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Fixes RenkoConsolidator for python

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- Missing `event` keyword prevented pythonnet to recognize `DataConsolidated` as a event handler.
- Adds python version of `RenkoConsolidatorAlgorithm`.
This commit is contained in:
AlexCatarino
2018-04-16 13:39:16 +01:00
parent eb9e15c507
commit 35e8e0891e
4 changed files with 95 additions and 62 deletions
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Algorithm.Python/QuantConnect.Algorithm.PythonTools.pyproj
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@@ -92,6 +92,7 @@
<Compile Include="QuandlImporterAlgorithm.py" />
<Compile Include="RegressionAlgorithm.py" />
<Compile Include="RegressionChannelAlgorithm.py" />
<Compile Include="RenkoConsolidatorAlgorithm.py" />
<Compile Include="RollingWindowAlgorithm.py" />
<Compile Include="ScheduledEventsAlgorithm.py" />
<Compile Include="ScheduledUniverseSelectionModelRegressionAlgorithm.py" />