Files
quantconnect--lean/Algorithm.Framework/Alphas
Alexandre Catarino 9cd05e9f1f
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
Fixes BasePairsTradingAlphaModel (#7003)
* 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
2023-02-24 10:20:01 -03:00
..
2019-04-03 21:55:44 -03:00