Creating SMA for antoher indicator.

Kevin's code contains several issues in the transition from a classic backtest to an alpha framework. Here is a summary of the errors and their fixes:

1. ManualUniverseSelectionModel:

   • Error: No overload variant of ManualUniverseSelectionModel matches argument type list[Symbol].
   • Fix: Ensure that my_symbol_list is of type List[Symbol], which can be used directly with ManualUniverseSelectionModel as it expects a list of Symbol objects.

2. InsightCollection Initialization:

   • Error: Cannot instantiate abstract class InsightCollection with abstract attribute __iter__.
   • Fix: InsightCollection cannot be instantiated directly if it contains abstract methods. Consider using a different class or refactor this to work correctly.

3. Variable Annotation:

   • Error: Need a type annotation for the insights list.
   • Fix: Annotate insights with insights: List[Insight] = [].

4. Insight Price Method:

   • Error: No overload variant of Insight.Price matches the argument types.
   • Fix: Ensure the Insight.Price method call has the correct parameters. The method signature expects parameters like symbol, timedelta, and direction. For example, use Insight.Price(sd.Security, timedelta(days=1), direction) instead of using an integer directly.

By addressing these issues, Kevin's code should work better with the Alpha Model framework.

Sources: Short Term Reversal, Insight Weighting Framework Algorithm, Key Concepts - QuantConnect.com, Momentum In Mutual Fund Returns, Intraday Arbitrage Between Index ETFs