Add new machine learning demonstration algorithms

This commit is contained in:
Daniel Chen
2019-07-05 14:10:29 -07:00
parent 1ca668a2f5
commit 6e76f5742d
6 changed files with 491 additions and 0 deletions
@@ -54,12 +54,16 @@
<Content Include="Alphas\VIXDualThrustAlpha.py" />
<Content Include="BasicCSharpIntegrationTemplateAlgorithm.py" />
<Content Include="BasicSetAccountCurrencyAlgorithm.py" />
<Content Include="KerasNeuralNetworkAlgorithm.py" />
<Content Include="TradingEconomicsCalendarIndicatorAlgorithm.py" />
<Content Include="OnEndOfDayRegressionAlgorithm.py" />
<Content Include="SECReportDataAlgorithm.py" />
<Content Include="USEnergyInformationAdministrationAlgorithm.py" />
<None Include="NLTKSentimentTradingAlgorithm.py" />
<None Include="PytorchNeuralNetworkAlgorithm.py" />
<None Include="RawPricesUniverseRegressionAlgorithm.py" />
<None Include="CapmAlphaRankingFrameworkAlgorithm.py" />
<None Include="ScikitLearnLinearRegressionAlgorithm.py" />
<None Include="SmaCrossUniverseSelectionAlgorithm.py" />
<Content Include="Benchmarks\StatefulCoarseUniverseSelectionBenchmark.py" />
<Content Include="Benchmarks\StatelessCoarseUniverseSelectionBenchmark.py" />
@@ -72,6 +76,7 @@
<None Include="CompositeRiskManagementModelFrameworkAlgorithm.py" />
<None Include="BlackLittermanPortfolioOptimizationFrameworkAlgorithm.py" />
<None Include="packages.config" />
<None Include="TensorFlowNeuralNetworkAlgorithm.py" />
<None Include="TiingoDailyDataAlgorithm.py" />
<None Include="PearsonCorrelationPairsTradingAlphaModelFrameworkAlgorithm.py" />
</ItemGroup>