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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/UniverseSelectionRegressionAlgorithm.py
+31 -31
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@@ -19,60 +19,60 @@ from AlgorithmImports import *
### <meta name="tag" content="regression test" />
class UniverseSelectionRegressionAlgorithm(QCAlgorithm):
def Initialize(self):
def initialize(self):
self.SetStartDate(2014,3,22) #Set Start Date
self.SetEndDate(2014,4,7) #Set End Date
self.SetCash(100000) #Set Strategy Cash
self.set_start_date(2014,3,22) #Set Start Date
self.set_end_date(2014,4,7) #Set End Date
self.set_cash(100000) #Set Strategy Cash
# Find more symbols here: http://quantconnect.com/data
# security that exists with no mappings
self.AddEquity("SPY", Resolution.Daily)
self.add_equity("SPY", Resolution.DAILY)
# security that doesn't exist until half way in backtest (comes in as GOOCV)
self.AddEquity("GOOG", Resolution.Daily)
self.add_equity("GOOG", Resolution.DAILY)
self.UniverseSettings.Resolution = Resolution.Daily
self.AddUniverse(self.CoarseSelectionFunction)
self.universe_settings.resolution = Resolution.DAILY
self.add_universe(self.coarse_selection_function)
self.delistedSymbols = []
self.delisted_symbols = []
self.changes = None
def CoarseSelectionFunction(self, coarse):
return [ c.Symbol for c in coarse if c.Symbol.Value == "GOOG" or c.Symbol.Value == "GOOCV" or c.Symbol.Value == "GOOAV" or c.Symbol.Value == "GOOGL" ]
def coarse_selection_function(self, coarse):
return [ c.symbol for c in coarse if c.symbol.value == "GOOG" or c.symbol.value == "GOOCV" or c.symbol.value == "GOOAV" or c.symbol.value == "GOOGL" ]
def OnData(self, data):
if self.Transactions.OrdersCount == 0:
self.MarketOrder("SPY", 100)
def on_data(self, data):
if self.transactions.orders_count == 0:
self.market_order("SPY", 100)
for kvp in data.Delistings:
self.delistedSymbols.append(kvp.Key)
for kvp in data.delistings:
self.delisted_symbols.append(kvp.key)
if self.changes is None:
return
if not all(data.Bars.ContainsKey(x.Symbol) for x in self.changes.AddedSecurities):
if not all(data.bars.contains_key(x.symbol) for x in self.changes.added_securities):
return
for security in self.changes.AddedSecurities:
self.Log("{0}: Added Security: {1}".format(self.Time, security.Symbol))
self.MarketOnOpenOrder(security.Symbol, 100)
for security in self.changes.added_securities:
self.log("{0}: Added Security: {1}".format(self.time, security.symbol))
self.market_on_open_order(security.symbol, 100)
for security in self.changes.RemovedSecurities:
self.Log("{0}: Removed Security: {1}".format(self.Time, security.Symbol))
if security.Symbol not in self.delistedSymbols:
self.Log("Not in delisted: {0}:".format(security.Symbol))
self.MarketOnOpenOrder(security.Symbol, -100)
for security in self.changes.removed_securities:
self.log("{0}: Removed Security: {1}".format(self.time, security.symbol))
if security.symbol not in self.delisted_symbols:
self.log("Not in delisted: {0}:".format(security.symbol))
self.market_on_open_order(security.symbol, -100)
self.changes = None
def OnSecuritiesChanged(self, changes):
def on_securities_changed(self, changes):
self.changes = changes
def OnOrderEvent(self, orderEvent):
if orderEvent.Status == OrderStatus.Submitted:
self.Log("{0}: Submitted: {1}".format(self.Time, self.Transactions.GetOrderById(orderEvent.OrderId)))
if orderEvent.Status == OrderStatus.Filled:
self.Log("{0}: Filled: {1}".format(self.Time, self.Transactions.GetOrderById(orderEvent.OrderId)))
def on_order_event(self, orderEvent):
if orderEvent.status == OrderStatus.SUBMITTED:
self.log("{0}: Submitted: {1}".format(self.time, self.transactions.get_order_by_id(orderEvent.order_id)))
if orderEvent.status == OrderStatus.FILLED:
self.log("{0}: Filled: {1}".format(self.time, self.transactions.get_order_by_id(orderEvent.order_id)))