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4 Commits

Author SHA1 Message Date
Martin-Molinero 03f56481d4 Refactor python algorithm import (#5657)
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Python research import improvements

- Improve start.py for research env
- Remove unrequired imports

* Centralize algorithm imports

* Add regression test GH action

* Unit test python import clean up

* Join research and main imports

* More python import clean up

* Fix failing skipped regression algorithm
 2021-06-15 19:06:06 -03:00
Colton Sellers faa4e91e04 Test 4249 fix regression algorithms executed together (#4832) 
* Fix for running regressions algorithms together

* Remove unneeded changes
 2020-10-08 19:59:06 -03:00
Martin Molinero 983d84bf01 Implement PortfolioBias for MVOPCM, BLOPCM, AIPCM 
- Implement portfolio bias for
`MeanVarianceOptimizationPortfolioConstructionModel`,
`BlackLittermanOptimizationPortfolioConstructionModel`,
`AccumulativeInsightPortfolioConstructionModel`. Adding unit tests
 2020-02-21 12:12:59 -03:00
AlexCatarino c2ff03caad Implements PortfolioBias in EWPCM and IWPCM 
Implements `PortfolioBias` in EWPCM, CWPCM and IWPCM. With this new feature, these PCM will ignore insights that do not respect the desired bias. E.g. for `PortfolioBias.Long`, on Insights with `InsightDirection.Up` will be converted into `PortfolioTarget.Quantity` greater than zero and other `InsightDirection` will result in `PortfolioTarget.Quantity` of zero.
 2020-02-20 19:29:12 -03:00