Enable Downloading Machine Learning (Binary) Files

[AlexCatarino]

Expected Behavior

Be able to upload machine learning models that are trained locally.

Actual Behavior

Not supported. Users need to use the Download method that returns a string object.

Potential Solution

Add DownloadFile method to ObjectStore:
bool DownloadFile(string key, string url);
it could use the featured implemented by #6164.

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues
• I have provided detailed steps to reproduce the issue

[jaredbroad]

Let's discuss API naming when we get there - this seems like an easy feature to add.

[alexpvpmindustry]

seems like this is implemented with ObjectStore.ReadBytes.
https://www.lean.io/docs/v2/lean-engine/class-reference/classQuantConnect_1_1Storage_1_1ObjectStore.html#a5a6c41b2faffcc48a3fd166eee1d50a2
if so, this issue can be closed.
@jaredbroad

[AlexCatarino]

QuantConnect users can upload any file format using Lean CLI:
https://www.quantconnect.com/docs/v2/lean-cli/object-store
We can view the storage here:
https://www.quantconnect.com/docs/v2/cloud-platform/object-store

Once the file is stored, we can load the mode using the path. E.g.:

path = self.ObjectStore.GetFilePath(<key>);
self.model = joblib.load(file_name)