#### Description #### Related Issue #### Motivation and Context #### Requires Documentation Change #### How Has This Been Tested? #### Types of changes - [ ] Bug fix (non-breaking change which fixes an issue) - [ ] Refactor (non-breaking change which improves implementation) - [ ] Performance (non-breaking change which improves performance. Please add associated performance test and results) - [ ] New feature (non-breaking change which adds functionality) - [ ] Breaking change (fix or feature that would cause existing functionality to change) - [ ] Non-functional change (xml comments/documentation/etc) #### Checklist: - [ ] My code follows the code style of this project. - [ ] I have read the **CONTRIBUTING** [document](https://github.com/QuantConnect/Lean/blob/master/CONTRIBUTING.md). - [ ] I have added tests to cover my changes. - [ ] All new and existing tests passed. - [ ] My branch follows the naming convention `bug--` or `feature--`