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>
2025-04-14 20:43:03 +08:00
parent fe46e5ec3b
commit 020cf013df
55 changed files with 717 additions and 738 deletions
@@ -19,7 +19,7 @@ from AlgorithmImports import *
 class ExpiryHelperAlphaModelFrameworkAlgorithm(QCAlgorithm):
    '''Expiry Helper framework algorithm uses Expiry helper class in an Alpha Model'''

-    def initialize(self):
+    def initialize(self) -> None:
        ''' Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''

        # Set requested data resolution
@@ -40,23 +40,22 @@ class ExpiryHelperAlphaModelFrameworkAlgorithm(QCAlgorithm):

        self.insights_generated += self.on_insights_generated

-    def on_insights_generated(self, s, e):
+    def on_insights_generated(self, s: IAlgorithm, e: GeneratedInsightsCollection) -> None:
        for insight in e.insights:
            self.log(f"{e.date_time_utc.isoweekday()}: Close Time {insight.close_time_utc} {insight.close_time_utc.isoweekday()}")

    class ExpiryHelperAlphaModel(AlphaModel):
-        next_update = None
-        direction = InsightDirection.UP
+        _next_update = None
+        _direction = InsightDirection.UP

-        def update(self, algorithm, data):
-
-            if self.next_update is not None and self.next_update > algorithm.time:
+        def update(self, algorithm: QCAlgorithm, data: Slice) -> list[Insight]:
+            if self._next_update and self._next_update > algorithm.time:
                return []

            expiry = Expiry.END_OF_DAY

            # Use the Expiry helper to calculate a date/time in the future
-            self.next_update = expiry(algorithm.time)
+            self._next_update = expiry(algorithm.time)

            weekday = algorithm.time.isoweekday()

@@ -64,15 +63,15 @@ class ExpiryHelperAlphaModelFrameworkAlgorithm(QCAlgorithm):
            for symbol in data.bars.keys():
                # Expected CloseTime: next month on the same day and time
                if weekday == 1:
-                    insights.append(Insight.price(symbol, Expiry.ONE_MONTH, self.direction))
+                    insights.append(Insight.price(symbol, Expiry.ONE_MONTH, self._direction))
                # Expected CloseTime: next month on the 1st at market open time
                elif weekday == 2:
-                    insights.append(Insight.price(symbol, Expiry.END_OF_MONTH, self.direction))
+                    insights.append(Insight.price(symbol, Expiry.END_OF_MONTH, self._direction))
                # Expected CloseTime: next Monday at market open time
                elif weekday == 3:
-                    insights.append(Insight.price(symbol, Expiry.END_OF_WEEK, self.direction))
+                    insights.append(Insight.price(symbol, Expiry.END_OF_WEEK, self._direction))
                # Expected CloseTime: next day (Friday) at market open time
                elif weekday == 4:
-                    insights.append(Insight.price(symbol, Expiry.END_OF_DAY, self.direction))
+                    insights.append(Insight.price(symbol, Expiry.END_OF_DAY, self._direction))

            return insights