refactor(Algorithm): readability improvements (#6547)

* refactor(Algorithm): Correct `Intrinino` -> `Intrinio` references

Signed-off-by: Ryan Russell <git@ryanrussell.org>

* refactor(Algorithm): Update `evemts` -> `events`

Signed-off-by: Ryan Russell <git@ryanrussell.org>

* refactor(BubbleAlgorithm): readability improvements

Signed-off-by: Ryan Russell <git@ryanrussell.org>

* refactor(OrderTicketDemoAlgorithm): readability improvements

Signed-off-by: Ryan Russell <git@ryanrussell.org>

Signed-off-by: Ryan Russell <git@ryanrussell.org>

Algorithm.Python/BasicTemplateIntrinioEconomicData.py

@@ -22,7 +22,7 @@ class BasicTemplateIntrinioEconomicData(QCAlgorithm):
         self.SetEndDate(2013, 12, 31)  #Set End Date
         self.SetCash(100000)           #Set Strategy Cash
 
-        # Set your Intrinino user and password.
+        # Set your Intrinio user and password.
         IntrinioConfig.SetUserAndPassword("intrinio-username", "intrinio-password")
         # The Intrinio user and password can be also defined in the config.json file for local backtest.
 

Algorithm.Python/BubbleAlgorithm.py

@@ -94,7 +94,7 @@ class BubbleAlgorithm(QCAlgorithm):
                         and self.Time.hour == 9 and self.Time.minute == 31:
                             self.BuyStock(stock)
                 
-                # Cape Ratio is missing from orignial data
+                # Cape Ratio is missing from original data
                 # Most recent cape data is most likely to be missing 
                 elif self._currCape == 0:
                     self.Debug("Exiting due to no CAPE!")
@@ -158,7 +158,7 @@ class Cape(PythonData):
         return SubscriptionDataSource("https://www.dropbox.com/s/ggt6blmib54q36e/CAPE.csv?dl=1", SubscriptionTransportMedium.RemoteFile)
     
     
-    ''' Reader Method : using set of arguements we specify read out type. Enumerate until 
+    ''' Reader Method : using set of arguments we specify read out type. Enumerate until 
         the end of the data stream or file. E.g. Read CSV file line by line and convert into data types. '''
         
     # <returns>BaseData type set by Subscription Method.</returns>

Algorithm.Python/OrderTicketDemoAlgorithm.py

@@ -122,7 +122,7 @@ class OrderTicketDemoAlgorithm(QCAlgorithm):
                 self.__openLimitOrders = []
                 return
 
-            # if niether order has filled, bring in the limits by a penny
+            # if neither order has filled, bring in the limits by a penny
             newLongLimit = longOrder.Get(OrderField.LimitPrice) + 0.01
             newShortLimit = shortOrder.Get(OrderField.LimitPrice) - 0.01
             self.Log("Updating limits - Long: {0:.2f} Short: {1:.2f}".format(newLongLimit, newShortLimit))
@@ -193,7 +193,7 @@ class OrderTicketDemoAlgorithm(QCAlgorithm):
     def StopLimitOrders(self):
         '''StopLimitOrders work as a combined stop and limit order. First, the
         price must pass the stop price in the same way a StopMarketOrder works,
-        but then we're also gauranteed a fill price at least as good as the
+        but then we're also guaranteed a fill price at least as good as the
         limit price. This order type can be beneficial in gap down scenarios
         where a StopMarketOrder would have triggered and given the not as beneficial
         gapped down price, whereas the StopLimitOrder could protect you from
@@ -210,7 +210,7 @@ class OrderTicketDemoAlgorithm(QCAlgorithm):
             # a long stop is triggered when the price rises above the
             # value so we'll set a long stop .25% above the current bar's
             # close now we'll also be setting a limit, this means we are
-            # gauranteed to get at least the limit price for our fills,
+            # guaranteed to get at least the limit price for our fills,
             # so make the limit price a little higher than the stop price
 
             close = self.Securities[self.spy.Value].Close
@@ -220,7 +220,7 @@ class OrderTicketDemoAlgorithm(QCAlgorithm):
             # a short stop is triggered when the price falls below the
             # value so we'll set a short stop .25% below the current bar's
             # close now we'll also be setting a limit, this means we are
-            # gauranteed to get at least the limit price for our fills,
+            # guaranteed to get at least the limit price for our fills,
             # so make the limit price a little softer than the stop price
 
             newTicket = self.StopLimitOrder(self.spy, -10, close * .999, close + 0.03)
@@ -359,7 +359,7 @@ class OrderTicketDemoAlgorithm(QCAlgorithm):
 
         assert(filledOrdersSize == 8 and orderTicketsSize == 10), "There were expected 8 filled orders and 10 order tickets"
         assert(not (len(openOrders) or openOrderTicketsSize)), "No open orders or tickets were expected"
-        assert(not remainingOpenOrders), "No remaining quantiy to be filled from open orders was expected"
+        assert(not remainingOpenOrders), "No remaining quantity to be filled from open orders was expected"
 
         spyOpenOrders = self.Transactions.GetOpenOrders(self.spy)
         spyOpenOrderTickets = self.Transactions.GetOpenOrderTickets(self.spy)
@@ -367,7 +367,7 @@ class OrderTicketDemoAlgorithm(QCAlgorithm):
         spyOpenOrdersRemainingQuantity = self.Transactions.GetOpenOrdersRemainingQuantity(self.spy)
 
         assert(not (len(spyOpenOrders) or spyOpenOrderTicketsSize)), "No open orders or tickets were expected"
-        assert(not spyOpenOrdersRemainingQuantity), "No remaining quantiy to be filled from open orders was expected"
+        assert(not spyOpenOrdersRemainingQuantity), "No remaining quantity to be filled from open orders was expected"
 
         defaultOrders = self.Transactions.GetOrders()
         defaultOrderTickets = self.Transactions.GetOrderTickets()
@@ -381,4 +381,4 @@ class OrderTicketDemoAlgorithm(QCAlgorithm):
 
         assert(defaultOrdersSize == 10 and defaultOrderTicketsSize == 10), "There were expected 10 orders and 10 order tickets"
         assert(not (len(defaultOpenOrders) or defaultOpenOrderTicketsSize)), "No open orders or tickets were expected"
-        assert(not defaultOpenOrdersRemaining), "No remaining quantiy to be filled from open orders was expected"
+        assert(not defaultOpenOrdersRemaining), "No remaining quantity to be filled from open orders was expected"