github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity

Implements SectorExposureRiskFrameworkAlgorithm

Browse Source 
This algorithm and its regression test are meant to test the `MaximumSectorExposureRiskManagementModel`.
This commit is contained in:
AlexCatarino
2018-05-01 17:35:49 +01:00
parent 182e8b46ad
commit 61b5859446
6 changed files with 175 additions and 3 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Algorithm.Python/QuantConnect.Algorithm.Python.csproj
+1
View File
@@ -140,6 +140,7 @@
<None Include="CustomSecurityInitializerAlgorithm.py" />
</ItemGroup>
<ItemGroup>
<Content Include="SectorExposureRiskFrameworkAlgorithm.py" />
<None Include="TimeInForceAlgorithm.py" />
<Content Include="PairsTradingAlphaModelFrameworkAlgorithm.py" />
<Content Include="StandardDeviationExecutionModelRegressionAlgorithm.py" />