#### Expected Behavior Supports [mlfinpy](https://mlfinpy.readthedocs.io/en/latest/). It's inspired by the MLFinlab removed by #7856 (see also #7780). #### Checklist - [x] I have completely filled out this template - [x] I have confirmed that this issue exists on the current `master` branch - [x] I have confirmed that this is not a duplicate issue by searching [issues](https://github.com/QuantConnect/Lean/issues)
Expected Behavior
Supports mlfinpy. It's inspired by the MLFinlab removed by #7856 (see also #7780).
Checklist
masterbranch