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Adds RollingWindowAlgorithm example in python

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New algorithm shows how to use rolling windows in python.
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AlexCatarino
2017-07-27 17:09:15 +01:00
parent 4ed7f5d587
commit 1ea28c4d0e
2 changed files with 72 additions and 0 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
+3
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@@ -114,6 +114,9 @@
<Content Include="CoarseFineFundamentalComboAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="RollingWindowAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>
<Content Include="ScheduledEventsAlgorithm.py">
<CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
</Content>