quantconnect--lean

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Ricardo Andrés Marino Rojas 4fd58ce180

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Fix bug in Insight Weighted PCM (#7333 )

* 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

2023-06-23 10:08:45 -03:00

Alphas

Future and option universe selection improvements (#7313 )

2023-06-13 10:32:26 -03:00

Execution

Avoid Invalid historical data piping in StandardDeviationExecutionModel (#7086 )

2023-03-23 12:24:42 -03:00

Portfolio

Fix bug in Insight Weighted PCM (#7333 )

2023-06-23 10:08:45 -03:00

Properties

Remove all nuspec files (#5311 )