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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/RawDataRegressionAlgorithm.py
+23 -23
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@@ -16,7 +16,7 @@ from QuantConnect.Data.Auxiliary import *
from QuantConnect.Lean.Engine.DataFeeds import DefaultDataProvider
_ticker = "GOOGL"
_expectedRawPrices = [ 1157.93, 1158.72,
_expected_raw_prices = [ 1157.93, 1158.72,
1131.97, 1114.28, 1120.15, 1114.51, 1134.89, 567.55, 571.50, 545.25, 540.63 ]
# <summary>
@@ -27,40 +27,40 @@ _expectedRawPrices = [ 1157.93, 1158.72,
# <meta name="tag" content="regression test" />
class RawDataRegressionAlgorithm(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2014, 3, 25)
self.SetEndDate(2014, 4, 7)
self.SetCash(100000)
def initialize(self):
self.set_start_date(2014, 3, 25)
self.set_end_date(2014, 4, 7)
self.set_cash(100000)
# Set our DataNormalizationMode to raw
self.UniverseSettings.DataNormalizationMode = DataNormalizationMode.Raw
self._googl = self.AddEquity(_ticker, Resolution.Daily).Symbol
self.universe_settings.data_normalization_mode = DataNormalizationMode.RAW
self._googl = self.add_equity(_ticker, Resolution.DAILY).symbol
# Get our factor file for this regression
dataProvider = DefaultDataProvider()
mapFileProvider = LocalDiskMapFileProvider()
mapFileProvider.Initialize(dataProvider)
factorFileProvider = LocalDiskFactorFileProvider()
factorFileProvider.Initialize(mapFileProvider, dataProvider)
data_provider = DefaultDataProvider()
map_file_provider = LocalDiskMapFileProvider()
map_file_provider.initialize(data_provider)
factor_file_provider = LocalDiskFactorFileProvider()
factor_file_provider.initialize(map_file_provider, data_provider)
# Get our factor file for this regression
self._factorFile = factorFileProvider.Get(self._googl)
self._factor_file = factor_file_provider.get(self._googl)
def OnData(self, data):
if not self.Portfolio.Invested:
self.SetHoldings(self._googl, 1)
def on_data(self, data):
if not self.portfolio.invested:
self.set_holdings(self._googl, 1)
if data.Bars.ContainsKey(self._googl):
googlData = data.Bars[self._googl]
if data.bars.contains_key(self._googl):
googl_data = data.bars[self._googl]
# Assert our volume matches what we expected
expectedRawPrice = _expectedRawPrices.pop(0)
if expectedRawPrice != googlData.Close:
expected_raw_price = _expected_raw_prices.pop(0)
if expected_raw_price != googl_data.close:
# Our values don't match lets try and give a reason why
dayFactor = self._factorFile.GetPriceScaleFactor(googlData.Time)
probableRawPrice = googlData.Close / dayFactor # Undo adjustment
day_factor = self._factor_file.get_price_scale_factor(googl_data.time)
probable_raw_price = googl_data.close / day_factor # Undo adjustment
raise Exception("Close price was incorrect; it appears to be the adjusted value"
if expectedRawPrice == probableRawPrice else
if expected_raw_price == probable_raw_price else
"Close price was incorrect; Data may have changed.")