github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity

Implements SectorWeightingPortfolioConstructionModel

Browse Source 
Provides an implementation of `IPortfolioConstructionModel` that generates percent targets based on the `CompanyReference.IndustryTemplateCode`.
This commit is contained in:
AlexCatarino
2020-02-06 16:09:22 +00:00
parent dfa39ba4ce
commit 21ce895c18
7 changed files with 473 additions and 0 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Algorithm.Python/QuantConnect.Algorithm.Python.csproj
+1
View File
@@ -92,6 +92,7 @@
<Content Include="LiveFeaturesAlgorithm.py" />
<Content Include="PortfolioRebalanceOnCustomFuncRegressionAlgorithm.py" />
<Content Include="PortfolioRebalanceOnDateRulesRegressionAlgorithm.py" />
<Content Include="SectorWeightingFrameworkAlgorithm.py" />
<Content Include="SetHoldingsMultipleTargetsRegressionAlgorithm.py" />
<Content Include="TradingEconomicsCalendarIndicatorAlgorithm.py" />
<Content Include="OnEndOfDayRegressionAlgorithm.py" />