From da77598dbb46e752e7567e2ec86311e1c131bd50 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Ricardo=20Andr=C3=A9s=20Marino=20Rojas?=
 <47573394+Marinovsky@users.noreply.github.com>
Date: Tue, 9 Jan 2024 19:16:43 -0500
Subject: [PATCH] Add missing usings (#395)

---
 lean/commands/create_project.py | 28 ++++++++++++++++++++++++++++
 1 file changed, 28 insertions(+)

diff --git a/lean/commands/create_project.py b/lean/commands/create_project.py
index 4212459b..3642ebce 100644
--- 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;