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long-short multi-factor template

There have been a number of API changes recently, namely a speed upgrade to fundamentals and the optimize API full release. I attempted to crank them into this template. Did I miss anything? Any other recommendations?

Eventually, I'd like to be able to move beyond the equal-weight factor combination, and apply ML. How would I need to re-factor this algo so that I could just drop in some ML code to give it a try?