Further Fixes From Peer-Review

Algorithm.Python/Alphas/GlobalEquityMeanReversionIBSAlpha.py

@@ -115,10 +115,10 @@ class MeanReversionIBSAlphaModel(AlphaModel):
 
         # Emit "down" insight for the securities with the highest IBS value
         for key,value in highIBS.items():
-            insights.append(Insight.Price(key, self.predictionInterval, InsightDirection.Down, -returns[key], None))
+            insights.append(Insight.Price(key, self.predictionInterval, InsightDirection.Down, abs(returns[key]), None))
 
         # Emit "up" insight for the securities with the lowest IBS value
         for key,value in lowIBS.items():
-            insights.append(Insight.Price(key, self.predictionInterval, InsightDirection.Up, -returns[key], None))
+            insights.append(Insight.Price(key, self.predictionInterval, InsightDirection.Up, abs(returns[key]), None))
 
         return insights

Algorithm.Python/Alphas/IntradayReversalCurrencyMarketsAlpha.py

@@ -41,7 +41,7 @@ from datetime import datetime, timedelta, time
 # This alpha is part of the Benchmark Alpha Series created by QuantConnect which are open sourced so the community and client funds can see an example of an alpha.
 #
 
-class IntradayReversalCurrencyMarkets(QCAlgorithmFramework):
+class IntradayReversalCurrencyMarketsAlpha(QCAlgorithmFramework):
 
     def Initialize(self):
 

Algorithm.Python/Alphas/MeanReversionLunchBreakAlpha.py

@@ -134,5 +134,5 @@ class MeanReversionLunchBreakAlphaModel(AlphaModel):
         @property
         def Insight(self):
             direction = InsightDirection.Down if self.priceChange.Current.Value > 0 else InsightDirection.Up
-            margnitude = -self.meanOfPriceChange.Current.Value
+            margnitude = abs(self.meanOfPriceChange.Current.Value)
             return Insight.Price(self.symbol, self.period, direction, margnitude, None)

Algorithm.Python/Alphas/SykesShortMicroCapAlpha.py

@@ -86,7 +86,7 @@ class SykesShortMicroCapAlphaModel(AlphaModel):
 
         # Emit "down" insight for "pumped" penny stocks
         for key,value in pumpedStocks.items():
-            insights.append(Insight.Price(key, self.predictionInterval, InsightDirection.Down, value, None))
+            insights.append(Insight.Price(key, self.predictionInterval, InsightDirection.Down, abs(value), None))
 
         return insights
 

Algorithm.Python/QuantConnect.Algorithm.Python.csproj

@@ -38,7 +38,7 @@
   <ItemGroup>
     <Content Include="Alphas\ForexCalendarAlpha.py" />
     <Content Include="Alphas\GlobalEquityMeanReversionIBSAlpha.py" />
-    <Content Include="Alphas\IntradayReversalCurrencyMarkets.py" />
+    <Content Include="Alphas\IntradayReversalCurrencyMarketsAlpha.py" />
     <Content Include="Alphas\MeanReversionLunchBreakAlpha.py" />
     <Content Include="Alphas\SykesShortMicroCapAlpha.py" />
     <Content Include="Alphas\RebalancingLeveragedETFAlpha.py" />