github-featured / quantconnect--lean

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    Update MaximumDrawdownPercentPortfolio model to cancel insights (#7105)

    frostbyte_neo 发布于 2023-03-23 15:02:04 +00:00 | 1518 次提交 在此版本后已推送到 master

    • Remove OnEndOfAlgorithm and update expected trades

    • Update models to cancel insights

    • Update expected results

    There are 3 trades instead of 2 because the PCM does a rebalance

    • Remove Remove method call

    • Update to use the new Cancel method

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