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pep8 conversion of python algos (#7948)

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* 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:
Ashutosh
2024-04-19 19:36:48 +05:30
committed by GitHub
parent 77591f90c7
commit 3c30e255fe
21 changed files with 490 additions and 491 deletions
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Algorithm.Python/SpreadExecutionModelRegressionAlgorithm.py
+18 -18
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@@ -18,7 +18,7 @@ from Execution.SpreadExecutionModel import SpreadExecutionModel
### <summary>
### Regression algorithm for the SpreadExecutionModel.
### This algorithm shows how the execution model works to
### This algorithm shows how the execution model works to
### submit orders only when the price is on desirably tight spread.
### </summary>
### <meta name="tag" content="using data" />
@@ -26,29 +26,29 @@ from Execution.SpreadExecutionModel import SpreadExecutionModel
### <meta name="tag" content="trading and orders" />
class SpreadExecutionModelRegressionAlgorithm(QCAlgorithm):
'''Regression algorithm for the SpreadExecutionModel.
This algorithm shows how the execution model works to
This algorithm shows how the execution model works to
submit orders only when the price is on desirably tight spread.'''
def Initialize(self):
self.SetStartDate(2013,10,7)
self.SetEndDate(2013,10,11)
def initialize(self):
self.set_start_date(2013,10,7)
self.set_end_date(2013,10,11)
self.SetUniverseSelection(ManualUniverseSelectionModel([
Symbol.Create('AIG', SecurityType.Equity, Market.USA),
Symbol.Create('BAC', SecurityType.Equity, Market.USA),
Symbol.Create('IBM', SecurityType.Equity, Market.USA),
Symbol.Create('SPY', SecurityType.Equity, Market.USA)
self.set_universe_selection(ManualUniverseSelectionModel([
Symbol.create('AIG', SecurityType.EQUITY, Market.USA),
Symbol.create('BAC', SecurityType.EQUITY, Market.USA),
Symbol.create('IBM', SecurityType.EQUITY, Market.USA),
Symbol.create('SPY', SecurityType.EQUITY, Market.USA)
]))
# using hourly rsi to generate more insights
self.SetAlpha(RsiAlphaModel(14, Resolution.Hour))
self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel())
self.SetExecution(SpreadExecutionModel())
self.set_alpha(RsiAlphaModel(14, Resolution.HOUR))
self.set_portfolio_construction(EqualWeightingPortfolioConstructionModel())
self.set_execution(SpreadExecutionModel())
self.InsightsGenerated += self.OnInsightsGenerated
self.insights_generated += self.on_insights_generated
def OnInsightsGenerated(self, algorithm, data):
self.Log(f"{self.Time}: {', '.join(str(x) for x in data.Insights)}")
def on_insights_generated(self, algorithm, data):
self.log(f"{self.time}: {', '.join(str(x) for x in data.insights)}")
def OnOrderEvent(self, orderEvent):
self.Log(f"{self.Time}: {orderEvent}")
def on_order_event(self, order_event):
self.log(f"{self.time}: {order_event}")