6 Commits

Author SHA1 Message Date
Alexandre Catarino 7c68e3f37a Refactor Portfolio Construction Models to Use Insight Manager (#7077)
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* Asserts Number of Insights In One PCM Regression Test

If the `EqualWeightingPortfolioConstructionModel` interacts with the `QCAlgorithm.Insights`, the number of elements in the collection should not the sum of emitted insights.

* Refactor Portfolio Construction Models to Use Insight Manager

`PortfolioConstructionModel` will use `QCAlgorithm.Insights" instead of class property `InsightCollection` to manage the insights. It no longer adds insights to the collection, but it removes them if they expire or the securities are removed from the universe.

Updates PCMs that were affected by the change.

* Updates Unit Tests

We need to add the insights to the insight manager before we call `PortfolioConstruction.CreateTargets`
2023-03-17 18:00:43 -03:00
Martin-Molinero b9d3d99917 Bump pythonNet version 2.0.12 (#6310)
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* Updates after pythonNet rebase

* Bump pythonNet version 2.0.12

* Fix exception types being thrown
2022-05-02 14:38:50 -03:00
Martin-Molinero 68e2a9170a Do not send internal SecurityChanges to Algorithm (#6118)
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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
2021-12-21 20:24:32 -03:00
Martin-Molinero 03f56481d4 Refactor python algorithm import (#5657)
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* Python research import improvements

- Improve start.py for research env
- Remove unrequired imports

* Centralize algorithm imports

* Add regression test GH action

* Unit test python import clean up

* Join research and main imports

* More python import clean up

* Fix failing skipped regression algorithm
2021-06-15 19:06:06 -03:00
Martin Molinero afed84e1a2 Add new unit test assert and bug fix 2020-02-20 13:01:35 -03:00
Martin Molinero a8120c197a Improvements
- Adding new unit test for python PCM implementations, asserting each
method is correctly called
- Reverting some unrequired changes in the
`MeanVarianceOptimizationFrameworkAlgorithm`
2020-02-20 12:13:47 -03:00