Is there a way to submit a strategy via the API? Just like send you guys a .py file and a strategy name and comment? That would be awesome.

https://github.com/quantiacs/strategy-stateful_strategy_optimization/blob/master/strategy.ipynb

This tempalte lists a illiquid warning in the first round of checking, something I often see with similar Q22 attempts. How should we think about this warning when constructing strategies and backtesting.

How could this strategy be optimized to trade only liquid securities or otherwise address the warning.