github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity

Adding IDateRule rebalacing PCM

Browse Source 
- Adding IDateRule to be used by the PortfolioConstructionModel as
rebalancing function.
- Adding unit tests and C#/Py regression algorithms
This commit is contained in:
Martin Molinero
2020-02-13 11:37:12 -03:00
parent 26c731f895
commit e12788375b
18 changed files with 383 additions and 11 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Algorithm.Python/QuantConnect.Algorithm.Python.csproj
+1
View File
@@ -91,6 +91,7 @@
<Content Include="LiquidETFUniverseFrameworkAlgorithm.py" />
<Content Include="LiveFeaturesAlgorithm.py" />
<Content Include="PortfolioRebalanceOnCustomFuncRegressionAlgorithm.py" />
<Content Include="PortfolioRebalanceOnDateRulesRegressionAlgorithm.py" />
<Content Include="SetHoldingsMultipleTargetsRegressionAlgorithm.py" />
<Content Include="TradingEconomicsCalendarIndicatorAlgorithm.py" />
<Content Include="OnEndOfDayRegressionAlgorithm.py" />