Commits

History for

Commits on Apr 18, 2018

Fix risk adjusted targets debug logging
mchandschuh
committed
1b8a584

Commits on Apr 17, 2018

Add Insight.SourceModel
mchandschuh
committed
c3c6a9a

Commits on Apr 10, 2018

Add targets parameter to IRiskManagementModel.ManageRisk
mchandschuh
committed
3d7c49d
Convert framework model parameters to use arrays
mchandschuh
committed
41a6e58
Rename SetPortfolioSelection to SetUniverseSelection
mchandschuh
committed
b63f148

Commits on Apr 6, 2018

Only log insights in debug mode
mchandschuh
committed
8e6c511
Emit warning message when using framework w/ cash modelling
mchandschuh
committed
81ec105
Add SecurityHolding.Target and check when removing from universe
mchandschuh
committed
f30709a
Adds VWAP and STD execution models
mchandschuh
committed
92c5e64
Add QCAlgorithmFramework.DebugMode
mchandschuh
committed
a443be7

Commits on Mar 29, 2018

Rename IPortfolioSelectionModel -> IUniverseSelectionModel
mchandschuh
committed
d87c121

Commits on Mar 27, 2018

Update ManageRisk to return portfolio targets
mchandschuh
committed
e73a3eb

Commits on Mar 13, 2018

Implements python support for custom models in framework
AlexCatarino
committed
35d2906

Commits on Mar 12, 2018

Removes the abstract classifier of QCAlgorithmFramework
AlexCatarino
committed
5d82c32

Commits on Mar 9, 2018

Renames Alpha -> Insight
mchandschuh
committed
6b23967

Commits on Mar 8, 2018

Add Alpha.ReferenceValue
mchandschuh
committed
3f7b770

Commits on Dec 28, 2017

Properly account for market hours in alpha prediction periods
mchandschuh
committed
b07928b

Commits on Dec 17, 2017

Make QCAlgorithmFramework abstract
mchandschuh
committed
8e776a9

Commits on Dec 15, 2017

Rename Signal -> Alpha
mchandschuh
committed
b4b3aae
Mark QCAlgorithmFramework overrides as sealed
mchandschuh
committed
ac23fad
Add IAlgorithm.IsFrameworkAlgorithm and BacktestingResut.IsFrameworkAlgorithm
mchandschuh
committed
d8ef289

Commits on Dec 12, 2017

Remove ISignal, add Signal.GeneratedTimeUtc
mchandschuh
committed
36311be

Commits on Dec 8, 2017

Rename framework events to OnFramework<Event>
mchandschuh
committed
39f5080
Fire SignalsGenerated only if there are any signals
mchandschuh
committed
791799b
Add IAlgorithm.SignalsGenerated event
mchandschuh
committed
c093b45
Set default executon and risk management models
mchandschuh
committed
dac6322
Add explicit methods for updating framework models
mchandschuh
committed
14a2a09
Add model setter methods
mchandschuh
committed
b8f6afe
Add IRiskManagementModel
mchandschuh
committed
755dcb3
Check algorithm framework models for null
mchandschuh
committed
ae422bb
Add IExecutionModel
mchandschuh
committed
7076928
Add IPortfolioConstructionModel
mchandschuh
committed
343bbf2
Add ISignalModel
mchandschuh
committed
5144346
Add QCAlgorithmFramwork w/ IPortfolioSelectionModel
mchandschuh
committed
0591d45

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