Adds GreenblattMagicFormulaAlpha

- Adds C# version
- Minor improments in python version
This commit is contained in:
AlexCatarino
2019-03-05 22:53:38 +00:00
parent 587bb4d279
commit df6bdedd64
4 changed files with 313 additions and 30 deletions
@@ -1,4 +1,4 @@
<?xml version="1.0" encoding="utf-8"?>
<?xml version="1.0" encoding="utf-8"?>
<Project ToolsVersion="12.0" DefaultTargets="Build" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
<Import Project="$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props" Condition="Exists('$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props')" />
<PropertyGroup>
@@ -40,7 +40,7 @@
<Content Include="Alphas\GasAndCrudeOilEnergyCorrelationAlpha.py" />
<Content Include="Alphas\GlobalEquityMeanReversionIBSAlpha.py" />
<Content Include="Alphas\IntradayReversalCurrencyMarketsAlpha.py" />
<Content Include="Alphas\GreenblattMagicFormulaAlgorithm.py" />
<Content Include="Alphas\GreenblattMagicFormulaAlpha.py" />
<Content Include="Alphas\MeanReversionLunchBreakAlpha.py" />
<Content Include="Alphas\SykesShortMicroCapAlpha.py" />
<Content Include="Alphas\RebalancingLeveragedETFAlpha.py" />