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Author SHA1 Message Date
Ricardo Andrés Marino Rojas 3712786301 Enable custom Python optimizer in C# MeanVarianceOptimizationPortfolioConstructionModel (#7274)
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* Solve bug and add regression test

The bug was raised because, when trying to use C#
MeanVarianceOptimizationPortfolioConstructionModel from a Python
algorithm, there wasn't a constructor that accepted a portfolio optimizer
as a PyObject. Additionally, there wasn't also a Python Wrapper to wrapp
that portfolio optimizer.

- Add PortfolioOptimizerPythonWrapper.cs
- Add constructor in
  MeanVarianceOptimizationPortfolioConstructionModel.cs that accepts
  portfolio optimizer as a PyObject
- Add regression algorithms to cover the changes

* Improve constructor overload implementation

* Change implementation to follow API pattern

* Enhance implementation and add unit tests

* Enhance implementation and add more unit tests

* Enhance implementation
2023-05-25 10:15:56 -03:00