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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/PythonDictionaryFeatureRegressionAlgorithm.py
+52 -52
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@@ -19,109 +19,109 @@ from AlgorithmImports import *
class PythonDictionaryFeatureRegressionAlgorithm(QCAlgorithm):
'''Example algorithm showing that Slice, Securities and Portfolio behave as a Python Dictionary'''
def Initialize(self):
def initialize(self):
self.SetStartDate(2013,10, 7) #Set Start Date
self.SetEndDate(2013,10,11) #Set End Date
self.SetCash(100000) #Set Strategy Cash
self.set_start_date(2013,10, 7) #Set Start Date
self.set_end_date(2013,10,11) #Set End Date
self.set_cash(100000) #Set Strategy Cash
self.spySymbol = self.AddEquity("SPY").Symbol
self.ibmSymbol = self.AddEquity("IBM").Symbol
self.aigSymbol = self.AddEquity("AIG").Symbol
self.aaplSymbol = Symbol.Create("AAPL", SecurityType.Equity, Market.USA)
self.spy_symbol = self.add_equity("SPY").symbol
self.ibm_symbol = self.add_equity("IBM").symbol
self.aig_symbol = self.add_equity("AIG").symbol
self.aapl_symbol = Symbol.create("AAPL", SecurityType.EQUITY, Market.USA)
dateRules = self.DateRules.On(2013, 10, 7)
self.Schedule.On(dateRules, self.TimeRules.At(13, 0), self.TestSecuritiesDictionary)
self.Schedule.On(dateRules, self.TimeRules.At(14, 0), self.TestPortfolioDictionary)
self.Schedule.On(dateRules, self.TimeRules.At(15, 0), self.TestSliceDictionary)
date_rules = self.date_rules.on(2013, 10, 7)
self.schedule.on(date_rules, self.time_rules.at(13, 0), self.test_securities_dictionary)
self.schedule.on(date_rules, self.time_rules.at(14, 0), self.test_portfolio_dictionary)
self.schedule.on(date_rules, self.time_rules.at(15, 0), self.test_slice_dictionary)
def TestSliceDictionary(self):
slice = self.CurrentSlice
def test_slice_dictionary(self):
slice = self.current_slice
symbols = ', '.join([f'{x}' for x in slice.keys()])
sliceData = ', '.join([f'{x}' for x in slice.values()])
sliceBars = ', '.join([f'{x}' for x in slice.Bars.values()])
slice_data = ', '.join([f'{x}' for x in slice.values()])
slice_bars = ', '.join([f'{x}' for x in slice.bars.values()])
if "SPY" not in slice:
raise Exception('SPY (string) is not in Slice')
if self.spySymbol not in slice:
if self.spy_symbol not in slice:
raise Exception('SPY (Symbol) is not in Slice')
spy = slice.get(self.spySymbol)
spy = slice.get(self.spy_symbol)
if spy is None:
raise Exception('SPY is not in Slice')
for symbol, bar in slice.Bars.items():
self.Plot(symbol, 'Price', bar.Close)
for symbol, bar in slice.bars.items():
self.plot(symbol, 'Price', bar.close)
def TestSecuritiesDictionary(self):
symbols = ', '.join([f'{x}' for x in self.Securities.keys()])
leverages = ', '.join([str(x.GetLastData()) for x in self.Securities.values()])
def test_securities_dictionary(self):
symbols = ', '.join([f'{x}' for x in self.securities.keys()])
leverages = ', '.join([str(x.get_last_data()) for x in self.securities.values()])
if "IBM" not in self.Securities:
if "IBM" not in self.securities:
raise Exception('IBM (string) is not in Securities')
if self.ibmSymbol not in self.Securities:
if self.ibm_symbol not in self.securities:
raise Exception('IBM (Symbol) is not in Securities')
ibm = self.Securities.get(self.ibmSymbol)
ibm = self.securities.get(self.ibm_symbol)
if ibm is None:
raise Exception('ibm is None')
aapl = self.Securities.get(self.aaplSymbol)
aapl = self.securities.get(self.aapl_symbol)
if aapl is not None:
raise Exception('aapl is not None')
for symbol, security in self.Securities.items():
self.Plot(symbol, 'Price', security.Price)
for symbol, security in self.securities.items():
self.plot(symbol, 'Price', security.price)
def TestPortfolioDictionary(self):
symbols = ', '.join([f'{x}' for x in self.Portfolio.keys()])
leverages = ', '.join([f'{x.Symbol}: {x.Leverage}' for x in self.Portfolio.values()])
def test_portfolio_dictionary(self):
symbols = ', '.join([f'{x}' for x in self.portfolio.keys()])
leverages = ', '.join([f'{x.symbol}: {x.leverage}' for x in self.portfolio.values()])
if "AIG" not in self.Securities:
if "AIG" not in self.securities:
raise Exception('AIG (string) is not in Portfolio')
if self.aigSymbol not in self.Securities:
if self.aig_symbol not in self.securities:
raise Exception('AIG (Symbol) is not in Portfolio')
aig = self.Portfolio.get(self.aigSymbol)
aig = self.portfolio.get(self.aig_symbol)
if aig is None:
raise Exception('aig is None')
aapl = self.Portfolio.get(self.aaplSymbol)
aapl = self.portfolio.get(self.aapl_symbol)
if aapl is not None:
raise Exception('aapl is not None')
for symbol, holdings in self.Portfolio.items():
msg = f'{symbol}: {holdings.Leverage}'
for symbol, holdings in self.portfolio.items():
msg = f'{symbol}: {holdings.leverage}'
def OnEndOfAlgorithm(self):
def on_end_of_algorithm(self):
portfolioCopy = self.Portfolio.copy()
portfolio_copy = self.portfolio.copy()
try:
self.Portfolio.clear() # Throws exception
self.portfolio.clear() # Throws exception
except Exception as e:
self.Debug(e)
self.debug(e)
bar = self.Securities.pop("SPY")
length = len(self.Securities)
bar = self.securities.pop("SPY")
length = len(self.securities)
if length != 2:
raise Exception(f'After popping SPY, Securities should have 2 elements, {length} found')
securitiesCopy = self.Securities.copy()
self.Securities.clear() # Does not throw
securities_copy = self.securities.copy()
self.securities.clear() # Does not throw
def OnData(self, data):
'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
def on_data(self, data):
'''on_data event is the primary entry point for your algorithm. Each new data point will be pumped in here.
Arguments:
data: Slice object keyed by symbol containing the stock data
'''
if not self.Portfolio.Invested:
self.SetHoldings("SPY", 1/3)
self.SetHoldings("IBM", 1/3)
self.SetHoldings("AIG", 1/3)
if not self.portfolio.invested:
self.set_holdings("SPY", 1/3)
self.set_holdings("IBM", 1/3)
self.set_holdings("AIG", 1/3)