Merge branch 'QuantConnect:master' into feature-7135-trailing-stop-limit-order

Author: wtindall1

Algorithm.CSharp/AddFutureContractWithContinuousRegressionAlgorithm.cs

@@ -115,7 +115,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 73;
+        public long DataPoints => 76;
 
         /// <summary>
         /// Data Points count of the algorithm history

Algorithm.CSharp/AddFutureOptionContractDataStreamingRegressionAlgorithm.cs

@@ -164,7 +164,7 @@ public override void OnEndOfAlgorithm()
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 311879;
+        public long DataPoints => 311881;
 
         /// <summary>
         /// Data Points count of the algorithm history

Algorithm.CSharp/AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs

@@ -93,7 +93,7 @@ public override void OnData(Slice slice)
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 12169;
+        public long DataPoints => 12172;
 
         /// <summary>
         /// Data Points count of the algorithm history

Algorithm.CSharp/AddFutureOptionSingleOptionChainSelectedInUniverseFilterRegressionAlgorithm.cs

@@ -220,7 +220,7 @@ public override void OnEndOfAlgorithm()
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 608377;
+        public long DataPoints => 608380;
 
         /// <summary>
         /// Data Points count of the algorithm history

Algorithm.CSharp/AddOptionContractFromUniverseRegressionAlgorithm.cs

@@ -117,7 +117,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
                                                       && optionContract.ID.OptionStyle == OptionStyle.American);
                 AddOptionContract(option);
 
-                foreach (var symbol in new[] { option.Symbol, option.Underlying.Symbol })
+                foreach (var symbol in new[] { option.Symbol, option.UnderlyingSymbol })
                 {
                     var config = SubscriptionManager.SubscriptionDataConfigService.GetSubscriptionDataConfigs(symbol).ToList();
 

Algorithm.CSharp/BasicTemplateContinuousFutureAlgorithm.cs

@@ -118,7 +118,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 713369;
+        public long DataPoints => 713371;
 
         /// <summary>
         /// Data Points count of the algorithm history

Algorithm.CSharp/BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs

@@ -123,7 +123,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 2217299;
+        public long DataPoints => 2217326;
 
         /// <summary>
         /// Data Points count of the algorithm history

Algorithm.CSharp/BasicTemplateFutureRolloverAlgorithm.cs

@@ -176,7 +176,7 @@ public void Dispose()
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 1190;
+        public long DataPoints => 1199;
 
         /// <summary>
         /// Data Points count of the algorithm history

Algorithm.CSharp/BasicTemplateFuturesDailyAlgorithm.cs

@@ -117,7 +117,7 @@ select futuresContract
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public virtual long DataPoints => 12452;
+        public virtual long DataPoints => 12453;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -134,33 +134,33 @@ select futuresContract
         /// </summary>
         public virtual Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
         {
-            {"Total Orders", "32"},
+            {"Total Orders", "34"},
             {"Average Win", "0.33%"},
             {"Average Loss", "-0.04%"},
-            {"Compounding Annual Return", "0.110%"},
+            {"Compounding Annual Return", "0.106%"},
             {"Drawdown", "0.300%"},
-            {"Expectancy", "0.184"},
+            {"Expectancy", "0.178"},
             {"Start Equity", "1000000"},
-            {"End Equity", "1001108"},
-            {"Net Profit", "0.111%"},
-            {"Sharpe Ratio", "-1.688"},
-            {"Sortino Ratio", "-0.772"},
-            {"Probabilistic Sharpe Ratio", "14.944%"},
+            {"End Equity", "1001066.2"},
+            {"Net Profit", "0.107%"},
+            {"Sharpe Ratio", "-1.695"},
+            {"Sortino Ratio", "-0.804"},
+            {"Probabilistic Sharpe Ratio", "14.797%"},
             {"Loss Rate", "88%"},
             {"Win Rate", "12%"},
-            {"Profit-Loss Ratio", "8.47"},
+            {"Profit-Loss Ratio", "9.01"},
             {"Alpha", "-0.007"},
             {"Beta", "0.002"},
             {"Annual Standard Deviation", "0.004"},
             {"Annual Variance", "0"},
             {"Information Ratio", "-1.353"},
             {"Tracking Error", "0.089"},
-            {"Treynor Ratio", "-4.099"},
-            {"Total Fees", "$72.00"},
+            {"Treynor Ratio", "-4.112"},
+            {"Total Fees", "$76.30"},
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "ES VRJST036ZY0X"},
-            {"Portfolio Turnover", "0.87%"},
-            {"OrderListHash", "168731c8f3a19f230cc1410818b3b573"}
+            {"Portfolio Turnover", "0.92%"},
+            {"OrderListHash", "7afa589d648c3f24253cd59156a2014e"}
         };
     }
 }

Algorithm.CSharp/BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs

@@ -41,7 +41,7 @@ public class BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm : BasicTem
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 163415;
+        public override long DataPoints => 163416;
 
         /// <summary>
         /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm