refactor(Algorithm): readability improvements (#6547)
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* 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>
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@@ -122,7 +122,7 @@ class OrderTicketDemoAlgorithm(QCAlgorithm):
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self.__openLimitOrders = []
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return
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# if niether order has filled, bring in the limits by a penny
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# if neither order has filled, bring in the limits by a penny
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newLongLimit = longOrder.Get(OrderField.LimitPrice) + 0.01
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newShortLimit = shortOrder.Get(OrderField.LimitPrice) - 0.01
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self.Log("Updating limits - Long: {0:.2f} Short: {1:.2f}".format(newLongLimit, newShortLimit))
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@@ -193,7 +193,7 @@ class OrderTicketDemoAlgorithm(QCAlgorithm):
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def StopLimitOrders(self):
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'''StopLimitOrders work as a combined stop and limit order. First, the
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price must pass the stop price in the same way a StopMarketOrder works,
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but then we're also gauranteed a fill price at least as good as the
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but then we're also guaranteed a fill price at least as good as the
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limit price. This order type can be beneficial in gap down scenarios
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where a StopMarketOrder would have triggered and given the not as beneficial
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gapped down price, whereas the StopLimitOrder could protect you from
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@@ -210,7 +210,7 @@ class OrderTicketDemoAlgorithm(QCAlgorithm):
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# a long stop is triggered when the price rises above the
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# value so we'll set a long stop .25% above the current bar's
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# close now we'll also be setting a limit, this means we are
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# gauranteed to get at least the limit price for our fills,
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# guaranteed to get at least the limit price for our fills,
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# so make the limit price a little higher than the stop price
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close = self.Securities[self.spy.Value].Close
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@@ -220,7 +220,7 @@ class OrderTicketDemoAlgorithm(QCAlgorithm):
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# a short stop is triggered when the price falls below the
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# value so we'll set a short stop .25% below the current bar's
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# close now we'll also be setting a limit, this means we are
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# gauranteed to get at least the limit price for our fills,
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# guaranteed to get at least the limit price for our fills,
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# so make the limit price a little softer than the stop price
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newTicket = self.StopLimitOrder(self.spy, -10, close * .999, close + 0.03)
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@@ -359,7 +359,7 @@ class OrderTicketDemoAlgorithm(QCAlgorithm):
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assert(filledOrdersSize == 8 and orderTicketsSize == 10), "There were expected 8 filled orders and 10 order tickets"
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assert(not (len(openOrders) or openOrderTicketsSize)), "No open orders or tickets were expected"
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assert(not remainingOpenOrders), "No remaining quantiy to be filled from open orders was expected"
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assert(not remainingOpenOrders), "No remaining quantity to be filled from open orders was expected"
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spyOpenOrders = self.Transactions.GetOpenOrders(self.spy)
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spyOpenOrderTickets = self.Transactions.GetOpenOrderTickets(self.spy)
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@@ -367,7 +367,7 @@ class OrderTicketDemoAlgorithm(QCAlgorithm):
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spyOpenOrdersRemainingQuantity = self.Transactions.GetOpenOrdersRemainingQuantity(self.spy)
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assert(not (len(spyOpenOrders) or spyOpenOrderTicketsSize)), "No open orders or tickets were expected"
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assert(not spyOpenOrdersRemainingQuantity), "No remaining quantiy to be filled from open orders was expected"
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assert(not spyOpenOrdersRemainingQuantity), "No remaining quantity to be filled from open orders was expected"
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defaultOrders = self.Transactions.GetOrders()
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defaultOrderTickets = self.Transactions.GetOrderTickets()
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@@ -381,4 +381,4 @@ class OrderTicketDemoAlgorithm(QCAlgorithm):
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assert(defaultOrdersSize == 10 and defaultOrderTicketsSize == 10), "There were expected 10 orders and 10 order tickets"
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assert(not (len(defaultOpenOrders) or defaultOpenOrderTicketsSize)), "No open orders or tickets were expected"
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assert(not defaultOpenOrdersRemaining), "No remaining quantiy to be filled from open orders was expected"
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assert(not defaultOpenOrdersRemaining), "No remaining quantity to be filled from open orders was expected"
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