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feature-optimize-python-load
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8 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 19f1806ddc Address review: readd Framework project 2019-04-03 21:55:43 -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
David c35649b1b5 Add support for trailing portfolio stop loss 2018-11-04 08:41:38 +08:00
David 879843c9a8 Refactored TotalDrawdownPercent() 2018-10-26 09:03:07 +01:00
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
David 3b089af75a Added MaximumDrawdownPercentPortfolio Risk Management Model 
Updates
 2018-10-25 00:03:36 +01:00