Commit Graph

7 Commits

Author SHA1 Message Date
Stefano Raggi 5c9b81cef1 Fix Python initialization and imports for multiple tests 2018-10-02 20:28:13 +02:00
AlexCatarino 86e85163d8 Python alpha models subclass C# AlphaModel 2018-05-15 22:29:34 +01:00
AlexCatarino 6e1d113922 Minor models fixes
- ConstantAlphaModel.py: sets default value `None` for magnitude and confidence
- BlackLittermanPortfolioConstructionModel.py: removes logging.
2018-05-03 21:50:11 +01:00
AlexCatarino fd461ed252 Refactors python framework models to avoid using generator
We are not using python lists instead of generator (yield) because we get better exception information in this case. The aim is to lead users to avoid using generators and/or know its limitations.
2018-04-26 19:31:11 +01:00
AlexCatarino f3135b118e Adds Name attribute to python alpha models
These `Name` values match those in C# alpha models.
2018-04-19 18:04:01 +01:00
AlexCatarino 58493a2f21 Updates python version Lean AlphaModels to reflect API changes
Refactors unit tests.
2018-04-11 11:16:04 +01:00
AlexCatarino 8325b77c07 Adds python version of ConstantAlphaModel 2018-04-11 11:07:51 +01:00