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Centralize algorithm imports

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Martin-Molinero
2021-06-11 19:54:19 -03:00
parent 40a5060192
commit da6e13e4b3
204 changed files with 595 additions and 2616 deletions
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Algorithm.Python/MeanVarianceOptimizationFrameworkAlgorithm.py
+3 -19
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@@ -1,4 +1,4 @@
# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
# QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
# Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
#
# Licensed under the Apache License, Version 2.0 (the "License");
@@ -11,25 +11,9 @@
# See the License for the specific language governing permissions and
# limitations under the License.
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Algorithm.Framework")
AddReference("QuantConnect.Common")
from System import *
from QuantConnect import *
from QuantConnect.Orders import *
from QuantConnect.Algorithm import *
from QuantConnect.Algorithm.Framework import *
from QuantConnect.Algorithm.Framework.Alphas import *
from QuantConnect.Algorithm.Framework.Execution import *
from QuantConnect.Algorithm.Framework.Portfolio import *
from QuantConnect.Algorithm.Framework.Risk import *
from QuantConnect.Algorithm.Framework.Selection import *
from AlgorithmImports import *
from Portfolio.MeanVarianceOptimizationPortfolioConstructionModel import *
### <summary>
### Mean Variance Optimization algorithm
### Uses the HistoricalReturnsAlphaModel and the MeanVarianceOptimizationPortfolioConstructionModel
@@ -69,4 +53,4 @@ class MeanVarianceOptimizationFrameworkAlgorithm(QCAlgorithm):
def OnOrderEvent(self, orderEvent):
if orderEvent.Status == OrderStatus.Filled:
self.Log(str(orderEvent))
self.Log(str(orderEvent))