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
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- 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
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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
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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
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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