#### Expected Behavior Supports [Hyperopt](https://github.com/hyperopt/hyperopt) #### Actual Behavior Does not support Hyperopt #### 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)