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Using python offline (macOS)

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...

 

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Hi James Maslek ,

You have successfully installed Lean with Python support in your macOS!

I ran the C# version of MovingAverageCrossAlgorithm with my local Windows installation of Lean and got the same results. There are no trades because Lean doesn't come with the data required for this particular algorithm: minute-resolution data for SPY from 2015 to 2019. 

Algorithm.PythonTools project doesn't load because Visual Studio for macOS doesn't support Python Tools for Visual Studio. It's not an issue at all since we can open the scripts for edition through the Algorithm.Python project.

 

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Okay awesome!   So would I just have to download the relevent data into the data?

' It's not an issue at all since we can open the scripts for edition through the Algorithm.Python project.'

So can I (for example) run a backtest with this MovingAverageCrossAlgorithm locally?

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Update Backtest





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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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