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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/TimeInForceAlgorithm.py
+39 -39
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@@ -22,81 +22,81 @@ from AlgorithmImports import *
class TimeInForceAlgorithm(QCAlgorithm):
# Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
def Initialize(self):
def initialize(self):
self.SetStartDate(2013,10,7)
self.SetEndDate(2013,10,11)
self.SetCash(100000)
self.set_start_date(2013,10,7)
self.set_end_date(2013,10,11)
self.set_cash(100000)
# The default time in force setting for all orders is GoodTilCancelled (GTC),
# uncomment this line to set a different time in force.
# We currently only support GTC and DAY.
# self.DefaultOrderProperties.TimeInForce = TimeInForce.Day
# self.default_order_properties.time_in_force = TimeInForce.day
self.symbol = self.AddEquity("SPY", Resolution.Minute).Symbol
self.symbol = self.add_equity("SPY", Resolution.MINUTE).symbol
self.gtcOrderTicket1 = None
self.gtcOrderTicket2 = None
self.dayOrderTicket1 = None
self.dayOrderTicket2 = None
self.gtdOrderTicket1 = None
self.gtdOrderTicket2 = None
self.expectedOrderStatuses = {}
self.gtc_order_ticket1 = None
self.gtc_order_ticket2 = None
self.day_order_ticket1 = None
self.day_order_ticket2 = None
self.gtd_order_ticket1 = None
self.gtd_order_ticket2 = None
self.expected_order_statuses = {}
# OnData 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
def OnData(self, data):
def on_data(self, data):
if self.gtcOrderTicket1 is None:
if self.gtc_order_ticket1 is None:
# These GTC orders will never expire and will not be canceled automatically.
self.DefaultOrderProperties.TimeInForce = TimeInForce.GoodTilCanceled
self.default_order_properties.time_in_force = TimeInForce.GOOD_TIL_CANCELED
# this order will not be filled before the end of the backtest
self.gtcOrderTicket1 = self.LimitOrder(self.symbol, 10, 100)
self.expectedOrderStatuses[self.gtcOrderTicket1.OrderId] = OrderStatus.Submitted
self.gtc_order_ticket1 = self.limit_order(self.symbol, 10, 100)
self.expected_order_statuses[self.gtc_order_ticket1.order_id] = OrderStatus.SUBMITTED
# this order will be filled before the end of the backtest
self.gtcOrderTicket2 = self.LimitOrder(self.symbol, 10, 160)
self.expectedOrderStatuses[self.gtcOrderTicket2.OrderId] = OrderStatus.Filled
self.gtc_order_ticket2 = self.limit_order(self.symbol, 10, 160)
self.expected_order_statuses[self.gtc_order_ticket2.order_id] = OrderStatus.FILLED
if self.dayOrderTicket1 is None:
if self.day_order_ticket1 is None:
# These DAY orders will expire at market close,
# if not filled by then they will be canceled automatically.
self.DefaultOrderProperties.TimeInForce = TimeInForce.Day
self.default_order_properties.time_in_force = TimeInForce.DAY
# this order will not be filled before market close and will be canceled
self.dayOrderTicket1 = self.LimitOrder(self.symbol, 10, 140)
self.expectedOrderStatuses[self.dayOrderTicket1.OrderId] = OrderStatus.Canceled
self.day_order_ticket1 = self.limit_order(self.symbol, 10, 140)
self.expected_order_statuses[self.day_order_ticket1.order_id] = OrderStatus.CANCELED
# this order will be filled before market close
self.dayOrderTicket2 = self.LimitOrder(self.symbol, 10, 180)
self.expectedOrderStatuses[self.dayOrderTicket2.OrderId] = OrderStatus.Filled
self.day_order_ticket2 = self.limit_order(self.symbol, 10, 180)
self.expected_order_statuses[self.day_order_ticket2.order_id] = OrderStatus.FILLED
if self.gtdOrderTicket1 is None:
if self.gtd_order_ticket1 is None:
# These GTD orders will expire on October 10th at market close,
# if not filled by then they will be canceled automatically.
self.DefaultOrderProperties.TimeInForce = TimeInForce.GoodTilDate(datetime(2013, 10, 10))
self.default_order_properties.time_in_force = TimeInForce.good_til_date(datetime(2013, 10, 10))
# this order will not be filled before expiry and will be canceled
self.gtdOrderTicket1 = self.LimitOrder(self.symbol, 10, 100)
self.expectedOrderStatuses[self.gtdOrderTicket1.OrderId] = OrderStatus.Canceled
self.gtd_order_ticket1 = self.limit_order(self.symbol, 10, 100)
self.expected_order_statuses[self.gtd_order_ticket1.order_id] = OrderStatus.CANCELED
# this order will be filled before expiry
self.gtdOrderTicket2 = self.LimitOrder(self.symbol, 10, 160)
self.expectedOrderStatuses[self.gtdOrderTicket2.OrderId] = OrderStatus.Filled
self.gtd_order_ticket2 = self.limit_order(self.symbol, 10, 160)
self.expected_order_statuses[self.gtd_order_ticket2.order_id] = OrderStatus.FILLED
# Order event handler. This handler will be called for all order events, including submissions, fills, cancellations.
# This method can be called asynchronously, ensure you use proper locks on thread-unsafe objects
def OnOrderEvent(self, orderEvent):
self.Debug(f"{self.Time} {orderEvent}")
def on_order_event(self, orderEvent):
self.debug(f"{self.time} {orderEvent}")
# End of algorithm run event handler. This method is called at the end of a backtest or live trading operation.
def OnEndOfAlgorithm(self):
for orderId, expectedStatus in self.expectedOrderStatuses.items():
order = self.Transactions.GetOrderById(orderId)
if order.Status != expectedStatus:
raise Exception(f"Invalid status for order {orderId} - Expected: {expectedStatus}, actual: {order.Status}")
def on_end_of_algorithm(self):
for orderId, expectedStatus in self.expected_order_statuses.items():
order = self.transactions.get_order_by_id(orderId)
if order.status != expectedStatus:
raise Exception(f"Invalid status for order {orderId} - Expected: {expectedStatus}, actual: {order.status}")