Add python syntax check (#8651)
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* Add python syntax check * Fix some python regression algorithms * Fixing more bugs
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@@ -53,7 +53,7 @@ class TrailingStopOrderRegressionAlgorithm(QCAlgorithm):
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stop_price_to_market_price_distance = stop_price - low
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if stop_price_to_market_price_distance > self.buy_trailing_amount:
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raise Exception(f"StopPrice {stop_price} should be within {self.buy_trailing_amount} of the previous low price {low} at all times.")
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raise AssertionError(f"StopPrice {stop_price} should be within {self.buy_trailing_amount} of the previous low price {low} at all times.")
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if self._sell_order_ticket is None:
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if self.portfolio.invested:
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@@ -67,7 +67,7 @@ class TrailingStopOrderRegressionAlgorithm(QCAlgorithm):
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else self._previous_slice.bars[self._symbol].high
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stop_price_to_market_price_distance = high - stop_price
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if stop_price_to_market_price_distance > self.sell_trailing_amount:
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raise Exception(f"StopPrice {stop_price} should be within {self.sell_trailing_amount} of the previous high price {high} at all times.")
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raise AssertionError(f"StopPrice {stop_price} should be within {self.sell_trailing_amount} of the previous high price {high} at all times.")
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self._previous_slice = slice
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@@ -76,10 +76,10 @@ class TrailingStopOrderRegressionAlgorithm(QCAlgorithm):
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if orderEvent.direction == OrderDirection.BUY:
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stop_price = self._buy_order_ticket.get(OrderField.STOP_PRICE)
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if orderEvent.fill_price < stop_price:
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raise Exception(f"Buy trailing stop order should have filled with price greater than or equal to the stop price {stop_price}. "
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raise AssertionError(f"Buy trailing stop order should have filled with price greater than or equal to the stop price {stop_price}. "
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f"Fill price: {orderEvent.fill_price}")
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else:
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stop_price = self._sell_order_ticket.get(OrderField.STOP_PRICE)
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if orderEvent.fill_price > stop_price:
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raise Exception(f"Sell trailing stop order should have filled with price less than or equal to the stop price {stop_price}. "
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raise AssertionError(f"Sell trailing stop order should have filled with price less than or equal to the stop price {stop_price}. "
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f"Fill price: {orderEvent.fill_price}")
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