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Fix bug/syntax in python examples (#8658)

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* CustomDataRegressionAlgorithm

* DescendingCustomDataObjectStoreRegressionAlgorithm

* CustomDataPropertiesRegressionAlgorithm

* DateTime -> should be datetime

* KerasNeuralNetworkAlgorithm

* OptionIndicatorsMirrorContractsRegressionAlgorithm

* BybitCustomDataCryptoRegressionAlgorithm

* DropboxBaseDataUniverseSelectionAlgorithm

* UserDefinedUniverseAlgorithm

* CompleteOrderTagUpdateAlgorithm

* BasicTemplateOptionEquityStrategyAlgorithm hint

* ETFConstituentUniverseFrameworkRegressionAlgorithm

* FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm

* SecurityDynamicPropertyPythonClassAlgorithm

* hint

* hinting

* CallbackCommandRegressionAlgorithm

* CustomWarmUpPeriodIndicatorAlgorithm

* CrunchDAOSignalExportDemonstrationAlgorithm

* ExpiryHelperAlphaModelFrameworkAlgorithm

* ClassicRenkoConsolidatorAlgorithm

* SmaCrossUniverseSelectionAlgorithm

* PEP8 Fix: Assigning to a Method

* SliceGetByTypeRegressionAlgorithm

* MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm

* MarketOnCloseOrderBufferRegressionAlgorithm

* CustomIndicatorAlgorithm

* ScheduledQueuingAlgorithm

* ComboOrdersFillModelAlgorithm

* CustomIndicatorWithExtensionAlgorithm

* IndicatorWithRenkoBarsRegressionAlgorithm

* CoarseFineOptionUniverseChainRegressionAlgorithm

* NumeraiSignalExportDemonstrationAlgorithm

* DropboxUniverseSelectionAlgorithm

* WeeklyUniverseSelectionRegressionAlgorithm

* AutoRegressiveIntegratedMovingAverageRegressionAlgorithm

* DropboxBaseDataUniverseSelectionAlgorithm

* IronCondorStrategyAlgorithm

* LongAndShortButterflyPutStrategiesAlgorithm

* FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm

* LongAndShortCallCalendarSpreadStrategiesAlgorithm

* KerasNeuralNetworkAlgorithm

* LongAndShortPutCalendarSpreadStrategiesAlgorithm

* OptionPriceModelForOptionStylesBaseRegressionAlgorithm

* TensorFlowNeuralNetworkAlgorithm

* MarketOnCloseOrderBufferRegressionAlgorithm

* MarketOnCloseOrderBufferExtendedMarketHoursRegressionAlgorithm

* typing

* ComboOrderTicketDemoAlgorithm

* PytorchNeuralNetworkAlgorithm

* MultipleSymbolConsolidationAlgorithm

* fixes

* revert getattr mypy syntax

* address peer review

* Addresses Peer-Review

---------

Co-authored-by: Alexandre Catarino <AlexCatarino@users.noreply.github.com>
This commit is contained in:
Louis Szeto
2025-04-14 20:43:03 +08:00
committed by GitHub
parent fe46e5ec3b
commit 020cf013df
55 changed files with 717 additions and 738 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Algorithm.Python/CustomDataRegressionAlgorithm.py
+14 -14
View File
@@ -11,6 +11,7 @@
# See the License for the specific language governing permissions and
# limitations under the License.
import json
from AlgorithmImports import *
### <summary>
@@ -23,8 +24,7 @@ from AlgorithmImports import *
### <meta name="tag" content="regression test" />
class CustomDataRegressionAlgorithm(QCAlgorithm):
def initialize(self):
def initialize(self) -> None:
self.set_start_date(2020,1,5) # Set Start Date
self.set_end_date(2020,1,10) # Set End Date
self.set_cash(100000) # Set Strategy Cash
@@ -36,12 +36,12 @@ class CustomDataRegressionAlgorithm(QCAlgorithm):
self.set_security_initializer(lambda x: seeder.seed_security(x))
self._warmed_up_checked = False
def on_data(self, data):
def on_data(self, data: Slice) -> None:
if not self.portfolio.invested:
if data['BTC'].close != 0 :
self.order('BTC', self.portfolio.margin_remaining/abs(data['BTC'].close + 1))
def on_securities_changed(self, changes):
def on_securities_changed(self, changes: SecurityChanges) -> None:
changes.filter_custom_securities = False
for added_security in changes.added_securities:
if added_security.symbol.value == "BTC":
@@ -49,25 +49,24 @@ class CustomDataRegressionAlgorithm(QCAlgorithm):
if not added_security.has_data:
raise ValueError(f"Security {added_security.symbol} was not warmed up!")
def on_end_of_algorithm(self):
def on_end_of_algorithm(self) -> None:
if not self._warmed_up_checked:
raise ValueError("Security was not warmed up!")
class Bitcoin(PythonData):
'''Custom Data Type: Bitcoin data from Quandl - https://data.nasdaq.com/databases/BCHAIN'''
def get_source(self, config, date, is_live_mode):
def get_source(self, config: SubscriptionDataConfig, date: datetime, is_live_mode: bool) -> SubscriptionDataSource:
if is_live_mode:
return SubscriptionDataSource("https://www.bitstamp.net/api/ticker/", SubscriptionTransportMedium.REST)
#return "http://my-ftp-server.com/futures-data-" + date.to_string("Ymd") + ".zip"
# OR simply return a fixed small data file. Large files will slow down your backtest
subscription = SubscriptionDataSource("https://www.quantconnect.com/api/v2/proxy/nasdaq/api/v3/datatables/QDL/BITFINEX.csv?code=BTCUSD&api_key=WyAazVXnq7ATy_fefTqm")
subscription.Sort = True
subscription.sort = True
return subscription
def reader(self, config, line, date, is_live_mode):
def reader(self, config: SubscriptionDataConfig, line: str, date: datetime, is_live_mode: bool) -> DynamicData:
coin = Bitcoin()
coin.symbol = config.symbol
@@ -77,9 +76,10 @@ class Bitcoin(PythonData):
try:
live_btc = json.loads(line)
# If value is zero, return None
# If value is zero, return coin
value = live_btc["last"]
if value == 0: return None
if value == 0:
return coin
coin.time = datetime.now()
coin.value = value
@@ -94,12 +94,12 @@ class Bitcoin(PythonData):
return coin
except ValueError:
# Do nothing, possible error in json decoding
return None
return coin
# Example Line Format:
# code date high low mid last bid ask volume
# BTCUSD 2024-10-08 63248.0 61940.0 62246.5 62245.0 62246.0 62247.0 477.91102114
if not (line.strip() and line[7].isdigit()): return None
if not (line.strip() and line[7].isdigit()): return coin
try:
data = line.split(',')
@@ -117,4 +117,4 @@ class Bitcoin(PythonData):
except ValueError:
# Do nothing, possible error in json decoding
return None
return coin