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Hello,
self.SetPortfolioConstruction(InsightWeightingPortfolioConstructionModel()) fails to execute insrtuctions when I use the code shown below however self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel()) works. I don't know why this is happening, any help will be greatly appreciated.
Thanks
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Hector Barrio
Insight weighting requires the insights to have weight as per the insight definition in the documentation:
# Skipping magnitude, confidence and source model and assigning 25% to weighting. insight = Insight.Price("IBM", timedelta(minutes = 20), InsightDirection.Up, None, None, None, 0.25)Adding a weight to your insights will enable the weighting module to act, otherwise it apparentely defaults to 0 weight.
Abubakarr Jaye
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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