- Adding new unit test for python PCM implementations, asserting each
method is correctly called
- Reverting some unrequired changes in the
`MeanVarianceOptimizationFrameworkAlgorithm`
- Refactor shared logic from `EqualWeightingPortfolioConstructionModel`
into base `PortfolioConstructionModel` implementation
- `MeanVarianceOptimizationPortfolioConstructionModel` will respect
rebalancing period and will use all active inisights, not just the last
- Adding _some_ of the missing PyObject.Dispose calls. In the cases
where C# is calling the Python side.
- Note that Python calls to C# code is correctly handling the
disposure of resources.
- Removing `using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm`
- Removing `QCAlgorithmFrameworkBridge`
- Removing `IsFrameworkAlgorithm`
- Making `EmitInsightBasedOnFill` private. Adding new
`IOrderEventProvider` exposing an `event` to which `QCAlgorithm` will
subscribe.
- `AccountType.Cash` algorithms will be allowed to manually trade and
emight insights manually or with alpha model.
Martin Molinero