The exception in ignored because the generator isn't closed until it is being deleted (automatically in this case, when Python exits); the generator __del__ handler closes the generator, which triggers an exception of there is one.
Adds method overload that accept a `PyObject` to `SetAlpha`, `SetExecution`, `SetPortfolioConstruction`, `SetPortfolioSelection` and `SetRiskManagement`. In these methods, a custom model written in python will be wrapped around the respective `PythonWrapper`.
Michael Handschuh