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* Do not send internal SecurityChanges to Algorithm
- Will not send internal security changes to the Algorithm by default.
Following custom security changes filter pattern. Updating regression
algorithms to assert behavior.
- The universe member will know wether it was added with internal
configurations or not
* Address reviews use a separate collection for internals
* Refactor solution. Adding security changes constructor class
This helper is a favorite of mine to use in models to handle OnSecuritiesChanged
event to maintain internal state in light of additions/removals. Sometimes, the
internal state objects implement IDisposable, and without this code, they would
never be disposed. A good usage of IDisposable here would be to remove any items
that are only used by that single security related internal state such as a consolidator
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.
Martin-Molinero