I am trying to get the optional Insight values (Confidence, Magnitude, Weight) in the PortfolioConstructionModel.  The values don't seem to be in the activeInsights objects that are passed to DetermineTargetPercent.  The Direction and SourceModel values are correct but the others are all None.

I created a new PCM inherited from the main PCM:

class ETFPortfolioConstructionModel(PortfolioConstructionModel)
    def DetermineTargetPercent(self, activeInsights):
         for x in activeInsights:

The Confidence value was passed in the Insight created in an Alpha:
        firing.symbolData.symbol, parent.predictionInterval,

The x.Direction and x.SourceModel are correct but x.Confidence, x.Magnitude, x.Weight = None
The Insight data doesn't seem to get to the PCM.  Is there some other way I should be setting or accessing those values?