github-featured / quantconnect--lean

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  • 15652 4fd58ce180
    比较

    Fix bug in Insight Weighted PCM (#7333)

    frostbyte_neo 发布于 2023-06-23 13:08:45 +00:00 | 1351 次提交 在此版本后已推送到 master

    • Fix bug and add unit tests
    • Modify InsightWeightingPortfolioConstructionModel.cs/py to take the
      absolute value in its GetValue() method
    • Modifiy InsightsReturnsTargetsConsistentWithDirection() unit test to
      consider also the case where the direction is Down and the weight is
      negative
    • Nit changes
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