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