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Implements SectorExposureRiskFrameworkAlgorithm

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This algorithm and its regression test are meant to test the `MaximumSectorExposureRiskManagementModel`.
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AlexCatarino
2018-05-01 17:35:49 +01:00
parent 182e8b46ad
commit 61b5859446
6 changed files with 175 additions and 3 deletions
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Algorithm.Python/QuantConnect.Algorithm.PythonTools.pyproj
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@@ -98,6 +98,7 @@
<Compile Include="RollingWindowAlgorithm.py" />
<Compile Include="ScheduledEventsAlgorithm.py" />
<Compile Include="ScheduledUniverseSelectionModelRegressionAlgorithm.py" />
<Compile Include="SectorExposureRiskFrameworkAlgorithm.py" />
<Compile Include="StandardDeviationExecutionModelRegressionAlgorithm.py" />
<Compile Include="UniverseSelectionDefinitionsAlgorithm.py" />
<Compile Include="UniverseSelectionRegressionAlgorithm.py" />