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Merge pull request #3016 from QuantConnect/feature-3015-add-weight-to-insights

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Add Insight optional Weight
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Jared
2019-06-04 16:52:48 -07:00
committed by GitHub
parent 26f4a0a490 ac53e2a790
commit a2a63ae058
16 changed files with 847 additions and 32 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
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@@ -65,6 +65,7 @@
<Content Include="BasicTemplateFuturesFrameworkAlgorithm.py" />
<Content Include="BasicTemplateOptionsFrameworkAlgorithm.py" />
<Compile Include="Properties\AssemblyInfo.cs" />
<Content Include="InsightWeightingFrameworkAlgorithm.py" />
<None Include="CompositeRiskManagementModelFrameworkAlgorithm.py" />
<None Include="BlackLittermanPortfolioOptimizationFrameworkAlgorithm.py" />
<None Include="packages.config" />