- 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.
`MaximumSectorExposureRiskModel` needs `IndustryTemplateCode` which is only found in Equity data with Fundamental data. Thus, we check whether all active securities have such information.
Framework models should not loop over `algorithm.Securities` since it contains all securities that were ever added to the algorithm, but `UniverseManager.ActiveSecurities` that contains only the active securities.
Instances of `PortfolioTargetCollection` are intended to be a class level variables and not a method level variables. As a class member it maintains a complete set of all portfolio targets so you can operate against a 'full view' instead of the potentially streaming targets (which can come in one by one as alpha is generated).
Martin Molinero