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pep8 conversion of python algos (#7942)

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* pep8 conversion of python algos

* adding 10 more pep8 converted algos
This commit is contained in:
Ashutosh
2024-04-18 23:44:56 +05:30
committed by GitHub
parent ed351c8726
commit 1cae47ab25
15 changed files with 363 additions and 360 deletions
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Algorithm.Python/TiingoPriceAlgorithm.py
+19 -16
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@@ -23,35 +23,38 @@ from QuantConnect.Data.Custom.Tiingo import *
### <meta name="tag" content="tiingo" />
class TiingoPriceAlgorithm(QCAlgorithm):
def Initialize(self):
def initialize(self):
# Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
self.SetStartDate(2017, 1, 1)
self.SetEndDate(2017, 12, 31)
self.SetCash(100000)
self.set_start_date(2017, 1, 1)
self.set_end_date(2017, 12, 31)
self.set_cash(100000)
# Set your Tiingo API Token here
Tiingo.SetAuthCode("my-tiingo-api-token")
Tiingo.set_auth_code("my-tiingo-api-token")
self.ticker = "AAPL"
self.symbol = self.AddData(TiingoPrice, self.ticker, Resolution.Daily).Symbol
self.equity = self.add_equity(self.ticker).symbol
self.aapl = self.add_data(TiingoPrice, self.ticker, Resolution.DAILY).symbol
self.emaFast = self.EMA(self.symbol, 5)
self.emaSlow = self.EMA(self.symbol, 10)
self.ema_fast = self.ema(self.equity, 5)
self.ema_slow = self.ema(self.equity, 10)
def OnData(self, slice):
def on_data(self, slice):
# OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
if not slice.ContainsKey(self.ticker): return
if not slice.contains_key(self.ticker): return
# Extract Tiingo data from the slice
row = slice[self.ticker]
self.Log(f"{self.Time} - {row.Symbol.Value} - {row.Close} {row.Value} {row.Price} - EmaFast:{self.emaFast} - EmaSlow:{self.emaSlow}")
if row is not None:
if self.ema_fast.is_ready and self.ema_slow.is_ready:
self.log(f"{self.time} - {row.symbol.value} - {row.close} {row.value} {row.price} - EmaFast:{self.ema_fast} - EmaSlow:{self.ema_slow}")
# Simple EMA cross
if not self.Portfolio.Invested and self.emaFast > self.emaSlow:
self.SetHoldings(self.symbol, 1)
# Simple EMA cross
if not self.portfolio.invested and self.ema_fast > self.ema_slow:
self.set_holdings(self.equity, 1)
elif self.Portfolio.Invested and self.emaFast < self.emaSlow:
self.Liquidate(self.symbol)
elif self.portfolio.invested and self.ema_fast < self.ema_slow:
self.liquidate(self.equity)