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Adds New Static Members to LiquidETFUniverse

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New members represent the different ETF categories. Each one has a `List<Symbol>` for Long and Inverse ETFs.
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AlexCatarino
2019-11-07 17:01:15 +00:00
parent 697d4d487e
commit fb76003048
5 changed files with 329 additions and 90 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
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@@ -84,6 +84,7 @@
<Content Include="KerasNeuralNetworkAlgorithm.py" />
<None Include="PsychSignalSentimentRegressionAlgorithm.py" />
<Content Include="CustomDataUsingMapFileRegressionAlgorithm.py" />
<Content Include="LiquidETFUniverseFrameworkAlgorithm.py" />
<Content Include="SetHoldingsMultipleTargetsRegressionAlgorithm.py" />
<Content Include="TradingEconomicsCalendarIndicatorAlgorithm.py" />
<Content Include="OnEndOfDayRegressionAlgorithm.py" />