aac5cb65ce
Updates Framework example algorithms to use Set model methods
2018-05-07 14:20:35 +01:00
a56d02e8a2
Set default values for MacdAlphaModel ctor args
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Model constructor arguments changed to only accept MACD indicator parameters.
2018-04-03 16:20:38 -04:00
d87c121d4b
Rename IPortfolioSelectionModel -> IUniverseSelectionModel
2018-03-29 12:18:44 -04:00
c5704a1cd4
Rename SimplePortfolioConstructionModel -> EqualWeightingPortoflioConstructionModel
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The simple name was too simple and too vague. Equal weighting nicely
describes the purpose and intent of this model
2018-03-26 17:33:13 -04:00
b4b3aae112
Rename Signal -> Alpha
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Whoa... I think I got everything :)
2017-12-15 18:24:58 -05:00
d0b7c9b31e
Make ISignal.Period a required field
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Requiring a period here forces signal models to place a time frame on
when their signal is valid. This also allows consumers of signals to
have some expectation of when a prediction should come to fruition.
2017-12-10 08:41:29 -05:00
2f319fdbdf
Add MACDSignalModel and CustomFrameworkModelsAlgorithm
2017-12-08 10:07:54 -05:00
AlexCatarino