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Coarse tiingo new universe selection algorithm

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- Adding an example algorithm of a custom universe selection using
  coarse data and adding tiingo news. If conditions are met will add the
  underlying and trade it
- Adding required UniversePythonWrapper
This commit is contained in:
Martin Molinero
2020-06-12 19:55:27 -03:00
parent 5455c34a9b
commit b575880739
10 changed files with 363 additions and 10 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
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@@ -84,6 +84,7 @@
<None Include="BasicTemplateOptionsPriceModel.py" />
<Content Include="Benchmarks\SECReportBenchmarkAlgorithm.py" />
<Content Include="Benchmarks\SmartInsiderEventBenchmarkAlgorithm.py" />
<Content Include="CoarseTiingoNewsUniverseSelectionAlgorithm.py" />
<Content Include="ConsolidateRegressionAlgorithm.py" />
<Content Include="CustomDataAddDataOnSecuritiesChangedRegressionAlgorithm.py" />
<Content Include="CustomDataAddDataCoarseSelectionRegressionAlgorithm.py" />