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Fix ScheduledUniverseSelectionModelRegressionAlgorithm.py regression failure

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Stefano Raggi
2018-09-28 15:17:38 +02:00
parent 49d698dd10
commit 399274b29b
8 changed files with 24 additions and 22 deletions
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Algorithm.Python/MeanVarianceOptimizationFrameworkAlgorithm.py
+6 -4
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@@ -21,13 +21,15 @@ from System import *
from QuantConnect import *
from QuantConnect.Orders import *
from QuantConnect.Algorithm import *
from QuantConnect.Algorithm.Framework import QCAlgorithmFramework
from QuantConnect.Algorithm.Framework import *
from QuantConnect.Algorithm.Framework.Alphas import *
from QuantConnect.Algorithm.Framework.Execution import *
from QuantConnect.Algorithm.Framework.Portfolio import *
from QuantConnect.Algorithm.Framework.Risk import *
from QuantConnect.Algorithm.Framework.Selection import *
from Alphas.HistoricalReturnsAlphaModel import HistoricalReturnsAlphaModel
from Execution.ImmediateExecutionModel import ImmediateExecutionModel
from Risk.NullRiskManagementModel import NullRiskManagementModel
from Portfolio.MeanVarianceOptimizationPortfolioConstructionModel import *
### <summary>
### Mean Variance Optimization algorithm
### Uses the HistoricalReturnsAlphaModel and the MeanVarianceOptimizationPortfolioConstructionModel