github-featured / quantconnect--lean

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  • 15185 9cd05e9f1f
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    Fixes BasePairsTradingAlphaModel (#7003)

    frostbyte_neo 发布于 2023-02-24 13:20:01 +00:00 | 1573 次提交 在此版本后已推送到 master

    • Updates the PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm

    Change the PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm logic to show that it doesn't remove the consolidators used in the Alpha Model's indicators.

    • Fixes BasePairsTradingAlphaModel

    The BasePairsTradingAlphaModel will create indicators with class constructors and register them to consolidators that will be removed when the security is removed from the universe.

    • Addresses Peer-Review
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