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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/StandardDeviationExecutionModelRegressionAlgorithm.py
+15 -15
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@@ -29,26 +29,26 @@ class StandardDeviationExecutionModelRegressionAlgorithm(QCAlgorithm):
This algorithm shows how the execution model works to split up orders and submit them
only when the price is 2 standard deviations from the 60min mean (default model settings).'''
def Initialize(self):
def initialize(self):
''' Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
# Set requested data resolution
self.UniverseSettings.Resolution = Resolution.Minute
self.universe_settings.resolution = Resolution.MINUTE
self.SetStartDate(2013,10,7)
self.SetEndDate(2013,10,11)
self.SetCash(1000000)
self.set_start_date(2013,10,7)
self.set_end_date(2013,10,11)
self.set_cash(1000000)
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)
]))
self.SetAlpha(RsiAlphaModel(14, Resolution.Hour))
self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel())
self.SetExecution(StandardDeviationExecutionModel())
self.set_alpha(RsiAlphaModel(14, Resolution.HOUR))
self.set_portfolio_construction(EqualWeightingPortfolioConstructionModel())
self.set_execution(StandardDeviationExecutionModel())
def OnOrderEvent(self, orderEvent):
self.Log(f"{self.Time}: {orderEvent}")
def on_order_event(self, order_event):
self.log(f"{self.time}: {order_event}")