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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/RegressionChannelAlgorithm.py
+28 -28
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@@ -22,37 +22,37 @@ from AlgorithmImports import *
### <meta name="tag" content="plotting indicators" />
class RegressionChannelAlgorithm(QCAlgorithm):
def Initialize(self):
def initialize(self):
self.SetCash(100000)
self.SetStartDate(2009,1,1)
self.SetEndDate(2015,1,1)
self.set_cash(100000)
self.set_start_date(2009,1,1)
self.set_end_date(2015,1,1)
equity = self.AddEquity("SPY", Resolution.Minute)
self._spy = equity.Symbol
self._holdings = equity.Holdings
self._rc = self.RC(self._spy, 30, 2, Resolution.Daily)
equity = self.add_equity("SPY", Resolution.MINUTE)
self._spy = equity.symbol
self._holdings = equity.holdings
self._rc = self.rc(self._spy, 30, 2, Resolution.DAILY)
stockPlot = Chart("Trade Plot")
stockPlot.AddSeries(Series("Buy", SeriesType.Scatter, 0))
stockPlot.AddSeries(Series("Sell", SeriesType.Scatter, 0))
stockPlot.AddSeries(Series("UpperChannel", SeriesType.Line, 0))
stockPlot.AddSeries(Series("LowerChannel", SeriesType.Line, 0))
stockPlot.AddSeries(Series("Regression", SeriesType.Line, 0))
self.AddChart(stockPlot)
stock_plot = Chart("Trade Plot")
stock_plot.add_series(Series("Buy", SeriesType.SCATTER, 0))
stock_plot.add_series(Series("Sell", SeriesType.SCATTER, 0))
stock_plot.add_series(Series("UpperChannel", SeriesType.LINE, 0))
stock_plot.add_series(Series("LowerChannel", SeriesType.LINE, 0))
stock_plot.add_series(Series("Regression", SeriesType.LINE, 0))
self.add_chart(stock_plot)
def OnData(self, data):
if (not self._rc.IsReady) or (not data.ContainsKey(self._spy)): return
def on_data(self, data):
if (not self._rc.is_ready) or (not data.contains_key(self._spy)): return
if data[self._spy] is None: return
value = data[self._spy].Value
if self._holdings.Quantity <= 0 and value < self._rc.LowerChannel.Current.Value:
self.SetHoldings(self._spy, 1)
self.Plot("Trade Plot", "Buy", value)
if self._holdings.Quantity >= 0 and value > self._rc.UpperChannel.Current.Value:
self.SetHoldings(self._spy, -1)
self.Plot("Trade Plot", "Sell", value)
value = data[self._spy].value
if self._holdings.quantity <= 0 and value < self._rc.lower_channel.current.value:
self.set_holdings(self._spy, 1)
self.plot("Trade Plot", "Buy", value)
if self._holdings.quantity >= 0 and value > self._rc.upper_channel.current.value:
self.set_holdings(self._spy, -1)
self.plot("Trade Plot", "Sell", value)
def OnEndOfDay(self, symbol):
self.Plot("Trade Plot", "UpperChannel", self._rc.UpperChannel.Current.Value)
self.Plot("Trade Plot", "LowerChannel", self._rc.LowerChannel.Current.Value)
self.Plot("Trade Plot", "Regression", self._rc.LinearRegression.Current.Value)
def on_end_of_day(self, symbol):
self.plot("Trade Plot", "UpperChannel", self._rc.upper_channel.current.value)
self.plot("Trade Plot", "LowerChannel", self._rc.lower_channel.current.value)
self.plot("Trade Plot", "Regression", self._rc.linear_regression.current.value)