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Merge pull request #3100 from Martin-Molinero/performance-3096-add-stateful-stateless-coarse-universe-selection

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Adding new Coarse performance benchmarks
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Jared
2019-04-18 14:31:18 -07:00
committed by GitHub
parent 0ace6ce5b3 b5c216f7f3
commit b7de35df78
8 changed files with 295 additions and 14 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
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@@ -56,6 +56,8 @@
<Content Include="BasicSetAccountCurrencyAlgorithm.py" />
<None Include="RawPricesUniverseRegressionAlgorithm.py" />
<None Include="CapmAlphaRankingFrameworkAlgorithm.py" />
<Content Include="Benchmarks\StatefulCoarseUniverseSelectionBenchmark.py" />
<Content Include="Benchmarks\StatelessCoarseUniverseSelectionBenchmark.py" />
<Content Include="G10CurrencySelectionModelFrameworkAlgorithm.py" />
<Content Include="ExpiryHelperAlphaModelFrameworkAlgorithm.py" />
<Content Include="BasicTemplateFuturesFrameworkAlgorithm.py" />