Hello, I have a question about converting classical algorithms into alpha. I know I need to call self.EmitInsights to emit insight objects along with each trade. But (I guess) the behaviour of each trade in a classical algorithm and the one from an insight can be different. Do I have to manually sync these two? To be specific, there are a few examples:

1. Insight usually come with a time period. Do I have to manually get out of my trades after this amount of time accordingly in the classical algorithms? 

2. If I use a risk management model in the alpha involving maximal drawdown/profit or something like this, in order to get an accurate backtest, do I have to manually simulate them or is there an easier way?

3. If I have complicated actions in the classical algorithm, like rebalancing at the end of the day or something involving calculations about the total value of the portfolio, how should I design the insight object?