:12.399 Trace:: Config.Get(): Configuration key not found. Key: results-destination-folder - Using default value: /Users/Jamie/Lean/Launcher/bin/Debug
20200605 10:15:12.433 Trace:: Config.GetValue(): ignore-version-checks - Using default value: False
20200605 10:15:12.438 Trace:: AlgorithmManager.CreateTokenBucket(): Initializing LeakyBucket: Capacity: 120 RefillAmount: 18 TimeInterval: 1440
20200605 10:15:12.446 Trace:: Config.GetValue(): algorithm-manager-time-loop-maximum - Using default value: 20
Thread started: Result Thread #9
Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Configuration/4.0.0.0__b03f5f7f11d50a3a/System.Configuration.dll [External]
20200605 10:15:13.723 Trace:: PythonInitializer.Initialize(): start...
Loaded assembly: __CodeGenerator_Assembly [External]
PythonEngine.Initialize(): Runtime.Initialize()...
Runtime.Initialize(): Py_Initialize...
Runtime.Initialize(): PyEval_InitThreads...
Runtime.Initialize(): Initialize types...
Loaded assembly: e__NativeCall_Assembly [External]
Runtime.Initialize(): Initialize types end.
Runtime.Initialize(): AssemblyManager.Initialize()...
Thread started: <Thread Pool> #10
Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/Mono.Security/4.0.0.0__0738eb9f132ed756/Mono.Security.dll [External]
Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Windows.Forms/4.0.0.0__b77a5c561934e089/System.Windows.Forms.dll [External]
Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/Accessibility/4.0.0.0__b03f5f7f11d50a3a/Accessibility.dll [External]
Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.ServiceModel/4.0.0.0__b77a5c561934e089/System.ServiceModel.dll [External]
Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.IdentityModel/4.0.0.0__b77a5c561934e089/System.IdentityModel.dll [External]
Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Web/4.0.0.0__b03f5f7f11d50a3a/System.Web.dll [External]
Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Security/4.0.0.0__b03f5f7f11d50a3a/System.Security.dll [External]
Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Web.ApplicationServices/4.0.0.0__31bf3856ad364e35/System.Web.ApplicationServices.dll [External]
Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Transactions/4.0.0.0__b77a5c561934e089/System.Transactions.dll [External]
Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.ServiceModel.Internals/0.0.0.0__b77a5c561934e089/System.ServiceModel.Internals.dll [External]
Runtime.Initialize(): AssemblyManager.UpdatePath()...
PythonEngine.Initialize(): register atexit callback...
PythonEngine.Initialize(): GetCLRModule()...
PythonEngine.Initialize(): clr GetManifestResourceStream...
20200605 10:15:16.755 Trace:: PythonInitializer.Initialize(): ended
Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/Microsoft.CSharp/4.0.0.0__b03f5f7f11d50a3a/Microsoft.CSharp.dll [External]
20200605 10:15:16.766 Trace:: AlgorithmPythonWrapper(): Python version 3.6.8 |Anaconda, Inc.| (default, Dec 29 2018, 19:07:09)
[GCC 4.2.1 Compatible Clang 4.0.1 (tags/RELEASE_401/final)]: Importing python module MovingAverageCrossAlgorithm
Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/4.5/System.Memory.dll [External]
Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/System.Xml.Linq/4.0.0.0__b77a5c561934e089/System.Xml.Linq.dll [External]
20200605 10:15:18.299 Trace:: AlgorithmPythonWrapper(): Creating IAlgorithm instance.
Loaded assembly: Anonymously Hosted DynamicMethods Assembly [External]
20200605 10:15:20.450 Trace:: Config.GetValue(): mute-python-library-logging - Using default value: True
Thread started: #11
20200605 10:15:20.560 Trace:: Config.Get(): Configuration key not found. Key: results-destination-folder - Using default value: /Users/Jamie/Lean/Launcher/bin/Debug
20200605 10:15:20.567 Trace:: Config.Get(): Configuration key not found. Key: object-store-root - Using default value: ./storage
20200605 10:15:20.570 Trace:: LocalObjectStore.Initialize(): Storage Root: /Users/Jamie/Lean/Launcher/bin/Debug/storage/QCAlgorithm
20200605 10:15:20.648 Trace:: Config.Get(): Configuration key not found. Key: security-data-feeds - Using default value:
20200605 10:15:21.194 Trace:: BaseSetupHandler.SetupCurrencyConversions():
Symbol Quantity Conversion = Value in USD
USD: $ 100000.00 @ 1.00 = $100000.0
-------------------------------------------------
CashBook Total Value: $100000.0

20200605 10:15:21.205 Trace:: BacktestingResultHandler(): Sample Period Set: 789.12
20200605 10:15:21.209 Trace:: Time.TradeableDates(): Security Count: 1
20200605 10:15:21.218 Trace:: Config.GetValue(): forward-console-messages - Using default value: True
20200605 10:15:21.225 Trace:: JOB HANDLERS:
20200605 10:15:21.225 Trace:: DataFeed: QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed
20200605 10:15:21.225 Trace:: Setup: QuantConnect.Lean.Engine.Setup.ConsoleSetupHandler
20200605 10:15:21.225 Trace:: RealTime: QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler
20200605 10:15:21.226 Trace:: Results: QuantConnect.Lean.Engine.Results.BacktestingResultHandler
20200605 10:15:21.226 Trace:: Transactions: QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler
20200605 10:15:21.226 Trace:: Alpha: QuantConnect.Lean.Engine.Alphas.DefaultAlphaHandler
20200605 10:15:21.226 Trace:: ObjectStore: QuantConnect.Lean.Engine.Storage.LocalObjectStore
20200605 10:15:21.226 Trace:: History Provider: QuantConnect.Lean.Engine.HistoricalData.SubscriptionDataReaderHistoryProvider
20200605 10:15:21.369 Trace:: AlgorithmManager.Run(): Begin DataStream - Start: 1/1/2009 12:00:00 AM Stop: 1/1/2015 11:59:59 PM
20200605 10:15:21.387 Trace:: Debug: Launching analysis for MovingAverageCrossAlgorithm with LEAN Engine v2.4.0.0
Thread started: WeightedWorkManager #12
20200605 10:15:21.499 Trace:: Config.GetValue(): data-feed-workers-count - Using default value: 4
20200605 10:15:21.499 Trace:: Config.GetValue(): data-feed-max-work-weight - Using default value: 400
20200605 10:15:21.500 Trace:: WeightedWorkScheduler(): will use 4 workers and MaxWorkWeight is 400
Thread started: WeightedWorkThread0 #13
Thread started: WeightedWorkThread1 #14
Thread started: WeightedWorkThread2 #15
Thread started: WeightedWorkThread3 #16
20200605 10:15:21.623 Trace:: Config.GetValue(): show-missing-data-logs - Using default value: False
Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/I18N/4.0.0.0__0738eb9f132ed756/I18N.dll [External]
Loaded assembly: /Library/Frameworks/Mono.framework/Versions/6.10.0/lib/mono/gac/I18N.West/4.0.0.0__0738eb9f132ed756/I18N.West.dll [External]
20200605 10:15:22.708 Trace:: UniverseSelection.AddPendingInternalDataFeeds(): Adding internal benchmark data feed SPY,SPY,Hour,TradeBar,Trade,Adjusted
20200605 10:15:23.698 Trace:: Debug: Starting
Thread started: <Thread Pool> #17
Thread started: <Thread Pool> #18
20200605 10:15:46.444 Trace:: Synchronizer.GetEnumerator(): Exited thread.
20200605 10:15:46.445 Trace:: AlgorithmManager.Run(): Firing On End Of Algorithm...
20200605 10:15:46.449 Trace:: Engine.Run(): Exiting Algorithm Manager
Thread finished: Isolator Thread #2
20200605 10:15:46.631 Trace:: FileSystemDataFeed.Exit(): Start. Setting cancellation token...
20200605 10:15:46.632 Trace:: FileSystemDataFeed.Exit(): Exit Finished.
20200605 10:15:46.632 Trace:: DefaultAlphaHandler.Exit(): Exiting...
20200605 10:15:46.640 Trace:: DefaultAlphaHandler.Exit(): Ended
20200605 10:15:46.641 Trace:: BacktestingResultHandler.Exit(): starting...
20200605 10:15:46.641 Trace:: BacktestingResultHandler.Exit(): Saving logs...
20200605 10:15:46.645 Trace:: StopSafely(): waiting for 'Result Thread' thread to stop...
20200605 10:15:47.499 Trace:: Debug: 0
20200605 10:15:47.499 Trace:: Debug: Algorithm Id:(MovingAverageCrossAlgorithm) completed in 25.40 seconds at 10k data points per second. Processing total of 252,927 data points.
20200605 10:15:47.499 Trace:: Debug: Your log was successfully created and can be retrieved from: /Users/Jamie/Lean/Launcher/bin/Debug/MovingAverageCrossAlgorithm-log.txt
20200605 10:15:47.500 Trace:: BacktestingResultHandler.Run(): Ending Thread...
Thread finished: Result Thread #9
20200605 10:15:48.982 Trace::
STATISTICS:: Total Trades 0
STATISTICS:: Average Win 0%
STATISTICS:: Average Loss 0%
STATISTICS:: Compounding Annual Return 0%
STATISTICS:: Drawdown 0%
STATISTICS:: Expectancy 0
STATISTICS:: Net Profit 0%
STATISTICS:: Sharpe Ratio 0
STATISTICS:: Probabilistic Sharpe Ratio 0%
STATISTICS:: Loss Rate 0%
STATISTICS:: Win Rate 0%
STATISTICS:: Profit-Loss Ratio 0
STATISTICS:: Alpha 0
STATISTICS:: Beta 0
STATISTICS:: Annual Standard Deviation 0
STATISTICS:: Annual Variance 0
STATISTICS:: Information Ratio -1.051
STATISTICS:: Tracking Error 0.181
STATISTICS:: Treynor Ratio 0
STATISTICS:: Total Fees $0.00
STATISTICS:: Fitness Score 0
STATISTICS:: Kelly Criterion Estimate 0
STATISTICS:: Kelly Criterion Probability Value 0
STATISTICS:: Sortino Ratio 79228162514264337593543950335
STATISTICS:: Return Over Maximum Drawdown 79228162514264337593543950335
STATISTICS:: Portfolio Turnover 0
STATISTICS:: Total Insights Generated 0
STATISTICS:: Total Insights Closed 0
STATISTICS:: Total Insights Analysis Completed 0
STATISTICS:: Long Insight Count 0
STATISTICS:: Short Insight Count 0
STATISTICS:: Long/Short Ratio 100%
STATISTICS:: Estimated Monthly Alpha Value $0
STATISTICS:: Total Accumulated Estimated Alpha Value $0
STATISTICS:: Mean Population Estimated Insight Value $0
STATISTICS:: Mean Population Direction 0%
STATISTICS:: Mean Population Magnitude 0%
STATISTICS:: Rolling Averaged Population Direction 0%
STATISTICS:: Rolling Averaged Population Magnitude 0%
STATISTICS:: OrderListHash -1235634588
20200605 10:15:48.982 Trace:: BacktestingResultHandler.SendAnalysisResult(): Processed final packet
20200605 10:15:48.985 Trace:: Engine.Run(): Disconnecting from brokerage...
20200605 10:15:48.986 Trace:: Engine.Run(): Disposing of setup handler...
20200605 10:15:48.986 Trace:: Engine.Main(): Analysis Completed and Results Posted.
Engine.Main(): Analysis Complete. Press any key to continue.
20200605 10:15:48.988 Trace:: Engine.Main(): Packet removed from queue: MovingAverageCrossAlgorithm
20200605 10:15:48.989 Trace:: LeanEngineSystemHandlers.Dispose(): Disposed of system handlers.
20200605 10:15:48.993 Trace:: LeanEngineAlgorithmHandlers.Dispose(): Disposed of algorithm handlers.
20200605 10:15:48.995 Trace:: Program.Main(): Exiting Lean...