Files

Algorithm.Framework

Adds Check for Fundamental data in MaximumSectorExposureRiskModel

Feb 25, 2019

00963aa · Feb 25, 2019

This branch is 4897 commits behind QuantConnect/Lean:master.

Name		Name	Last commit message	Last commit date
parent directory ..
Alphas		Alphas	C# decimal to Python conversion	Jan 15, 2019
Execution		Execution	C# decimal to Python conversion	Jan 15, 2019
Portfolio		Portfolio	Fix ScheduledUniverseSelectionModelRegressionAlgorithm.py regression …	Sep 28, 2018
Properties		Properties	Add QuantConnect.Algorithm.Framework csproj	Dec 8, 2017
Risk		Risk	Adds Check for Fundamental data in MaximumSectorExposureRiskModel	Feb 25, 2019
Selection		Selection	Fix XML documentation compiler warnings	Nov 9, 2018
INotifiedSecurityChanges.cs		INotifiedSecurityChanges.cs	Rename INotifiedSecuritiesChanged -> INotifiedSecurityChanges	Dec 8, 2017
NotifiedSecurityChanges.cs		NotifiedSecurityChanges.cs	Fix XML documentation compiler warnings	Nov 9, 2018
QCAlgorithmFramework.Python.cs		QCAlgorithmFramework.Python.cs	Rename SetPortfolioSelection to SetUniverseSelection	Apr 10, 2018
QCAlgorithmFramework.cs		QCAlgorithmFramework.cs	Fix resolution of insight close times, allow user defined close times	Aug 7, 2018
QCAlgorithmFrameworkBridge.cs		QCAlgorithmFrameworkBridge.cs	Fix XML documentation compiler warnings	Nov 9, 2018
QuantConnect.Algorithm.Framework.csproj		QuantConnect.Algorithm.Framework.csproj	Updates pythonnet to 1.0.5.17	Feb 22, 2019
QuantConnect.Algorithm.Framework.nuspec		QuantConnect.Algorithm.Framework.nuspec	Add algorithm.framework nuspec file	Apr 30, 2018
packages.config		packages.config	Updates pythonnet to 1.0.5.17	Feb 22, 2019