I was wondering how I could implement the Black-Litterman Portfolio Construction model with multiple alpah sources? My understanding is that each of the alphas would emit an insight, get consolidated using the consolidator, and generate trading signals executed by the execution model and Portfolio constructor? Ran into an issue and it seems that this algo doesnt seem to want to actually trade. 

It seems the alpha insights are generating correctly. Not sure where the disconnect would be for the constructor. 

Any help would be sincerly appreciated! I have attached a backtest/code for reference.