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pep8 conversion of python algos #13 (#7955)

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* t status
pep8 conversion

* Minor tweaks and rebase

* Various minor fixes

---------

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
This commit is contained in:
Louis Szeto
2024-04-20 03:14:12 +08:00
committed by GitHub
parent d2669fb0c2
commit 08a3de9e2d
33 changed files with 312 additions and 312 deletions
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Algorithm.Python/ComboOrdersFillModelAlgorithm.py
+3 -3
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@@ -81,7 +81,7 @@ class CustomPartialFillModel(FillModel):
return partial_fills
for kvp, fill in zip(sorted(parameters.securities_for_orders, key=lambda x: x.key.id), fills):
order = kvp.key;
order = kvp.key
absolute_remaining = self.absolute_remaining_by_order_id.get(order.id, order.absolute_quantity)
@@ -108,11 +108,11 @@ class CustomPartialFillModel(FillModel):
return partial_fills
def combo_limit_fill(self, order, parameters):
fills = super().combo_limit_fill(order, parameters);
fills = super().combo_limit_fill(order, parameters)
partial_fills = self.fill_orders_partially(parameters, fills, 20)
return partial_fills
def combo_leg_limit_fill(self, order, parameters):
fills = super().combo_leg_limit_fill(order, parameters);
fills = super().combo_leg_limit_fill(order, parameters)
partial_fills = self.fill_orders_partially(parameters, fills, 10)
return partial_fills