When I run a backtest using custom data and create an insight, I have found no way to get active insights.

When I do  

insights.Add(Insight.Price(symbolData._symbol, GetTimeSpanForInsight(period), InsightDirection.Up, null, 100, null, null));

It creates the insight with the proper period but the CloseTimeUTC and GeneratedTimeUTC is set to the default (minimum). I'm guessing that this is why when I run  


I get no insights returned but when I run RemoveExpiredInsights it removes all the Insights in the collection.

I wondered if brokerageModel had anything to do with it but I have this set

SetBrokerageModel(Brokerages.BrokerageName.GDAX, AccountType.Cash);

var s = AddData<CryptoData>("BTCUSDT", Resolution.Minute);

// Set requested data resolution
UniverseSettings.Resolution = Resolution.Minute;
SetUniverseSelection(new ManualUniverseSelectionModel(new Symbol[] { s.Symbol }));


Any thoughts on how to make this work?