pep8 conversion of python algos (#7942)
* pep8 conversion of python algos * adding 10 more pep8 converted algos
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@@ -26,26 +26,26 @@ from System.Collections.Generic import List
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### <meta name="tag" content="custom universes" />
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class UserDefinedUniverseAlgorithm(QCAlgorithm):
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def Initialize(self):
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self.SetCash(100000)
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self.SetStartDate(2015,1,1)
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self.SetEndDate(2015,12,1)
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def initialize(self):
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self.set_cash(100000)
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self.set_start_date(2015,1,1)
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self.set_end_date(2015,12,1)
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self.symbols = [ "SPY", "GOOG", "IBM", "AAPL", "MSFT", "CSCO", "ADBE", "WMT"]
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self.UniverseSettings.Resolution = Resolution.Hour
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self.AddUniverse('my_universe_name', Resolution.Hour, self.selection)
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self.universe_settings.resolution = Resolution.HOUR
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self.add_universe('my_universe_name', Resolution.HOUR, self.selection)
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def selection(self, time):
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index = time.hour%len(self.symbols)
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return self.symbols[index]
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return [self.symbols[index]]
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def OnData(self, slice):
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def on_data(self, slice):
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pass
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def OnSecuritiesChanged(self, changes):
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for removed in changes.RemovedSecurities:
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if removed.Invested:
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self.Liquidate(removed.Symbol)
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def on_securities_changed(self, changes):
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for removed in changes.removed_securities:
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if removed.invested:
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self.liquidate(removed.symbol)
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for added in changes.AddedSecurities:
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self.SetHoldings(added.Symbol, 1/float(len(changes.AddedSecurities)))
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for added in changes.added_securities:
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self.set_holdings(added.symbol, 1/float(len(changes.added_securities)))
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