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	0591d45db2	Add QCAlgorithmFramwork w/ IPortfolioSelectionModel ... Adds a default implementation of IPortfolioSelectionModel that creates a universe using the securities explicitly defined by the user.	2017-12-08 10:07:53 -05:00