Added new alpha: Lunch Break Mean Reversion Alpha (#2931)

* Create MeanReversionLunchBreakAlpha.py
2019-02-20 18:58:53 -08:00
parent 42bd32b15c
commit bc2d1c1963
2 changed files with 122 additions and 0 deletions
@@ -38,6 +38,7 @@
  <ItemGroup>
    <Content Include="Alphas\ForexCalendarAlpha.py" />
    <Content Include="Alphas\GlobalEquityMeanReversionIBSAlpha.py" />
+    <Content Include="Alphas\MeanReversionLunchBreakAlpha.py" />
    <Content Include="Alphas\RebalancingLeveragedETFAlpha.py" />
    <Content Include="BasicSetAccountCurrencyAlgorithm.py" />
    <Content Include="BasicTemplateFuturesFrameworkAlgorithm.py" />