20c6db9b01
Merge pull request #1763 from QuantConnect/bug-1762-manual-selection-add-symbols-to-symbolcache
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Add entries to SymbolCache for ManualPortoflioSelectionModel symbols
2018-03-23 17:53:58 -04:00
794c71bb55
Add entries to SymbolCache for ManualPortoflioSelectionModel symbols
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This ensures similar behavior to using AddSecurity directly.
2018-03-23 17:07:37 -04:00
a7128ad0db
Add QC500PortfolioSelectionModel
2018-03-23 15:10:39 -04:00
b8cfbd7c24
Improves error message in python wrappers
2018-03-14 12:30:50 +00:00
35d29060d0
Implements python support for custom models in framework
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Adds method overload that accept a `PyObject` to `SetAlpha`, `SetExecution`, `SetPortfolioConstruction`, `SetPortfolioSelection` and `SetRiskManagement`. In these methods, a custom model written in python will be wrapped around the respective `PythonWrapper`.
2018-03-13 11:35:31 +00:00
f3596c310a
Adds coarse/fine convenience portfolio selection methods/classes
2017-12-14 15:44:51 -05:00
c5da7fe5fe
Add FundamentalPortfolioSelectionModel base class
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This class provides a base class so the user only needs to provide the required
coarse/fine selection functions.
2017-12-08 10:07:54 -05:00
d6496ebb85
Change ManualPortfolioSelectionModel to accept params Symbol
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This will make life easier for python while also keeping things easy for csharp.
2017-12-08 10:07:54 -05:00
b8f6afe4e8
Add model setter methods
2017-12-08 10:07:54 -05:00
0591d45db2
Add QCAlgorithmFramwork w/ IPortfolioSelectionModel
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Adds a default implementation of IPortfolioSelectionModel that creates a
universe using the securities explicitly defined by the user.
2017-12-08 10:07:53 -05:00
Jared