Add missing usings (#395)

QuantConnect · Jan 10, 2024 · da77598 · da77598
1 parent 609c22e
commit da77598
Showing 1 changed file with 28 additions and 0 deletions.
diff --git a/lean/commands/create_project.py b/lean/commands/create_project.py
@@ -125,36 +125,50 @@ def Add(a: int, b: int):
     using QuantConnect.Algorithm.Framework.Selection;
     using QuantConnect.Algorithm.Framework.Alphas;
     using QuantConnect.Algorithm.Framework.Portfolio;
+    using QuantConnect.Algorithm.Framework.Portfolio.SignalExports;
     using QuantConnect.Algorithm.Framework.Execution;
     using QuantConnect.Algorithm.Framework.Risk;
+    using QuantConnect.Api;
     using QuantConnect.Parameters;
     using QuantConnect.Benchmarks;
     using QuantConnect.Brokerages;
+    using QuantConnect.Configuration;
     using QuantConnect.Util;
     using QuantConnect.Interfaces;
     using QuantConnect.Algorithm;
     using QuantConnect.Indicators;
     using QuantConnect.Data;
+    using QuantConnect.Data.Auxiliary;
     using QuantConnect.Data.Consolidators;
     using QuantConnect.Data.Custom;
+    using QuantConnect.Data.Custom.IconicTypes;
     using QuantConnect.DataSource;
     using QuantConnect.Data.Fundamental;
     using QuantConnect.Data.Market;
+    using QuantConnect.Data.Shortable;
     using QuantConnect.Data.UniverseSelection;
     using QuantConnect.Notifications;
     using QuantConnect.Orders;
     using QuantConnect.Orders.Fees;
     using QuantConnect.Orders.Fills;
+    using QuantConnect.Orders.OptionExercise;
     using QuantConnect.Orders.Slippage;
+    using QuantConnect.Orders.TimeInForces;
+    using QuantConnect.Python;
+    using QuantConnect.Research;
     using QuantConnect.Scheduling;
     using QuantConnect.Securities;
     using QuantConnect.Securities.Equity;
     using QuantConnect.Securities.Future;
     using QuantConnect.Securities.Option;
+    using QuantConnect.Securities.Positions;
     using QuantConnect.Securities.Forex;
     using QuantConnect.Securities.Crypto;
+    using QuantConnect.Securities.CryptoFuture;
     using QuantConnect.Securities.Interfaces;
+    using QuantConnect.Securities.Volatility;
     using QuantConnect.Storage;
+    using QuantConnect.Statistics;
     using QuantConnect.Data.Custom.AlphaStreams;
     using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
     using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
@@ -203,36 +217,50 @@ def Add(a: int, b: int):
     using QuantConnect.Algorithm.Framework.Selection;
     using QuantConnect.Algorithm.Framework.Alphas;
     using QuantConnect.Algorithm.Framework.Portfolio;
+    using QuantConnect.Algorithm.Framework.Portfolio.SignalExports;
     using QuantConnect.Algorithm.Framework.Execution;
     using QuantConnect.Algorithm.Framework.Risk;
+    using QuantConnect.Api;
     using QuantConnect.Parameters;
     using QuantConnect.Benchmarks;
     using QuantConnect.Brokerages;
+    using QuantConnect.Configuration;
     using QuantConnect.Util;
     using QuantConnect.Interfaces;
     using QuantConnect.Algorithm;
     using QuantConnect.Indicators;
     using QuantConnect.Data;
+    using QuantConnect.Data.Auxiliary;
     using QuantConnect.Data.Consolidators;
     using QuantConnect.Data.Custom;
+    using QuantConnect.Data.Custom.IconicTypes;
     using QuantConnect.DataSource;
     using QuantConnect.Data.Fundamental;
     using QuantConnect.Data.Market;
+    using QuantConnect.Data.Shortable;
     using QuantConnect.Data.UniverseSelection;
     using QuantConnect.Notifications;
     using QuantConnect.Orders;
     using QuantConnect.Orders.Fees;
     using QuantConnect.Orders.Fills;
+    using QuantConnect.Orders.OptionExercise;
     using QuantConnect.Orders.Slippage;
+    using QuantConnect.Orders.TimeInForces;
+    using QuantConnect.Python;
+    using QuantConnect.Research;
     using QuantConnect.Scheduling;
     using QuantConnect.Securities;
     using QuantConnect.Securities.Equity;
     using QuantConnect.Securities.Future;
     using QuantConnect.Securities.Option;
+    using QuantConnect.Securities.Positions;
     using QuantConnect.Securities.Forex;
     using QuantConnect.Securities.Crypto;
+    using QuantConnect.Securities.CryptoFuture;
     using QuantConnect.Securities.Interfaces;
+    using QuantConnect.Securities.Volatility;
     using QuantConnect.Storage;
+    using QuantConnect.Statistics;
     using QuantConnect.Data.Custom.AlphaStreams;
     using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
     using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;