github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity

Add python syntax check (#8651)
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled

Browse Source 
* Add python syntax check

* Fix some python regression algorithms

* Fixing more bugs
This commit is contained in:
Martin-Molinero
2025-03-28 10:36:26 -03:00
committed by GitHub
parent 581e87809b
commit 513ced31d7
155 changed files with 667 additions and 587 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Algorithm.Python/BasicTemplateCryptoFutureAlgorithm.py
+16 -16
View File
@@ -60,13 +60,13 @@ class BasicTemplateCryptoFutureAlgorithm(QCAlgorithm):
self.interest_per_symbol[interest_rate.key] += 1
self.cached_interest_rate = self.securities[interest_rate.key].cache.get_data[MarginInterestRate]()
if self.cached_interest_rate != interest_rate.value:
raise Exception(f"Unexpected cached margin interest rate for {interest_rate.key}!")
raise AssertionError(f"Unexpected cached margin interest rate for {interest_rate.key}!")
if self.fast > self.slow:
if self.portfolio.invested == False and self.transactions.orders_count == 0:
self.ticket = self.buy(self.btc_usd.symbol, 50)
if self.ticket.status != OrderStatus.INVALID:
raise Exception(f"Unexpected valid order {self.ticket}, should fail due to margin not sufficient")
raise AssertionError(f"Unexpected valid order {self.ticket}, should fail due to margin not sufficient")
self.buy(self.btc_usd.symbol, 1)
@@ -76,14 +76,14 @@ class BasicTemplateCryptoFutureAlgorithm(QCAlgorithm):
self.holdings_value_btc_usd = 100
if abs(self.btc_usd_holdings.total_sale_volume - self.holdings_value_btc_usd) > 1:
raise Exception(f"Unexpected TotalSaleVolume {self.btc_usd_holdings.total_sale_volume}")
raise AssertionError(f"Unexpected TotalSaleVolume {self.btc_usd_holdings.total_sale_volume}")
if abs(self.btc_usd_holdings.absolute_holdings_cost - self.holdings_value_btc_usd) > 1:
raise Exception(f"Unexpected holdings cost {self.btc_usd_holdings.holdings_cost}")
raise AssertionError(f"Unexpected holdings cost {self.btc_usd_holdings.holdings_cost}")
# margin used is based on the maintenance rate
if (abs(self.btc_usd_holdings.absolute_holdings_cost * 0.05 - self.margin_used) > 1) or (BuyingPowerModelExtensions.get_maintenance_margin(self.btc_usd.buying_power_model, self.btc_usd) != self.margin_used):
raise Exception(f"Unexpected margin used {self.margin_used}")
raise AssertionError(f"Unexpected margin used {self.margin_used}")
self.buy(self.ada_usdt.symbol, 1000)
@@ -94,29 +94,29 @@ class BasicTemplateCryptoFutureAlgorithm(QCAlgorithm):
self.holdings_value_usdt = self.ada_usdt.price * self.ada_usdt.symbol_properties.contract_multiplier * 1000
if abs(self.ada_usdt_holdings.total_sale_volume - self.holdings_value_usdt) > 1:
raise Exception(f"Unexpected TotalSaleVolume {self.ada_usdt_holdings.total_sale_volume}")
raise AssertionError(f"Unexpected TotalSaleVolume {self.ada_usdt_holdings.total_sale_volume}")
if abs(self.ada_usdt_holdings.absolute_holdings_cost - self.holdings_value_usdt) > 1:
raise Exception(f"Unexpected holdings cost {self.ada_usdt_holdings.holdings_cost}")
raise AssertionError(f"Unexpected holdings cost {self.ada_usdt_holdings.holdings_cost}")
if (abs(self.ada_usdt_holdings.absolute_holdings_cost * 0.05 - self.margin_used) > 1) or (BuyingPowerModelExtensions.get_maintenance_margin(self.ada_usdt.buying_power_model, self.ada_usdt) != self.margin_used):
raise Exception(f"Unexpected margin used {self.margin_used}")
raise AssertionError(f"Unexpected margin used {self.margin_used}")
# position just opened should be just spread here
self.profit = self.portfolio.total_unrealized_profit
if (5 - abs(self.profit)) < 0:
raise Exception(f"Unexpected TotalUnrealizedProfit {self.portfolio.total_unrealized_profit}")
raise AssertionError(f"Unexpected TotalUnrealizedProfit {self.portfolio.total_unrealized_profit}")
if (self.portfolio.total_profit != 0):
raise Exception(f"Unexpected TotalProfit {self.portfolio.total_profit}")
raise AssertionError(f"Unexpected TotalProfit {self.portfolio.total_profit}")
else:
if self.time.hour > 10 and self.transactions.orders_count == 3:
self.sell(self.btc_usd.symbol, 3)
self.btc_usd_holdings = self.btc_usd.holdings
if abs(self.btc_usd_holdings.absolute_holdings_cost - 100 * 2) > 1:
raise Exception(f"Unexpected holdings cost {self.btc_usd_holdings.holdings_cost}")
raise AssertionError(f"Unexpected holdings cost {self.btc_usd_holdings.holdings_cost}")
self.sell(self.ada_usdt.symbol, 3000)
ada_usdt_holdings = self.ada_usdt.holdings
@@ -125,22 +125,22 @@ class BasicTemplateCryptoFutureAlgorithm(QCAlgorithm):
holdings_value_usdt = self.ada_usdt.price * self.ada_usdt.symbol_properties.contract_multiplier * 2000
if abs(ada_usdt_holdings.absolute_holdings_cost - holdings_value_usdt) > 1:
raise Exception(f"Unexpected holdings cost {ada_usdt_holdings.holdings_cost}")
raise AssertionError(f"Unexpected holdings cost {ada_usdt_holdings.holdings_cost}")
# position just opened should be just spread here
profit = self.portfolio.total_unrealized_profit
if (5 - abs(profit)) < 0:
raise Exception(f"Unexpected TotalUnrealizedProfit {self.portfolio.total_unrealized_profit}")
raise AssertionError(f"Unexpected TotalUnrealizedProfit {self.portfolio.total_unrealized_profit}")
# we barely did any difference on the previous trade
if (5 - abs(self.portfolio.total_profit)) < 0:
raise Exception(f"Unexpected TotalProfit {self.portfolio.total_profit}")
raise AssertionError(f"Unexpected TotalProfit {self.portfolio.total_profit}")
def on_end_of_algorithm(self):
if self.interest_per_symbol[self.ada_usdt.symbol] != 1:
raise Exception(f"Unexpected interest rate count {self.interest_per_symbol[self.ada_usdt.symbol]}")
raise AssertionError(f"Unexpected interest rate count {self.interest_per_symbol[self.ada_usdt.symbol]}")
if self.interest_per_symbol[self.btc_usd.symbol] != 3:
raise Exception(f"Unexpected interest rate count {self.interest_per_symbol[self.btc_usd.symbol]}")
raise AssertionError(f"Unexpected interest rate count {self.interest_per_symbol[self.btc_usd.symbol]}")
def on_order_event(self, order_event):
self.debug("{0} {1}".format(self.time, order_event))