Derek Melchin

`LiveAlgorithmSettings.cs` is missing brokerages

1

#### Expected Behavior We can deploy live algorithm via the QC API for every supported brokerage in cloud. #### Actual Behavior [LiveAlgorithmSettings.cs](https://github.com/QuantConnect/Lean/blob/master/Common/Api/LiveAlgorithmSettings.cs) only has definitions for 6 of the supported...

#### Expected Behavior We have example C# algorithms that use the [new Microsoft.Data.Analysis library](https://github.com/QuantConnect/Lean/issues/5993#issuecomment-1227315344) to wrangle DataFrames #### Actual Behavior We don't have C# example algorithms that demonstrate how to...

#### Expected Behavior We have example algorithms for [TensorFlow.Keras 0.7.0](https://github.com/QuantConnect/Lean/issues/4419#issuecomment-1227311164) and [Microsoft.ML.TensorFlow](https://github.com/QuantConnect/Lean/issues/5053#issuecomment-1227313831). #### Actual Behavior We don't have examples algorithms for these C# libraries #### Potential Solution Add example algorithms....

Add cloud image & python-env support

2

We should be able to pass an option to the `lean cloud backtest` and `lean cloud live` commands. For example: ``` lean cloud backtest [options] --python-venv ```

#### Expected Behavior Lean CLI should be able to access the docker images over a network. #### Actual Behavior Lean CLI only access docker images in computer/server. https://www.quantconnect.com/forum/discussion/14269/using-remote-docker-container/p1

#### Expected Behavior GetFilePath creates the file path if it doesn't exist #### Actual Behavior GetFilePath doesn't create the file path if it doesn't exist #### Potential Solution N/A ####...

#### Expected Behavior FrontMonth selects the front month contracts #### Actual Behavior We get options data if we use `Expiration(0, 30)`  But we get no options data if we...

Daily Closing Price & Indicator Descrepancy When Changing Resolution

5

#### Expected Behavior 1. The daily price of a forex symbol should be the same, regardless of the resolution of data we select. 2. Indicator values should be the same...

OpenInterestFutureUniverseSelectionModel - Failed to get historical open interest

2

#### Expected Behavior OpenInterestFutureUniverseSelectionModel works w/o error #### Actual Behavior ``` self.AddUniverseSelection( OpenInterestFutureUniverseSelectionModel( self, lambda utc_time: [Symbol.Create(Futures.Indices.SP500EMini, SecurityType.Future, Market.CME)] ) ) ``` works in Python https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_be173aeb8eab0ab765cd6c13b5e6ebb8.html But the C# equivalent...

#### Expected Behavior If we set a bunch of universe settings before calling AddOption/AddFuture/AddFutureOption/AddIndexOption, the settings are respected. #### Actual Behavior The settings aren't respected. We need to pass the...