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feature-python-dataframe-performance-2
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2 Commits

Author SHA1 Message Date
Martin Molinero 3679ad591f Address reviews 
- Improve custom rebalance function logic
- Add new PyObject C# PCM constructor overloads for performance
 2020-02-14 16:38:16 -03:00
Martin Molinero e12788375b Adding IDateRule rebalacing PCM 
- Adding IDateRule to be used by the PortfolioConstructionModel as
rebalancing function.
- Adding unit tests and C#/Py regression algorithms
 2020-02-13 18:23:15 -03:00