Fix bug/syntax in python examples (#8658)
* 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>
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@@ -40,7 +40,7 @@ class DescendingCustomDataObjectStoreRegressionAlgorithm(QCAlgorithm):
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"2024-09-09 12:00:00,176.0,178.0,175.0,177.0,116275729,4641.97"
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]
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def initialize(self):
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def initialize(self) -> None:
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self.set_start_date(2024, 9, 9)
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self.set_end_date(2024, 10, 3)
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self.set_cash(100000)
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@@ -49,7 +49,7 @@ class DescendingCustomDataObjectStoreRegressionAlgorithm(QCAlgorithm):
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SortCustomData.custom_data_key = self.get_custom_data_key()
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self.custom_symbol = self.add_data(SortCustomData, "SortCustomData", Resolution.DAILY).symbol
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self._custom_symbol = self.add_data(SortCustomData, "SortCustomData", Resolution.DAILY).symbol
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# Saving data here for demonstration and regression testing purposes.
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# In real scenarios, data has to be saved to the object store before the algorithm starts.
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@@ -57,20 +57,20 @@ class DescendingCustomDataObjectStoreRegressionAlgorithm(QCAlgorithm):
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self.received_data = []
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def on_data(self, slice: Slice):
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if slice.contains_key(self.custom_symbol):
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custom_data = slice.get(SortCustomData, self.custom_symbol)
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def on_data(self, slice: Slice) -> None:
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if slice.contains_key(self._custom_symbol):
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custom_data = slice.get(SortCustomData, self._custom_symbol)
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if custom_data.open == 0 or custom_data.high == 0 or custom_data.low == 0 or custom_data.close == 0 or custom_data.price == 0:
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raise AssertionError("One or more custom data fields (open, high, low, close, price) are zero.")
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self.received_data.append(custom_data)
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def on_end_of_algorithm(self):
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def on_end_of_algorithm(self) -> None:
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if not self.received_data:
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raise AssertionError("Custom data was not fetched")
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# Make sure history requests work as expected
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history = self.history(SortCustomData, self.custom_symbol, self.start_date, self.end_date, Resolution.DAILY)
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history = self.history(SortCustomData, self._custom_symbol, self.start_date, self.end_date, Resolution.DAILY)
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if history.shape[0] != len(self.received_data):
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raise AssertionError("History request returned more or less data than expected")
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@@ -82,21 +82,21 @@ class DescendingCustomDataObjectStoreRegressionAlgorithm(QCAlgorithm):
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raise AssertionError(
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f"Order failure: {history.index[i][1]} > {history.index[i + 1][1]} at index {i}.")
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def get_custom_data_key(self):
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def get_custom_data_key(self) -> str:
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return "CustomData/SortCustomData"
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class SortCustomData(PythonData):
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custom_data_key = ""
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def get_source(self, config, date, is_live):
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def get_source(self, config: SubscriptionDataConfig, date: datetime, is_live_mode: bool) -> SubscriptionDataSource:
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subscription = SubscriptionDataSource(self.custom_data_key, SubscriptionTransportMedium.OBJECT_STORE,
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FileFormat.CSV)
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# Indicate that the data from the subscription will be returned in descending order.
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subscription.Sort = True
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subscription.sort = True
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return subscription
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def reader(self, config, line, date, is_live):
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def reader(self, config: SubscriptionDataConfig, line: str, date: datetime, is_live_mode: bool) -> DynamicData:
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data = line.split(',')
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obj_data = SortCustomData()
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obj_data.symbol = config.symbol
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