Add SetHoldings for collection of targets

- Adding `SetHoldings` implemenetation for a collection of portfolio targets - Adding regression test - Some performance improvements
2019-10-31 21:45:32 -03:00
parent 0f18d1a552
commit 2f9814f2f9
13 changed files with 274 additions and 45 deletions
@@ -84,6 +84,7 @@
    <Content Include="KerasNeuralNetworkAlgorithm.py" />
    <None Include="PsychSignalSentimentRegressionAlgorithm.py" />
    <Content Include="CustomDataUsingMapFileRegressionAlgorithm.py" />
+    <Content Include="SetHoldingsMultipleTargetsRegressionAlgorithm.py" />
    <Content Include="TradingEconomicsCalendarIndicatorAlgorithm.py" />
    <Content Include="OnEndOfDayRegressionAlgorithm.py" />
    <Content Include="SECReportDataAlgorithm.py" />