github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
6,460 Commits 16 Branches 4,269 Tags
433feff1dfacfdcea85e3374526dbbfebdcff2fb
Commit Graph

3 Commits

Author SHA1 Message Date
Michael Handschuh d3bf5159ca Make execution models overrideable 2018-05-07 16:13:10 -04:00
Michael Handschuh 41a6e582f3 Convert framework model parameters to use arrays 
Arrays make for easier consumption in python algorithms
 2018-04-10 19:24:35 -04:00
Michael Handschuh 1dd84c65df Add NullExecutionModel and NullPortfolioConstructionModel 
When focusing on generating alpha signals we don't need t both with execution or
portfolio construction models. Instead we can judge how well we do based on our
generated alphas. By not submitting orders, backtests and live performance is
greatly improved.
 2018-01-02 14:53:40 -05:00