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Update CoarseFundamentalTop5Algorithm to run as cloud regression test

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- The algorithm has been renamed to CoarseFundamentalTop3Algorithm and updated to select the Top 3 instead of Top 5.
- The only new data required is daily, map and factor file for FB and has been added (map and factor files are dated 6/4/2018, as required by all regression tests).
- The coarse fundamental open source data has been updated.
- The expected regression statistics for the algorithm have been updated.
This commit is contained in:
Stefano Raggi
2018-07-31 21:20:06 +02:00
parent 9d918a2f49
commit dc4b961ec8
18 changed files with 77386 additions and 77117 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
+1 -1
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@@ -70,7 +70,7 @@
<None Include="build.bat" />
<None Include="CoarseFineFundamentalComboAlgorithm.py" />
<None Include="CoarseFineFundamentalRegressionAlgorithm.py" />
<None Include="CoarseFundamentalTop5Algorithm.py" />
<None Include="CoarseFundamentalTop3Algorithm.py" />
<None Include="CompositeAlphaModelFrameworkAlgorithm.py" />
<None Include="ConstituentsQC500GeneratorAlgorithm.py" />
<None Include="CustomBenchmarkAlgorithm.py" />