I've been trying to understand the algorithm framework and tested the attached code with the most basic parts:
- ManualUniverseSelection consisting of only one SPY security
- ConstantAlphaModel to emit a long signal
- EqualWeightingPortfolioConstructionModel
- ImmediateExecutionModel
- NullRiskManagementModel
What I'm expecting from the backtest is one buy order at the start. However, there seems to be an extra order created a few days after the first order is filled. May I understand which module is creating this extra order?
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