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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@@ -23,9 +23,9 @@ from AlgorithmImports import *
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### <meta name="tag" content="securities and portfolio" />
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class NumeraiSignalExportDemonstrationAlgorithm(QCAlgorithm):
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securities = []
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_securities = []
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def initialize(self):
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def initialize(self) -> None:
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''' Initialize the date and add all equity symbols present in list _symbols '''
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self.set_start_date(2020, 10, 7) #Set Start Date
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@@ -63,9 +63,9 @@ class NumeraiSignalExportDemonstrationAlgorithm(QCAlgorithm):
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self.signal_export.add_signal_export_provider(NumeraiSignalExport(numerai_public_id, numerai_secret_id, numerai_model_id, numerai_filename))
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def submit_signals(self):
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def submit_signals(self) -> None:
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# Select the subset of ETF constituents we can trade
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symbols = sorted([security.symbol for security in self.securities if security.has_data])
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symbols = sorted([security.symbol for security in self._securities if security.has_data])
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if len(symbols) == 0:
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return
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@@ -89,7 +89,7 @@ class NumeraiSignalExportDemonstrationAlgorithm(QCAlgorithm):
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def on_securities_changed(self, changes: SecurityChanges) -> None:
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for security in changes.removed_securities:
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if security in self.securities:
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self.securities.remove(security)
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if security in self._securities:
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self._securities.remove(security)
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self.securities.extend([security for security in changes.added_securities if security.symbol != self.etf_symbol])
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self._securities.extend([security for security in changes.added_securities if security.symbol != self.etf_symbol])
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