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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/TalibIndicatorsAlgorithm.py
+17 -17
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@@ -16,29 +16,29 @@ import talib
class CalibratedResistanceAtmosphericScrubbers(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2020, 1, 2)
self.SetEndDate(2020, 1, 6)
self.SetCash(100000)
self.AddEquity("SPY", Resolution.Hour)
def initialize(self):
self.set_start_date(2020, 1, 2)
self.set_end_date(2020, 1, 6)
self.set_cash(100000)
self.add_equity("SPY", Resolution.HOUR)
self.rolling_window = pd.DataFrame()
self.dema_period = 3
self.sma_period = 3
self.wma_period = 3
self.window_size = self.dema_period * 2
self.SetWarmUp(self.window_size)
self.set_warm_up(self.window_size)
def OnData(self, data):
if "SPY" not in data.Bars:
def on_data(self, data):
if "SPY" not in data.bars:
return
close = data["SPY"].Close
close = data["SPY"].close
if self.IsWarmingUp:
if self.is_warming_up:
# Add latest close to rolling window
row = pd.DataFrame({"close": [close]}, index=[data.Time])
self.rolling_window = self.rolling_window.append(row).iloc[-self.window_size:]
row = pd.DataFrame({"close": [close]}, index=[data.time])
self.rolling_window = pd.concat([self.rolling_window, row]).iloc[-self.window_size:]
# If we have enough closing data to start calculating indicators...
if self.rolling_window.shape[0] == self.window_size:
@@ -57,11 +57,11 @@ class CalibratedResistanceAtmosphericScrubbers(QCAlgorithm):
"DEMA" : talib.DEMA(closes, self.dema_period)[-1],
"EMA" : talib.EMA(closes, self.sma_period)[-1],
"WMA" : talib.WMA(closes, self.wma_period)[-1]},
index=[data.Time])
index=[data.time])
self.rolling_window = self.rolling_window.append(row).iloc[-self.window_size:]
self.rolling_window = pd.concat([self.rolling_window, row]).iloc[-self.window_size:]
def OnEndOfAlgorithm(self):
self.Log(f"\nRolling Window:\n{self.rolling_window.to_string()}\n")
self.Log(f"\nLatest Values:\n{self.rolling_window.iloc[-1].to_string()}\n")
def on_end_of_algorithm(self):
self.log(f"\nRolling Window:\n{self.rolling_window.to_string()}\n")
self.log(f"\nLatest Values:\n{self.rolling_window.iloc[-1].to_string()}\n")