Extend C# API SDK to Return Insights for Deployment

[Doggie52]

Expected Behavior

API SDK provides generated insights of the algorithm, either as part of the ReadLiveAlgorithm function or in a separate function.

Actual Behavior

API SDK doesn't offer this functionality currently.

Insights are served by the web API. https://www.quantconnect.com/docs/v2/cloud-platform/api-reference/live-management/read-live-algorithm/live-algorithm-statistics

Background

Outputting the current generated insights is useful when restarting the algorithm and resetting it to its previous state.

Checklist

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• [x] I have confirmed that this issue exists on the current master branch
• [x] I have confirmed that this is not a duplicate issue by searching issues

[Doggie52]

One can imagine a situation where the algorithm calls the API on a restart and populates/"warms up" its insights with the ones it had before.

[jaredbroad]

Waiting on YAML https://github.com/QuantConnect/Documentation/issues/1141

[AlexCatarino]

The YAML was updated by https://github.com/QuantConnect/Documentation/commit/808853fb581b052e663878f0fe7b6d31dce63028. See results on Read Live Algorithms > Insights.

[Martin-Molinero]

This has been implemented and documented see https://www.quantconnect.com/docs/v2/cloud-platform/api-reference

[Martin-Molinero]

Re opening because we are missing backtests/insights/read endpoint in the C# API client & in the documentation @Marinovsky