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4 Commits

Author SHA1 Message Date
AlexCatarino 6dbe83d0be Renames PairsTradingAlphaModel 
- Since it will be used as a base class for other pairs trading models, it was ranamed as BasePairsTradingAlphaModel

- Use a tuple of symbols are key of BasePairsTradingAlphaModel._pairs dictionary.
 2018-07-11 23:40:29 +01:00
AlexCatarino e815fe8cba Refactors PairsTradingAlphaModel 
Instead of using a single, pre-defined, pair set in the class constructor, the pair is defined when securities are changed, therefore depending on the universe selection model.
 2018-07-11 23:40:29 +01:00
Stefano Raggi 18b8b7c971 Fixed Python imports causing failures when running all regressions at once 2018-07-03 21:03:35 +02:00
AlexCatarino 991b15a6d1 Adds python version of PairsTradingAlphaModelFrameworkAlgorithm 2018-04-25 13:45:44 +01:00