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Implements G10CurrencySelectionModel

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Implements `G10CurrencySelectionModel` as an example of a selection model with a fixed list of securities.
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AlexCatarino
2019-04-05 00:21:14 +01:00
parent da0a14c722
commit a0dce83b72
7 changed files with 201 additions and 2 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
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@@ -52,6 +52,7 @@
<Content Include="Alphas\TripleLeverageETFPairVolatilityDecayAlpha.py" />
<Content Include="Alphas\VIXDualThrustAlpha.py" />
<Content Include="BasicSetAccountCurrencyAlgorithm.py" />
<None Include="G10CurrencySelectionModelFrameworkAlgorithm.py" />
<Content Include="ExpiryHelperAlphaModelFrameworkAlgorithm.py" />
<Content Include="BasicTemplateFuturesFrameworkAlgorithm.py" />
<Content Include="BasicTemplateOptionsFrameworkAlgorithm.py" />