- 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.
Add a multi-dimensional array of double representing the covariance. Some models, e.g., Black-Litterman may want to optimize a covariance that is different from the historical one.
Adds UnconstrainedMeanVariancePortfolioOptimizer: a simple optimizer that has a solution, therefore no numerical optimization method is required.
- Changes `ExpectedStatistics` in MVOFA
- All regression tests now
- Removes unnecessary constructor arguments in `ReturnsSymbolData`
- Tide up code and add method summaries.
Martin Molinero