Adds ETF(...) to UniverseDefinitions (#5873)
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Adds ETF(...) to UniverseDefinitions
* Adds ETF constituents universe framework regression algorithm
for C#/Python
* Address review: adds test cases for ticker/Symbol ETF universe additions
* Fixes bug where null Market would result in null dereference exception
* Address review: add missing Index tests
* Address review: don't hardcode market when creating constituent universe
* Uses Brokerage Model's default markets collection to determine
the market for the given security type
* Address review: restore QC500 and DollarVolume.Top(...)
* Restores algorithms related to both helper universe
definition methods
* Address review: remove copy to output directory for python algos
* Add example algorithms for ETF constituent universes using custom RSI alpha model
* Address review: adjust algorithm to use cache + algo RSI & clean up code
* Address review: make ETF Constituent RSI Alpha Model algo a regression test
* Address review: increase trade count and remove single trade logic
This commit is contained in:
@@ -43,7 +43,6 @@
|
||||
<Compile Include="CompositeRiskManagementModelFrameworkAlgorithm.py" />
|
||||
<Compile Include="ConfidenceWeightedFrameworkAlgorithm.py" />
|
||||
<Compile Include="ConsolidateRegressionAlgorithm.py" />
|
||||
<Compile Include="ConstituentsQC500GeneratorAlgorithm.py" />
|
||||
<Compile Include="ConstituentsUniverseRegressionAlgorithm.py" />
|
||||
<Compile Include="ConvertToFrameworkAlgorithm.py" />
|
||||
<Compile Include="CustomBuyingPowerModelAlgorithm.py" />
|
||||
|
||||
Reference in New Issue
Block a user