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quantconnect--lean/Algorithm/Portfolio
Alexandre Catarino fd76171604
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Expire Instead of Clear Insights In Base PCM In OnSecuritiesChanged (#7251)
* Expire Instead of Clear Insights In Base PCM In OnSecuritiesChanged

* Fixes Regression Test

The regression was incorrect because `_removedSymbols` didn't retain the removed symbols from previous `OnSecuritiesChanged` calls, and the algorithm relances once per month. E.g. On day 1, SPY and FB were removed, on day 3 AAPL and IBM were removed and `removedSymbols` would only include AAPL and IBM.

We should hve fixed this problem before with:

```csharp
if (_removedSymbols == null) _removedSymbols = new List<Symbol>();
_removedSymbols.AddRange(changes.RemovedSecurities.Select(x => x.Symbol));
```

However the change to use Expire fixes the issue.

* Removes Unused List of Removed Symbols
2023-05-18 11:20:17 -03:00
..
2019-04-03 21:55:44 -03:00