QuantConnect · jhonabreul · Jul 31, 2025 · Jul 28, 2025 · Jul 29, 2025 · Jul 29, 2025
diff --git a/Algorithm.CSharp/QuantConnect.Algorithm.CSharp.csproj b/Algorithm.CSharp/QuantConnect.Algorithm.CSharp.csproj
@@ -32,7 +32,7 @@
     <DebugType>portable</DebugType>
   </PropertyGroup>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.44" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.45" />
     <PackageReference Include="Accord" Version="3.6.0" />
     <PackageReference Include="Accord.Fuzzy" Version="3.6.0" />
     <PackageReference Include="Accord.MachineLearning" Version="3.6.0" />

diff --git a/Algorithm.Framework/Alphas/BasePairsTradingAlphaModel.py b/Algorithm.Framework/Alphas/BasePairsTradingAlphaModel.py
@@ -35,8 +35,7 @@ def __init__(self, lookback = 1,
         self.pairs = dict()
         self.securities = set()
 
-        resolution_string = Extensions.get_enum_string(resolution, Resolution)
-        self.name = f'{self.__class__.__name__}({self.lookback},{resolution_string},{Extensions.normalize_to_str(threshold)})'
+        self.name = f'{self.__class__.__name__}({self.lookback},{resolution},{Extensions.normalize_to_str(threshold)})'
 
 
     def update(self, algorithm, data):

diff --git a/Algorithm.Framework/Alphas/ConstantAlphaModel.py b/Algorithm.Framework/Alphas/ConstantAlphaModel.py
@@ -34,10 +34,7 @@ def __init__(self, type, direction, period, magnitude = None, confidence = None,
         self.securities = []
         self.insights_time_by_symbol = {}
 
-        type_string = Extensions.GetEnumString(type, InsightType)
-        direction_string = Extensions.GetEnumString(direction, InsightDirection)
-
-        self.Name = '{}({},{},{}'.format(self.__class__.__name__, type_string, direction_string, strfdelta(period))
+        self.Name = '{}({},{},{}'.format(self.__class__.__name__, type, direction, strfdelta(period))
         if magnitude is not None:
             self.Name += ',{}'.format(magnitude)
         if confidence is not None:

diff --git a/Algorithm.Framework/Alphas/EmaCrossAlphaModel.py b/Algorithm.Framework/Alphas/EmaCrossAlphaModel.py
@@ -30,8 +30,7 @@ def __init__(self,
         self.prediction_interval = Time.multiply(Extensions.to_time_span(resolution), fast_period)
         self.symbol_data_by_symbol = {}
 
-        resolution_string = Extensions.get_enum_string(resolution, Resolution)
-        self.name = '{}({},{},{})'.format(self.__class__.__name__, fast_period, slow_period, resolution_string)
+        self.name = '{}({},{},{})'.format(self.__class__.__name__, fast_period, slow_period, resolution)
 
 
     def update(self, algorithm, data):

diff --git a/Algorithm.Framework/Alphas/MacdAlphaModel.py b/Algorithm.Framework/Alphas/MacdAlphaModel.py
@@ -40,9 +40,7 @@ def __init__(self,
         self.insightCollection = InsightCollection()
         self.symbolData = {}
 
-        resolutionString = Extensions.GetEnumString(resolution, Resolution)
-        movingAverageTypeString = Extensions.GetEnumString(movingAverageType, MovingAverageType)
-        self.Name = '{}({},{},{},{},{})'.format(self.__class__.__name__, fastPeriod, slowPeriod, signalPeriod, movingAverageTypeString, resolutionString)
+        self.Name = '{}({},{},{},{},{})'.format(self.__class__.__name__, fastPeriod, slowPeriod, signalPeriod, movingAverageType, resolution)
 
 
     def Update(self, algorithm, data):
@@ -99,7 +97,7 @@ def OnSecuritiesChanged(self, algorithm, changes):
             if data is not None:
                 # clean up our consolidator
                 algorithm.SubscriptionManager.RemoveConsolidator(symbol, data.Consolidator)
-                
+
             # remove from insight collection manager
             self.CancelInsights(algorithm, symbol)
 

diff --git a/Algorithm.Framework/Alphas/RsiAlphaModel.py b/Algorithm.Framework/Alphas/RsiAlphaModel.py
@@ -30,8 +30,7 @@ def __init__(self,
         self.insight_period = Time.multiply(Extensions.to_time_span(resolution), period)
         self.symbol_data_by_symbol ={}
 
-        resolution_string = Extensions.get_enum_string(resolution, Resolution)
-        self.name = '{}({},{})'.format(self.__class__.__name__, period, resolution_string)
+        self.name = '{}({},{})'.format(self.__class__.__name__, period, resolution)
 
     def update(self, algorithm, data):
         '''Updates this alpha model with the latest data from the algorithm.

diff --git a/Algorithm.Framework/Portfolio/BlackLittermanOptimizationPortfolioConstructionModel.py b/Algorithm.Framework/Portfolio/BlackLittermanOptimizationPortfolioConstructionModel.py
@@ -70,7 +70,7 @@ def __init__(self,
         # If the argument is an instance of Resolution or Timedelta
         # Redefine rebalancing_func
         rebalancing_func = rebalance
-        if isinstance(rebalance, int):
+        if isinstance(rebalance, Resolution):
             rebalance = Extensions.to_time_span(rebalance)
         if isinstance(rebalance, timedelta):
             rebalancing_func = lambda dt: dt + rebalance

diff --git a/Algorithm.Framework/Portfolio/EqualWeightingPortfolioConstructionModel.py b/Algorithm.Framework/Portfolio/EqualWeightingPortfolioConstructionModel.py
@@ -34,7 +34,7 @@ def __init__(self, rebalance = Resolution.DAILY, portfolio_bias = PortfolioBias.
         # If the argument is an instance of Resolution or Timedelta
         # Redefine rebalancing_func
         rebalancing_func = rebalance
-        if isinstance(rebalance, int):
+        if isinstance(rebalance, Resolution):
             rebalance = Extensions.to_time_span(rebalance)
         if isinstance(rebalance, timedelta):
             rebalancing_func = lambda dt: dt + rebalance

diff --git a/Algorithm.Framework/Portfolio/MeanVarianceOptimizationPortfolioConstructionModel.py b/Algorithm.Framework/Portfolio/MeanVarianceOptimizationPortfolioConstructionModel.py
@@ -55,7 +55,7 @@ def __init__(self,
         # If the argument is an instance of Resolution or Timedelta
         # Redefine rebalancing_func
         rebalancing_func = rebalance
-        if isinstance(rebalance, int):
+        if isinstance(rebalance, Resolution):
             rebalance = Extensions.to_time_span(rebalance)
         if isinstance(rebalance, timedelta):
             rebalancing_func = lambda dt: dt + rebalance

diff --git a/Algorithm.Framework/QuantConnect.Algorithm.Framework.csproj b/Algorithm.Framework/QuantConnect.Algorithm.Framework.csproj
@@ -29,7 +29,7 @@
     <PackageLicenseFile>LICENSE</PackageLicenseFile>
   </PropertyGroup>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.44" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.45" />
     <PackageReference Include="Accord" Version="3.6.0" />
     <PackageReference Include="Accord.Math" Version="3.6.0" />
     <PackageReference Include="Accord.Statistics" Version="3.6.0" />

diff --git a/Algorithm.Python/QuantConnect.Algorithm.Python.csproj b/Algorithm.Python/QuantConnect.Algorithm.Python.csproj
@@ -37,7 +37,7 @@
     <Compile Include="..\Common\Properties\SharedAssemblyInfo.cs" Link="Properties\SharedAssemblyInfo.cs" />
   </ItemGroup>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.44" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.45" />
   </ItemGroup>
   <ItemGroup>
     <Content Include="OptionUniverseFilterGreeksShortcutsRegressionAlgorithm.py" />

diff --git a/Algorithm.Python/UpdateOrderRegressionAlgorithm.py b/Algorithm.Python/UpdateOrderRegressionAlgorithm.py
@@ -69,7 +69,7 @@ def on_data(self, data):
                 limit_price = (1 + self.limit_percentage)*data["SPY"].high if not is_long else (1 - self.limit_percentage)*data["SPY"].low
 
             request = SubmitOrderRequest(order_type, self.security.symbol.security_type, "SPY", self.quantity, stop_price, limit_price, 0, 0.01, True,
-                                         self.utc_time, str(order_type))
+                                         self.utc_time, str(int(order_type)))
             ticket = self.transactions.add_order(request)
             self.tickets.append(ticket)
 

diff --git a/Algorithm/QuantConnect.Algorithm.csproj b/Algorithm/QuantConnect.Algorithm.csproj
@@ -29,7 +29,7 @@
     <PackageLicenseFile>LICENSE</PackageLicenseFile>
   </PropertyGroup>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.44" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.45" />
     <PackageReference Include="MathNet.Numerics" Version="5.0.0" />
     <PackageReference Include="Newtonsoft.Json" Version="13.0.2" />
     <PackageReference Include="NodaTime" Version="3.0.5" />

diff --git a/Algorithm/Selection/ManualUniverseSelectionModel.py b/Algorithm/Selection/ManualUniverseSelectionModel.py
@@ -48,8 +48,7 @@ def create_universes(self, algorithm: QCAlgorithm) -> list[Universe]:
 
             market = key[0]
             security_type = key[1]
-            security_type_str = Extensions.get_enum_string(security_type, SecurityType)
-            universe_symbol = Symbol.create(f"manual-universe-selection-model-{security_type_str}-{market}", security_type, market)
+            universe_symbol = Symbol.create(f"manual-universe-selection-model-{security_type}-{market}", security_type, market)
 
             if security_type == SecurityType.BASE:
                 # add an entry for this custom universe symbol -- we don't really know the time zone for sure,

diff --git a/AlgorithmFactory/QuantConnect.AlgorithmFactory.csproj b/AlgorithmFactory/QuantConnect.AlgorithmFactory.csproj
@@ -28,7 +28,7 @@
     <PackageLicenseFile>LICENSE</PackageLicenseFile>
   </PropertyGroup>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.44" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.45" />
     <PackageReference Include="NodaTime" Version="3.0.5" />
   </ItemGroup>
   <ItemGroup>

diff --git a/Common/Algorithm/Framework/Portfolio/PortfolioTarget.cs b/Common/Algorithm/Framework/Portfolio/PortfolioTarget.cs
@@ -18,6 +18,7 @@
 using QuantConnect.Securities;
 using System.Collections.Generic;
 using QuantConnect.Securities.Positions;
+using QuantConnect.Algorithm.Framework.Alphas;
 
 namespace QuantConnect.Algorithm.Framework.Portfolio
 {
@@ -62,6 +63,40 @@ public PortfolioTarget(Symbol symbol, decimal quantity, string tag = "")
             Tag = tag;
         }
 
+        /// <summary>
+        /// Initializes a new instance of the <see cref="PortfolioTarget"/> class
+        /// </summary>
+        /// <param name="symbol">The symbol this target is for</param>
+        /// <param name="quantity">The target quantity</param>
+        /// <param name="tag">The target tag with additional information</param>
+        public PortfolioTarget(Symbol symbol, int quantity, string tag = "")
+            : this(symbol, (decimal)quantity, tag)
+        {
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="PortfolioTarget"/> class
+        /// </summary>
+        /// <param name="symbol">The symbol this target is for</param>
+        /// <param name="insightDirection">
+        /// The insight direction, which will be used to calculate the target quantity
+        /// (1 for Up, 0 for flat, -1 for down)
+        /// </param>
+        /// <param name="tag">The target tag with additional information</param>
+        public PortfolioTarget(Symbol symbol, InsightDirection insightDirection, string tag = "")
+            : this(symbol,
+                  insightDirection switch
+                  {
+                      InsightDirection.Up => 1m,
+                      InsightDirection.Down => -1m,
+                      InsightDirection.Flat => 0m,
+                      _ => throw new ArgumentOutOfRangeException(nameof(insightDirection), insightDirection,
+                          Messages.PortfolioTarget.InvalidInsightDirection(symbol, insightDirection)),
+                  },
+                  tag)
+        {
+        }
+
         /// <summary>
         /// Creates a new target for the specified percent
         /// </summary>

diff --git a/Common/Extensions.cs b/Common/Extensions.cs
@@ -3185,6 +3185,7 @@ public static PyList ToPyListUnSafe(this IEnumerable enumerable)
         /// <param name="value">Numeric value</param>
         /// <param name="pyObject">Python object that encapsulated a Enum Type</param>
         /// <returns>String that represents the enumerated object</returns>
+        [Obsolete("Deprecated as of 2025-07. Please use `str()`.")]
         public static string GetEnumString(this int value, PyObject pyObject)
         {
             Type type;

diff --git a/Common/Messages/Messages.Algorithm.Framework.Portfolio.cs b/Common/Messages/Messages.Algorithm.Framework.Portfolio.cs
@@ -14,7 +14,7 @@
 */
 
 using System.Runtime.CompilerServices;
-
+using QuantConnect.Algorithm.Framework.Alphas;
 using QuantConnect.Interfaces;
 using QuantConnect.Securities.Positions;
 
@@ -77,6 +77,15 @@ public static string ToString(Algorithm.Framework.Portfolio.PortfolioTarget port
 
                 return str;
             }
+
+            /// <summary>
+            /// Returns a string message saying the insight direction is invalid for the given symbol
+            /// </summary>
+            [MethodImpl(MethodImplOptions.AggressiveInlining)]
+            public static string InvalidInsightDirection(QuantConnect.Symbol symbol, InsightDirection insightDirection)
+            {
+                return Invariant($"Invalid insight direction {insightDirection} for symbol: {symbol}.");
+            }
         }
     }
 }
diff --git a/Common/QuantConnect.csproj b/Common/QuantConnect.csproj
@@ -35,7 +35,7 @@
     <Message Text="SelectedOptimization $(SelectedOptimization)" Importance="high" />
   </Target>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.44" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.45" />
     <PackageReference Include="CloneExtensions" Version="1.3.0" />
     <PackageReference Include="fasterflect" Version="3.0.0" />
     <PackageReference Include="MathNet.Numerics" Version="5.0.0" />

diff --git a/Engine/QuantConnect.Lean.Engine.csproj b/Engine/QuantConnect.Lean.Engine.csproj
@@ -41,7 +41,7 @@
     <Message Text="SelectedOptimization $(SelectedOptimization)" Importance="high" />
   </Target>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.44" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.45" />
     <PackageReference Include="fasterflect" Version="3.0.0" />
     <PackageReference Include="MathNet.Numerics" Version="5.0.0" />
     <PackageReference Include="Newtonsoft.Json" Version="13.0.2" />

diff --git a/Indicators/QuantConnect.Indicators.csproj b/Indicators/QuantConnect.Indicators.csproj
@@ -31,7 +31,7 @@
     <Message Text="SelectedOptimization $(SelectedOptimization)" Importance="high" />
   </Target>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.44" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.45" />
     <PackageReference Include="MathNet.Numerics" Version="5.0.0" />
   </ItemGroup>
   <ItemGroup>

diff --git a/Report/QuantConnect.Report.csproj b/Report/QuantConnect.Report.csproj
@@ -39,7 +39,7 @@
     <PackageLicenseFile>LICENSE</PackageLicenseFile>
   </PropertyGroup>
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.44" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.45" />
     <PackageReference Include="Deedle" Version="2.1.0" />
     <PackageReference Include="MathNet.Numerics" Version="5.0.0" />
     <PackageReference Include="Newtonsoft.Json" Version="13.0.2" />

diff --git a/Research/QuantConnect.Research.csproj b/Research/QuantConnect.Research.csproj
@@ -34,7 +34,7 @@
     <PackageReference Include="Plotly.NET" Version="5.1.0" />
     <PackageReference Include="Plotly.NET.CSharp" Version="0.13.0" />
     <PackageReference Include="Plotly.NET.Interactive" Version="5.0.0" />
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.44" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.45" />
     <PackageReference Include="NodaTime" Version="3.0.5" />
   </ItemGroup>
   <ItemGroup>

diff --git a/Tests/Algorithm/AlgorithmIndicatorsTests.cs b/Tests/Algorithm/AlgorithmIndicatorsTests.cs
@@ -700,7 +700,7 @@ from QuantConnect.Indicators import *
 def create_intraday_vwap_indicator(name):
     return IntradayVwap(name)
 def create_consolidator():
-    return TradeBarConsolidator(Resolution.HOUR)
+    return TradeBarConsolidator(timedelta(minutes=1))
 ";
 
             using (Py.GIL())

diff --git a/Tests/QuantConnect.Tests.csproj b/Tests/QuantConnect.Tests.csproj
@@ -31,7 +31,7 @@
   </PropertyGroup>
   <Import Project="$(SolutionDir)\.nuget\NuGet.targets" Condition="Exists('$(SolutionDir)\.nuget\NuGet.targets')" />
   <ItemGroup>
-    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.44" />
+    <PackageReference Include="QuantConnect.pythonnet" Version="2.0.45" />
     <PackageReference Include="Accord" Version="3.6.0" />
     <PackageReference Include="Accord.Math" Version="3.6.0" />
     <PackageReference Include="Common.Logging" Version="3.4.1" />