Adds support for FilteredIdentity indicator for python

Also adds FilteredIdentityAlgorithm as a working example.
2017-10-05 12:11:42 +01:00
parent a092da7bf8
commit 1346acf0cf
4 changed files with 118 additions and 0 deletions
@@ -44,6 +44,7 @@
    <Compile Include="DropboxBaseDataUniverseSelectionAlgorithm.py" />
    <Compile Include="EmaCrossUniverseSelectionAlgorithm.py" />
    <Compile Include="ETFGlobalRotationAlgorithm.py" />
+    <Compile Include="FilteredIdentityAlgorithm.py" />
    <Compile Include="HistoryAndWarmupRegressionAlgorithm.py" />
    <Compile Include="LimitFillRegressionAlgorithm.py" />
    <Compile Include="MACDTrendAlgorithm.py" />