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Merge pull request #4486 from AlexCatarino/feature-add-ema-cross-front-contract-algorithm

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Adds EmaCrossFuturesFrontMonthAlgorithm
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Martin-Molinero
2020-06-05 19:10:23 -03:00
committed by GitHub
parent dadaf9bf68 2e1a5925fd
commit 370685447d
5 changed files with 226 additions and 1 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
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@@ -185,6 +185,7 @@
<None Include="DropboxBaseDataUniverseSelectionAlgorithm.py" />
<None Include="DropboxUniverseSelectionAlgorithm.py" />
<None Include="DropboxCoarseFineAlgorithm.py" />
<None Include="EmaCrossFuturesFrontMonthAlgorithm.py" />
<None Include="EmaCrossUniverseSelectionAlgorithm.py" />
<None Include="EmaCrossUniverseSelectionFrameworkAlgorithm.py" />
<None Include="ETFGlobalRotationAlgorithm.py" />