Implement PortfolioBias for MVOPCM, BLOPCM, AIPCM
- Implement portfolio bias for `MeanVarianceOptimizationPortfolioConstructionModel`, `BlackLittermanOptimizationPortfolioConstructionModel`, `AccumulativeInsightPortfolioConstructionModel`. Adding unit tests
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@@ -65,8 +65,4 @@ class MeanVarianceOptimizationFrameworkAlgorithm(QCAlgorithm):
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# Drops SPY after the 8th
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last = 3 if self.Time.day > 8 else len(self.symbols)
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return self.symbols[0:last]
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def OnOrderEvent(self, orderEvent):
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if orderEvent.Status == OrderStatus.Filled:
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self.Debug(orderEvent)
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return self.symbols[0:last]
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