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
@@ -23,26 +23,23 @@ from AlgorithmImports import *
### <meta name="tag" content="custom universes" />
class UserDefinedUniverseAlgorithm(QCAlgorithm):
def initialize(self):
def initialize(self) -> None:
self.set_cash(100000)
self.set_start_date(2015,1,1)
self.set_end_date(2015,12,1)
self.symbols = [ "SPY", "GOOG", "IBM", "AAPL", "MSFT", "CSCO", "ADBE", "WMT"]
self.set_start_date(2015, 1, 1)
self.set_end_date(2015, 12, 1)
self._symbols = ["SPY", "GOOG", "IBM", "AAPL", "MSFT", "CSCO", "ADBE", "WMT"]
self.universe_settings.resolution = Resolution.HOUR
self.add_universe('my_universe_name', Resolution.HOUR, self.selection)
def selection(self, time):
index = time.hour%len(self.symbols)
return [self.symbols[index]]
def selection(self, time: datetime) -> list[Union[str, Symbol]]:
index = time.hour % len(self._symbols)
return [self._symbols[index]]
def on_data(self, slice):
pass
def on_securities_changed(self, changes):
def on_securities_changed(self, changes: SecurityChanges) -> None:
for removed in changes.removed_securities:
if removed.invested:
self.liquidate(removed.symbol)
for added in changes.added_securities:
self.set_holdings(added.symbol, 1/float(len(changes.added_securities)))
self.set_holdings(added.symbol, 1/len(changes.added_securities))