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Adds python version of PairsTradingAlphaModelFrameworkAlgorithm

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AlexCatarino
2018-04-25 13:45:44 +01:00
parent 9c4b85b693
commit 991b15a6d1
4 changed files with 54 additions and 0 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
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@@ -140,6 +140,7 @@
<None Include="CustomSecurityInitializerAlgorithm.py" />
</ItemGroup>
<ItemGroup>
<Content Include="PairsTradingAlphaModelFrameworkAlgorithm.py" />
<Content Include="StandardDeviationExecutionModelRegressionAlgorithm.py" />
<Content Include="VolumeWeightedAveragePriceExecutionModelRegressionAlgorithm.py" />
<None Include="BasicTemplateCryptoAlgorithm.py" />