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Creates QCAlgorithm.py: a bridge between C# QCAlgorithm and python algorithms

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AlexCatarino
2018-09-05 22:26:16 +01:00
parent 9e0d2dce3a
commit 3e4a71cd50
115 changed files with 467 additions and 243 deletions
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Algorithm.Python/MeanVarianceOptimizationFrameworkAlgorithm.py
-2
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@@ -13,14 +13,12 @@
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Algorithm.Framework")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Orders import *
from QuantConnect.Algorithm import *
from QuantConnect.Algorithm.Framework import QCAlgorithmFramework
from QuantConnect.Algorithm.Framework.Selection import *
from Alphas.HistoricalReturnsAlphaModel import HistoricalReturnsAlphaModel