- Update regression algorithms stats after making SecurityCache ignore
QuoteBars for equity for OHCL values and GetLastData(). They were
affected since the `BenchmarkSecurity` used `.Price` which was QB for
equities. Order list hashes changed because SubmissionLastPrice will
now be TB instead of QB
- Adding new `Func<DateTime, DateTime?>` that allows PCM to return null
if the next rebalance time is null, in which case the function will be
called again in the next loop.
- Adjusting PCM next rebalance time check to perform rebalance once the
time is reached
- Adding new regression test. Updating existing
- 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.
- When there are or aren'tt new insights, the EqualWeightingPortfolioConstructionModel will creates a target to flatten delisted securities from the universe of expired insights.
- Helper methods were added to deal with removing expired insights and getting active ones and used in `EqualWeightingPortfolioConstructionModel`
- Adds unit test
- Updates framework algorithms
This flag indicates whether or not the local regression test system,
via RegressionTests.AlgorithmStatisticsRegression should run a given
IRegressionAlgorithmDefinition
- Moves `PearsonCorrelationPairsTradingAlphaModel` class to its own file in order to make it available as a framework model.
- Follows existing pattern design that alpha models receive a lookback and a `Resolution` object.
- Algorithm implements `IRegressionAlgorithmDefinition`.
Martin Molinero