Adds support for custom models for python

Adds support for fee, fill and slippage custom modelling. Adds CustomModelsAlgorithm to showcase the new feature Modifies C# version of CustomModelsAlgorithm to match existing data in github
2017-09-28 16:47:58 +01:00
parent 6f173f5f6f
commit 9998e65df9
9 changed files with 410 additions and 5 deletions
@@ -23,6 +23,7 @@
  </PropertyGroup>
  <ItemGroup>
    <Compile Include="AddRemoveSecurityRegressionAlgorithm.py" />
+    <Compile Include="CustomModelsAlgorithm.py" />
    <Compile Include="BasicTemplateAlgorithm.py" />
    <Compile Include="BasicTemplateFillForwardAlgorithm.py" />
    <Compile Include="BasicTemplateFuturesAlgorithm.py" />