pep8 conversion of python algos (#7942)

* 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
@@ -21,40 +21,40 @@ from AlgorithmImports import *
### <meta name="tag" content="coarse universes" />
class UniverseSelectionDefinitionsAlgorithm(QCAlgorithm):
def Initialize(self):
def initialize(self):
# subscriptions added via universe selection will have this resolution
self.UniverseSettings.Resolution = Resolution.Daily
self.universe_settings.resolution = Resolution.DAILY
self.SetStartDate(2014,3,24) # Set Start Date
self.SetEndDate(2014,3,28) # Set End Date
self.SetCash(100000) # Set Strategy Cash
self.set_start_date(2014,3,24) # Set Start Date
self.set_end_date(2014,3,28) # Set End Date
self.set_cash(100000) # Set Strategy Cash
# add universe for the top 3 stocks by dollar volume
self.AddUniverse(self.Universe.Top(3))
self.add_universe(self.universe.top(3))
self.changes = None
self.onSecuritiesChangedWasCalled = False
self.on_securities_changed_was_called = False
def OnData(self, data):
def on_data(self, data):
if self.changes is None: return
# liquidate securities that fell out of our universe
for security in self.changes.RemovedSecurities:
if security.Invested:
self.Liquidate(security.Symbol)
for security in self.changes.removed_securities:
if security.invested:
self.liquidate(security.symbol)
# invest in securities just added to our universe
for security in self.changes.AddedSecurities:
if not security.Invested:
self.MarketOrder(security.Symbol, 10)
for security in self.changes.added_securities:
if not security.invested:
self.market_order(security.symbol, 10)
self.changes = None
# this event fires whenever we have changes to our universe
def OnSecuritiesChanged(self, changes):
def on_securities_changed(self, changes):
self.changes = changes
self.onSecuritiesChangedWasCalled = True
self.on_securities_changed_was_called = True
def OnEndOfAlgorithm(self):
if not self.onSecuritiesChangedWasCalled:
def on_end_of_algorithm(self):
if not self.on_securities_changed_was_called:
raise Exception("OnSecuritiesChanged() method was never called!")