Commit Graph

3 Commits

Author SHA1 Message Date
AlexCatarino 0d64032dfe Remove logging 2019-03-12 16:36:40 +00:00
AlexCatarino fa179b4659 Fix QC500 bugs and inconsistencies
- ConstituentsQC500GeneratorAlgorithm:
  - Change monthly flag to be consistent with Selection Model that cannot use Schedule events.
  - Use a Dictionary keyed by `Symbol` instead of `string`.
  - Selector functions return `Universe.Unchanged` instead of empty list;
  -Refactoring and more informative logging.
- QC500UniverseSelectionModel
  - SelectFine methods were performing all the logics every day and it should be only once per month
  - Log and return `Universe.Unchanged` before division by zero if universe drops to zero members after filtering before selection by sector.
  - Refactoring
2019-03-12 10:57:01 +00:00
AlexCatarino f723952457 Implements python version of QC500UniverseSelectionModel 2018-05-09 11:37:25 +01:00