Need some information about insights. I understand that in AlphaConstruction, in the update() method, we return the insight[] . However, I am getting confused in the time component of insight.

Here is the scenario,

  • I  raise a insight with timedelta as 5 hours, lets say for Stock XYZ with Direction.Up
  • In the subsequent update call, i decide to sell XYZ stock within 1 hour so I do a Direction.Down insight now.
  • However, now I see 2 order one that is long and the other one that has been short. All i wanted to do, was sell the first order. How do I accomplish that?