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* Warm up EmaCrossAlphaModel
Warm Up EmaCrossAlphaModel indicators
* Fix regression test bug
When using the default `EmaCrossAlphaModel()` the period of both indicators to be ready is bigger than the difference between the start date and the end date of the algorithm. Then, as the algorithm didn't warm up the data both indicators of EmaCrossAlpha never were ready, but now as the model warms up the data both indicators are ready so we get different statistics
* Requested change
* Fix unit tests
As there wasn't items in `AddedSecurities`, when trying to remove the items in ´RemovedSecurities´ there was nothing to remove because there was never a security in `_symbolDataBySymbol`. That's why, in order to test, the behavior of `EmaCrossAlphaModel` when removing a security we need to first add one to then remove it.
* Requested changes in Python
- Requested changes in Python
- Nit changes
* Nit change
* Requested Changes
* Add RemoveConsolidators() method in Python version
- 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.
Alpha models can choose to implement the Name property, if not, the system
will use the model's type name as the Insight.SourceModel.
Existing tests were updated to also assert expected model names
Implements `Insight.Price` method to make it easier to create new instances of `Insight` of `InsightType.Price`.
Standardize the parameter order to `Symbol`, `TimeSpan`, `InsightType`, `InsightDirection`, `Double`, `Double`.
VWAP will submit market orders while the current price is more favorable than VWAP.
STD will submit market orders while the current price is a configured number of
standard deviations away from the mean in the favorable direction.