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Adds Example Algorithm of Expiry Helper Class Usage in Alpha Models

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AlexCatarino
2019-04-03 22:08:52 +01:00
parent 5931a42d48
commit 45eb639dfa
4 changed files with 203 additions and 1 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
+2 -1
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@@ -1,4 +1,4 @@
<?xml version="1.0" encoding="utf-8"?>
<?xml version="1.0" encoding="utf-8"?>
<Project ToolsVersion="12.0" DefaultTargets="Build" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
<Import Project="$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props" Condition="Exists('$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props')" />
<PropertyGroup>
@@ -51,6 +51,7 @@
<Content Include="Alphas\TripleLeverageETFPairVolatilityDecayAlpha.py" />
<Content Include="Alphas\VIXDualThrustAlpha.py" />
<Content Include="BasicSetAccountCurrencyAlgorithm.py" />
<Content Include="ExpiryHelperAlphaModelFrameworkAlgorithm.py" />
<Content Include="BasicTemplateFuturesFrameworkAlgorithm.py" />
<Content Include="BasicTemplateOptionsFrameworkAlgorithm.py" />
<Compile Include="Properties\AssemblyInfo.cs" />