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    Refactor Portfolio Construction Models to Use Insight Manager (#7077)

    frostbyte_neo 发布于 2023-03-17 21:00:43 +00:00 | 1534 次提交 在此版本后已推送到 master

    • 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

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