pep8 conversion of python algos (#7942)
* pep8 conversion of python algos * adding 10 more pep8 converted algos
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@@ -14,36 +14,36 @@
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from AlgorithmImports import *
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### <summary>
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### Regression algorithm asserting the behavior of Universe.Selected collection
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### Regression algorithm asserting the behavior of Universe.SELECTED collection
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### </summary>
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class UniverseSelectedRegressionAlgorithm(QCAlgorithm):
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def Initialize(self):
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self.SetStartDate(2014, 3, 25)
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self.SetEndDate(2014, 3, 27)
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def initialize(self):
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self.set_start_date(2014, 3, 25)
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self.set_end_date(2014, 3, 27)
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self.UniverseSettings.Resolution = Resolution.Daily
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self.universe_settings.resolution = Resolution.DAILY
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self._universe = self.AddUniverse(self.SelectionFunction)
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self.selectionCount = 0
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self._universe = self.add_universe(self.selection_function)
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self.selection_count = 0
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def SelectionFunction(self, fundamentals):
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sortedByDollarVolume = sorted(fundamentals, key=lambda x: x.DollarVolume, reverse=True)
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def selection_function(self, fundamentals):
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sorted_by_dollar_volume = sorted(fundamentals, key=lambda x: x.dollar_volume, reverse=True)
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sortedByDollarVolume = sortedByDollarVolume[self.selectionCount:]
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self.selectionCount = self.selectionCount + 1
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sorted_by_dollar_volume = sorted_by_dollar_volume[self.selection_count:]
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self.selection_count = self.selection_count + 1
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# return the symbol objects of the top entries from our sorted collection
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return [ x.Symbol for x in sortedByDollarVolume[:self.selectionCount] ]
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return [ x.symbol for x in sorted_by_dollar_volume[:self.selection_count] ]
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def OnData(self, data):
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if Symbol.Create("TSLA", SecurityType.Equity, Market.USA) in self._universe.Selected:
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def on_data(self, data):
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if Symbol.create("TSLA", SecurityType.EQUITY, Market.USA) in self._universe.selected:
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raise ValueError(f"TSLA shouldn't of been selected")
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self.Buy(next(iter(self._universe.Selected)), 1)
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self.buy(next(iter(self._universe.selected)), 1)
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def OnEndOfAlgorithm(self):
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if self.selectionCount != 3:
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raise ValueError(f"Unexpected selection count {self.selectionCount}")
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if self._universe.Selected.Count != 3 or self._universe.Selected.Count == self._universe.Members.Count:
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raise ValueError(f"Unexpected universe selected count {self._universe.Selected.Count}")
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def on_end_of_algorithm(self):
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if self.selection_count != 3:
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raise ValueError(f"Unexpected selection count {self.selection_count}")
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if self._universe.selected.count != 3 or self._universe.selected.count == self._universe.members.count:
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raise ValueError(f"Unexpected universe selected count {self._universe.selected.count}")
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