Hello Everyone,
Can we get the same insight data output in Lean that we can when we backtest in QuantConnect IDE? I'm referring to what's in insights.json. By default, it doesn't appear to be generated by Lean, and I haven't found an option to get it yet.
If Lean won't auto-generate the same array of insight objects that QC IDE does, am I correct in that we would need to re-create it ourselves by using the Insight() class @
QuantConnect.Algorithm.Framework.Alphas.Insight()
It appears to have the properties that would allow us to recreate the insight objects.
Jose Torres
Oh wow. I'm an idiot. Thanks Jasper! I see the file.
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