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>
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
@@ -14,45 +14,47 @@
from AlgorithmImports import *
from collections import deque
import numpy as np
### <summary>
### Algorithm asserting that security dynamic properties keep Python references to the Python class they are instances of,
### specifically when this class is a subclass of a C# class.
### </summary>
class SecurityDynamicPropertyPythonClassAlgorithm(QCAlgorithm):
def initialize(self):
def initialize(self) -> None:
self.set_start_date(2013, 10, 7)
self.set_end_date(2013, 10, 7)
self.spy = self.add_equity("SPY", Resolution.MINUTE)
self._spy = self.add_equity("SPY", Resolution.MINUTE)
custom_sma = CustomSimpleMovingAverage('custom', 60)
self.spy.custom_sma = custom_sma
custom_sma.security = self.spy
self._spy.custom_sma = custom_sma
custom_sma.security = self._spy
self.register_indicator(self.spy.symbol, self.spy.custom_sma, Resolution.MINUTE)
self.register_indicator(self._spy.symbol, self._spy.custom_sma, Resolution.MINUTE)
def on_warmup_finished(self) -> None:
if type(self.spy.custom_sma) != CustomSimpleMovingAverage:
if type(self._spy.custom_sma) != CustomSimpleMovingAverage:
raise AssertionError("spy.custom_sma is not an instance of CustomSimpleMovingAverage")
if self.spy.custom_sma.security is None:
if not self._spy.custom_sma.security:
raise AssertionError("spy.custom_sma.security is None")
else:
self.debug(f"spy.custom_sma.security.symbol: {self.spy.custom_sma.security.symbol}")
self.debug(f"spy.custom_sma.security.symbol: {self._spy.custom_sma.security.symbol}")
def on_data(self, slice: Slice) -> None:
if self.spy.custom_sma.is_ready:
self.debug(f"CustomSMA: {self.spy.custom_sma.current.value}")
if self._spy.custom_sma.is_ready:
self.debug(f"CustomSMA: {self._spy.custom_sma.current.value}")
class CustomSimpleMovingAverage(PythonIndicator):
def __init__(self, name, period):
def __init__(self, name: str, period: int) -> None:
super().__init__()
self.name = name
self.value = 0
self.queue = deque(maxlen=period)
self._queue = deque(maxlen=period)
def update(self, input):
self.queue.appendleft(input.value)
count = len(self.queue)
self.value = np.sum(self.queue) / count
return count == self.queue.maxlen
def update(self, input: IndicatorDataPoint) -> bool:
self._queue.appendleft(input.value)
count = len(self._queue)
self.value = np.sum(self._queue) / count
return count == self._queue.maxlen