Commit Graph

2 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 82e5af0408 Add CompositeRiskManagementModelFrameworkAlgorithm Python regression 2018-10-24 22:45:13 +02:00