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Document workflow with Docker #1028

@favetelinguis

Description

@favetelinguis

I want to run my Python algorithms using the Docker image to avoid having to setup things locally. However I find the documentation lacking in the following regards.

In the bottom of the Dockerfile the following is documented:

# Usage:
# docker build -t quantconnect/lean:foundation -f DockerfileLeanFoundation .
# docker build -t quantconnect/lean:algorithm -f DockerfileLeanAlgorithm .
# docker run -v "(absolute to your data folder):/root/Lean/Data" quantconnect/lean:algorithm

docker build -t quantconnect/lean:foundation -f DockerfileLeanFoundation . works as expected and builds me the default platform to launch my algorithm on.
However the second part docker build -t quantconnect/lean:algorithm -f DockerfileLeanAlgorithm . is not working since I cant find any file called DockerfileLeanAlgorithm. Would be nice with some more documentation on how this file is created and how a complete workflow using docker would look like in the same way there is a workflow for Linux/Mac/Windows.

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