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Implement QCAlgorithm.AddRiskManagement

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- Implemention `QCAlgorithm.AddRiskManagement`
- Adding Py/C# regression test algoririthms
- Moving `CompositeRiskManagementModel` from `Framework` to `Algorithm`
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This commit is contained in:
Martin Molinero
2019-04-08 10:46:11 -03:00
parent d9ee31c979
commit 4d108094e5
11 changed files with 244 additions and 16 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
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@@ -37,6 +37,7 @@
</PropertyGroup>
<ItemGroup>
<Content Include="AddAlphaModelAlgorithm.py" />
<Content Include="AddRiskManagementAlgorithm.py" />
<Content Include="Alphas\ContingentClaimsAnalysisDefaultPredictionAlpha.py" />
<Content Include="Alphas\ForexCalendarAlpha.py" />
<Content Include="Alphas\GasAndCrudeOilEnergyCorrelationAlpha.py" />