Commit Graph

5 Commits

Author SHA1 Message Date
AlexCatarino b20716a282 Adds python version CompositeRiskManagementModel
The C# version was supposed to handle python modules, but when they inherit from a C# module, pythonnet send them as C# objects. Consequently, they are not wrapped and cannot be used. The python version of `CompositeRiskManagementModel` solves the issue.

- Implements python version of `MaximumUnrealizedProfitPercentPerSecurity`

- Updates `CompositeRiskManagementModelFrameworkAlgorithm` in order to use python risk model.
2018-11-06 23:22:53 +00:00
Stefano Raggi 5c9b81cef1 Fix Python initialization and imports for multiple tests 2018-10-02 20:28:13 +02:00
Stefano Raggi c6092648bd Update Python version of MaximumDrawdownPercentPerSecurity to be same as C# version 2018-08-02 12:51:27 +02:00
AlexCatarino 97d6420e2a Python risk management models subclass C# RiskManagementModel
- Adds python version of `NullRiskManagementModel`
2018-05-15 20:52:13 +01:00
AlexCatarino d81de45772 Implements python version of MaximumDrawdownPercentPerSecurity. 2018-04-27 22:29:10 +01:00