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Merge Framework and Classic Algorithms

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- Merging Framework and Bridge algorithms into classic QCAlgorithm
class.
- Removing Framework project, VS17 and VS15
This commit is contained in:
Martin Molinero
2019-03-28 15:56:25 -03:00
parent 404e34ef18
commit 32ac3146b4
179 changed files with 797 additions and 485 deletions
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Algorithm.Python/MeanVarianceOptimizationFrameworkAlgorithm.py
+2 -2
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@@ -14,7 +14,6 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Algorithm.Framework")
AddReference("QuantConnect.Common")
from System import *
@@ -28,6 +27,7 @@ from QuantConnect.Algorithm.Framework.Portfolio import *
from QuantConnect.Algorithm.Framework.Risk import *
from QuantConnect.Algorithm.Framework.Selection import *
from Portfolio.MeanVarianceOptimizationPortfolioConstructionModel import *
from Risk.NullRiskManagementModel import NullRiskManagementModel
### <summary>
@@ -38,7 +38,7 @@ from Portfolio.MeanVarianceOptimizationPortfolioConstructionModel import *
### <meta name="tag" content="using data" />
### <meta name="tag" content="using quantconnect" />
### <meta name="tag" content="trading and orders" />
class MeanVarianceOptimizationFrameworkAlgorithm(QCAlgorithmFramework):
class MeanVarianceOptimizationFrameworkAlgorithm(QCAlgorithm):
'''Mean Variance Optimization algorithm.'''
def Initialize(self):