github-featured / quantconnect--lean

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    Add new CustomWeight, AlphaModel for AlphaStreams (#6052)

    frostbyte_neo 发布于 2021-11-15 17:33:16 +00:00 | 2095 次提交 在此版本后已推送到 master

    • Add new CustomWeight PCM for alpha streams
    • Add new AlphaStreams AlphaModule that will handle security additions
      and removals, removing this logic from AlphaStreamsBasicTemplateAlgo
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