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3 Commits

Author SHA1 Message Date
Michael Handschuh 343bbf2c59 Add IPortfolioConstructionModel 
The portoflio construction model generates portoflio targets from signals
 2017-12-08 10:07:53 -05:00
Michael Handschuh 514434692b Add ISignalModel 
This change includes a check to prevent users from overriding methods  required
by the framework. This is non-ideal and we should perhaps look into alternatives
to this approach, which could involve additional methods on IAlgorithm. In order
to not lose access to these events at the algorithm level, we could expose them
as C# events (not sure python compatibility?)
 2017-12-08 10:07:53 -05:00
Michael Handschuh e4e82bd2bc Add BasicTemplateFrameworkAlgorithm 
This example algorithm serves as a template for building framework algorithms
 2017-12-08 10:07:53 -05:00