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Add python syntax check (#8651)
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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/OptionPriceModelForOptionStylesBaseRegressionAlgorithm.py
+4 -4
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@@ -38,7 +38,7 @@ class OptionPriceModelForOptionStylesBaseRegressionAlgorithm(QCAlgorithm):
def on_end_of_algorithm(self):
if not self._tried_greeks_calculation:
raise Exception("Expected greeks to be accessed")
raise AssertionError("Expected greeks to be accessed")
def init(self, option, option_style_is_supported):
self._option = option
@@ -60,11 +60,11 @@ class OptionPriceModelForOptionStylesBaseRegressionAlgorithm(QCAlgorithm):
# Greeks should have not been successfully accessed if the option style is not supported
option_style_str = 'American' if self._option.style == OptionStyle.AMERICAN else 'European'
if not self._option_style_is_supported:
raise Exception(f'Expected greeks not to be calculated for {contract.symbol.value}, an {option_style_str} style option, using {type(self._option.price_model).__name__}, which does not support them, but they were')
raise AssertionError(f'Expected greeks not to be calculated for {contract.symbol.value}, an {option_style_str} style option, using {type(self._option.price_model).__name__}, which does not support them, but they were')
except ArgumentException:
# ArgumentException is only expected if the option style is not supported
if self._option_style_is_supported:
raise Exception(f'Expected greeks to be calculated for {contract.symbol.value}, an {option_style_str} style option, using {type(self._option.price_model).__name__}, which supports them, but they were not')
raise AssertionError(f'Expected greeks to be calculated for {contract.symbol.value}, an {option_style_str} style option, using {type(self._option.price_model).__name__}, which supports them, but they were not')
# Greeks should be valid if they were successfuly accessed for supported option style
# Delta can be {-1, 0, 1} if the price is too wild, rho can be 0 if risk free rate is 0
@@ -74,7 +74,7 @@ class OptionPriceModelForOptionStylesBaseRegressionAlgorithm(QCAlgorithm):
or ((contract.right == OptionRight.CALL and (greeks.delta < 0.0 or greeks.delta > 1.0 or greeks.rho < 0.0))
or (contract.right == OptionRight.PUT and (greeks.delta < -1.0 or greeks.delta > 0.0 or greeks.rho > 0.0))
or greeks.theta == 0.0 or greeks.vega < 0.0 or greeks.gamma < 0.0))):
raise Exception(f'Expected greeks to have valid values. Greeks were: Delta: {greeks.delta}, Rho: {greeks.rho}, Theta: {greeks.theta}, Vega: {greeks.vega}, Gamma: {greeks.gamma}')
raise AssertionError(f'Expected greeks to have valid values. Greeks were: Delta: {greeks.delta}, Rho: {greeks.rho}, Theta: {greeks.theta}, Vega: {greeks.vega}, Gamma: {greeks.gamma}')