Insight Weighted PCM doesn't take absolute value of weight

[DerekMelchin]

Expected Behavior

If we emit a down insight with a weight, the InsightWeightingPortfolioConstructionModel creates targets to sell the security.

Actual Behavior

If we emit a down insight with a negative weight, the InsightWeightingPortfolioConstructionModel creates targets to buy the security.

Potential Solution

Take the absolute value of the insight weight.

Reproducing the Problem

Run this backtest: https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_ac49b95e9ad9558b4ba62cc58b632246.html

System Information

QC Cloud

Checklist

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• [x] I have confirmed that this issue exists on the current master branch
• [x] I have confirmed that this is not a duplicate issue by searching issues

• [x] I have provided detailed steps to reproduce the issue