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

Implement AddUniverseSelectionModel

Browse Source 
- Implementing `QCAlgorithm.AddUniverseSelectionModel`
- Adding C#/Py regression algorithms using the new API
- Modifying `ManualUniverSelectionModels` symbol, adding hash of
the selected `Symbol.Values`
- Modifying `Coarse` and `Fine` symbol, adding random GUID
- Adding `NullUniverseSelectionModel`
This commit is contained in:
Martin Molinero
2019-04-08 15:56:27 -03:00
parent 451e6f6642
commit 91f19f781d
14 changed files with 532 additions and 15 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Algorithm.Python/QuantConnect.Algorithm.Python.csproj
+1
View File
@@ -38,6 +38,7 @@
<ItemGroup>
<Content Include="AddAlphaModelAlgorithm.py" />
<Content Include="AddRiskManagementAlgorithm.py" />
<Content Include="AddUniverseSelectionModelAlgorithm.py" />
<Content Include="Alphas\ContingentClaimsAnalysisDefaultPredictionAlpha.py" />
<Content Include="Alphas\ForexCalendarAlpha.py" />
<Content Include="Alphas\GasAndCrudeOilEnergyCorrelationAlpha.py" />