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Adds SmaCrossUniverseSelectionAlgorithm

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This algorithm is an example for WarmUpIndicator method usage
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AlexCatarino
2019-04-12 18:28:26 +01:00
parent 672cea86a6
commit 3c019cdbda
4 changed files with 172 additions and 0 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
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@@ -56,6 +56,7 @@
<Content Include="BasicSetAccountCurrencyAlgorithm.py" />
<None Include="RawPricesUniverseRegressionAlgorithm.py" />
<None Include="CapmAlphaRankingFrameworkAlgorithm.py" />
<None Include="SmaCrossUniverseSelectionAlgorithm.py" />
<Content Include="Benchmarks\StatefulCoarseUniverseSelectionBenchmark.py" />
<Content Include="Benchmarks\StatelessCoarseUniverseSelectionBenchmark.py" />
<Content Include="G10CurrencySelectionModelFrameworkAlgorithm.py" />