pep8 conversion of python algos (#7948)
* pep8 conversion of python algos * adding 10 more pep8 converted algos * PEP8 updates/fixes --------- Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com>
This commit is contained in:
@@ -19,41 +19,40 @@ from collections import deque
|
||||
### specifically when this class is a subclass of a C# class.
|
||||
### </summary>
|
||||
class SecurityDynamicPropertyPythonClassAlgorithm(QCAlgorithm):
|
||||
def Initialize(self):
|
||||
self.SetStartDate(2013, 10, 7)
|
||||
self.SetEndDate(2013, 10, 7)
|
||||
def initialize(self):
|
||||
self.set_start_date(2013, 10, 7)
|
||||
self.set_end_date(2013, 10, 7)
|
||||
|
||||
self.spy = self.AddEquity("SPY", Resolution.Minute)
|
||||
self.spy = self.add_equity("SPY", Resolution.MINUTE)
|
||||
|
||||
customSMA = CustomSimpleMovingAverage('custom', 60)
|
||||
self.spy.CustomSMA = customSMA
|
||||
customSMA.Security = self.spy
|
||||
custom_sma = CustomSimpleMovingAverage('custom', 60)
|
||||
self.spy.custom_sma = custom_sma
|
||||
custom_sma.security = self.spy
|
||||
|
||||
self.RegisterIndicator(self.spy.Symbol, self.spy.CustomSMA, Resolution.Minute)
|
||||
self.register_indicator(self.spy.symbol, self.spy.custom_sma, Resolution.MINUTE)
|
||||
|
||||
def on_warmup_finished(self) -> None:
|
||||
if type(self.spy.custom_sma) != CustomSimpleMovingAverage:
|
||||
raise Exception("spy.custom_sma is not an instance of CustomSimpleMovingAverage")
|
||||
|
||||
def OnWarmupFinished(self) -> None:
|
||||
if type(self.spy.CustomSMA) != CustomSimpleMovingAverage:
|
||||
raise Exception("spy.CustomSMA is not an instance of CustomSimpleMovingAverage")
|
||||
|
||||
if self.spy.CustomSMA.Security is None:
|
||||
raise Exception("spy.CustomSMA.Security is None")
|
||||
if self.spy.custom_sma.security is None:
|
||||
raise Exception("spy.custom_sma.security is None")
|
||||
else:
|
||||
self.Debug(f"spy.CustomSMA.Security.Symbol: {self.spy.CustomSMA.Security.Symbol}")
|
||||
self.debug(f"spy.custom_sma.security.symbol: {self.spy.custom_sma.security.symbol}")
|
||||
|
||||
def OnData(self, slice: Slice) -> None:
|
||||
if self.spy.CustomSMA.IsReady:
|
||||
self.Debug(f"CustomSMA: {self.spy.CustomSMA.Current.Value}")
|
||||
def on_data(self, slice: Slice) -> None:
|
||||
if self.spy.custom_sma.is_ready:
|
||||
self.debug(f"CustomSMA: {self.spy.custom_sma.current.value}")
|
||||
|
||||
class CustomSimpleMovingAverage(PythonIndicator):
|
||||
def __init__(self, name, period):
|
||||
super().__init__()
|
||||
self.Name = name
|
||||
self.Value = 0
|
||||
self.name = name
|
||||
self.value = 0
|
||||
self.queue = deque(maxlen=period)
|
||||
|
||||
def Update(self, input):
|
||||
self.queue.appendleft(input.Value)
|
||||
def update(self, input):
|
||||
self.queue.appendleft(input.value)
|
||||
count = len(self.queue)
|
||||
self.Value = np.sum(self.queue) / count
|
||||
self.value = np.sum(self.queue) / count
|
||||
return count == self.queue.maxlen
|
||||
|
||||
Reference in New Issue
Block a user