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feature-optimize-python-load
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7 Commits

Author SHA1 Message Date
Martin Molinero cfa08a11fb Address reviews 
- Removing `using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm`
- Removing `QCAlgorithmFrameworkBridge`
- Removing `IsFrameworkAlgorithm`
- Making `EmitInsightBasedOnFill` private. Adding new
`IOrderEventProvider` exposing an `event` to which `QCAlgorithm` will
subscribe.
- `AccountType.Cash` algorithms will be allowed to manually trade and
emight insights manually or with alpha model.
 2019-04-03 21:55:44 -03:00
Martin Molinero 32ac3146b4 Merge Framework and Classic Algorithms 
- Merging Framework and Bridge algorithms into classic QCAlgorithm
class.
- Removing Framework project, VS17 and VS15
 2019-04-03 21:54:32 -03:00
AlexCatarino 5389f9bf8b Implements python version of MaximumDrawdownPercentPortfolio 
- Implements python version of `MaximumDrawdownPercentPortfolio`
- Implements python version of  `MaximumPortfolioDrawdownFrameworkAlgorithm`
 2018-11-06 23:52:52 +00:00
David 537d168d4c Fix algo description 2018-11-04 12:28:19 +08:00
David c35649b1b5 Add support for trailing portfolio stop loss 2018-11-04 08:41:38 +08:00
David f41315cb69 Remove non-conforming features 2018-10-25 23:40:50 +01:00
David dfd8027715 Add regression algorithm - MaximumPortfolioDrawdownFrameworkAlgorithm 2018-10-25 00:03:57 +01:00