github-featured / quantconnect--lean

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  • 12818 b251cffc2f
    比较

    Alpha Streams improvements (#5887)

    frostbyte_neo 发布于 2021-09-01 16:12:26 +00:00 | 2184 次提交 在此版本后已推送到 master

    • Few improvements
    • Alpha Streams algorithm will add target securities right away
    • If algorithm is warming up PortfolioTargetCollection will emit not
      insight
    • Fix local disk factor file provider to use local cache instead of data
      folder
    • EWAS PCM will not emit targets for securities which have not been
      added by the algorithm yet, to avoid runtime exception
    • Fix GetLastKnownPrice default order adding more unit tests
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