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quantconnect--lean/Algorithm.Framework
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AlexCatarino 433feff1df Implements python version of FundamentalUniverseSelectionModel 
- This version serves two purposes: example of universe selection model and base class for other universe selection models, since the pythonnet doesn't deal well with inheritance of abstract classes.

- Adds PyObject overload to `CoarseFundamentalUniverse`.
2018-05-08 18:54:17 +01:00
..
Alphas
Make alpha models overrideable
2018-05-07 16:13:10 -04:00
Execution
Use VWAP indicator from indicators project
2018-05-07 16:13:10 -04:00
Portfolio
Make portfolio construction models overrideable
2018-05-07 16:13:10 -04:00
Properties
Add QuantConnect.Algorithm.Framework csproj
2017-12-08 10:07:53 -05:00
Risk
Make risk management models overrideable
2018-05-07 16:14:13 -04:00
Selection
Implements python version of FundamentalUniverseSelectionModel
2018-05-08 18:54:17 +01:00
INotifiedSecurityChanges.cs
Rename INotifiedSecuritiesChanged -> INotifiedSecurityChanges
2017-12-08 10:07:54 -05:00
NotifiedSecurityChanges.cs
Adds VWAP and STD execution models
2018-04-06 16:30:26 -04:00
packages.config
Updates pythonnet
2018-04-09 18:59:59 +01:00
QCAlgorithmFramework.cs
Fix risk adjusted targets debug logging
2018-04-18 10:36:15 -04:00
QCAlgorithmFramework.Python.cs
Rename SetPortfolioSelection to SetUniverseSelection
2018-04-10 16:55:31 -04:00
QuantConnect.Algorithm.Framework.csproj
Implements python version of FundamentalUniverseSelectionModel
2018-05-08 18:54:17 +01:00
QuantConnect.Algorithm.Framework.nuspec
Add algorithm.framework nuspec file
2018-04-30 16:23:32 -04:00