Enables custom volatility models in python algorithms

Creates a python wrapper for volatility models created in python algorithms and adds a method to the Security object to set such models. Adds an algorithm to show how volatility models can be implemented.
2018-01-29 23:27:58 +00:00
parent 82d403afd3
commit dd14821e75
6 changed files with 186 additions and 0 deletions
@@ -137,6 +137,7 @@
  <ItemGroup>
    <Content Include="BasicTemplateFrameworkAlgorithm.py" />
    <Content Include="BasicTemplateLibrary.py" />
+    <Content Include="CustomVolatilityModelAlgorithm.py" />
    <Content Include="HistoryAlgorithm.py" />
    <Content Include="UniverseSelectionDefinitionsAlgorithm.py" />
  </ItemGroup>