Would be good to stop trading a pair if one of the stocks in the pair is announcing soon. The number of days before the earnings announcement and after the announcement should be configurable for the whole portfolio and should configurable for each stock (which should override the portfolio config.)
This should apply in testing as an option and in PTL. I think holding through announcements is a gamble.
Some people may want an exception for shorts around ex-div dates too... Though I think it is too restrictive.
