Commit Graph

3 Commits

Author SHA1 Message Date
Michael Handschuh fdc866fda0 Reverting 'Merge pull request #2483 python-history-provider'
We didn't experience the expected performance improvements. Locally under
unit test there was aboout an order of magnitude throughput increase, but
when run against the history benchmark, this new approach was 60% slower.
We're reverting this for now to perform further analysis and better
understand the performance profiling of the python history stack.
2018-09-18 18:37:23 -04:00
AlexCatarino 3e4a71cd50 Creates QCAlgorithm.py: a bridge between C# QCAlgorithm and python algorithms 2018-09-17 19:05:48 +01:00
AlexCatarino 61b5859446 Implements SectorExposureRiskFrameworkAlgorithm
This algorithm and its regression test are meant to test the `MaximumSectorExposureRiskManagementModel`.
2018-05-03 21:53:14 +01:00