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quantconnect--lean/Algorithm
Alexandre Catarino 7c68e3f37a
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Refactor Portfolio Construction Models to Use Insight Manager (#7077)
* 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`
2023-03-17 18:00:43 -03:00
..
2019-04-03 21:55:44 -03:00