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Implements BasicTemplateFuturesFrameworkAlgorithm

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This algorithm shows how to implement a futures strategy in a framework algorithm.
`FutureUniverseSelectionModel` portfolio selection model was implemented to provide a base class to help create other futures universe selection models.
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AlexCatarino
2018-07-30 22:21:47 +01:00
parent 9d918a2f49
commit e5ed09924b
8 changed files with 544 additions and 0 deletions
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Algorithm.Python/QuantConnect.Algorithm.PythonTools.pyproj
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@@ -24,6 +24,7 @@
<ItemGroup>
<Compile Include="AddRemoveSecurityRegressionAlgorithm.py" />
<Compile Include="BasicTemplateCryptoAlgorithm.py" />
<Compile Include="BasicTemplateFuturesFrameworkAlgorithm.py" />
<Compile Include="BasicTemplateIntrinioEconomicData.py" />
<Compile Include="BasicTemplateOptionsFrameworkAlgorithm.py" />
<Compile Include="BlackLittermanPortfolioOptimizationFrameworkAlgorithm.py" />