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Implements python version of MaximumDrawdownPercentPortfolio

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- Implements python version of `MaximumDrawdownPercentPortfolio`
- Implements python version of  `MaximumPortfolioDrawdownFrameworkAlgorithm`
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AlexCatarino
2018-11-06 23:52:52 +00:00
parent b20716a282
commit 5389f9bf8b
6 changed files with 126 additions and 1 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
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@@ -113,6 +113,7 @@
<None Include="main.py" />
<None Include="MarginCallEventsAlgorithm.py" />
<None Include="MarketOnOpenOnCloseAlgorithm.py" />
<None Include="MaximumPortfolioDrawdownFrameworkAlgorithm.py" />
<None Include="MeanVarianceOptimizationFrameworkAlgorithm.py" />
<None Include="MovingAverageCrossAlgorithm.py" />
<None Include="MultipleSymbolConsolidationAlgorithm.py" />