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pep8 conversions of python algos, #6 (#7944)

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* pep8 conversions

* Address review. Fix PythonIndicator

* Minor CSharp algo fix

---------

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
This commit is contained in:
Louis Szeto
2024-04-19 02:15:18 +08:00
committed by GitHub
parent 1cae47ab25
commit 5eb236834f
35 changed files with 758 additions and 746 deletions
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Algorithm.Python/CustomShortableProviderRegressionAlgorithm.py
+21 -21
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@@ -18,41 +18,41 @@ from AlgorithmImports import *
### </summary>
class CustomShortableProviderRegressionAlgorithm(QCAlgorithm):
def Initialize(self):
self.SetCash(10000000);
self.SetStartDate(2013,10,4)
self.SetEndDate(2013,10,6)
self.spy = self.AddSecurity(SecurityType.Equity, "SPY", Resolution.Daily)
self.spy.SetShortableProvider(CustomShortableProvider())
def initialize(self):
self.set_cash(10000000);
self.set_start_date(2013,10,4)
self.set_end_date(2013,10,6)
self.spy = self.add_security(SecurityType.EQUITY, "SPY", Resolution.DAILY)
self.spy.set_shortable_provider(CustomShortableProvider())
def OnData(self, data):
spyShortableQuantity = self.spy.ShortableProvider.ShortableQuantity(self.spy.Symbol, self.Time)
if spyShortableQuantity > 1000:
self.orderId = self.Sell("SPY", int(spyShortableQuantity))
def on_data(self, data):
spy_shortable_quantity = self.spy.shortable_provider.shortable_quantity(self.spy.symbol, self.time)
if spy_shortable_quantity > 1000:
self.order_id = self.sell("SPY", int(spy_shortable_quantity))
def OnEndOfAlgorithm(self):
transactions = self.Transactions.OrdersCount
def on_end_of_algorithm(self):
transactions = self.transactions.orders_count
if transactions != 1:
raise Exception("Algorithm should have just 1 order, but was " + str(transactions))
orderQuantity = self.Transactions.GetOrderById(self.orderId).Quantity
if orderQuantity != -1001:
raise Exception("Quantity of order " + str(_orderId) + " should be " + str(-1001)+", but was {orderQuantity}")
order_quantity = self.transactions.get_order_by_id(self.order_id).quantity
if order_quantity != -1001:
raise Exception("Quantity of order " + str(_order_id) + " should be " + str(-1001)+", but was {order_quantity}")
fee_rate = self.spy.ShortableProvider.FeeRate(self.spy.Symbol, self.Time)
fee_rate = self.spy.shortable_provider.fee_rate(self.spy.symbol, self.time)
if fee_rate != 0.0025:
raise Exception(f"Fee rate should be 0.0025, but was {fee_rate}")
rebate_rate = self.spy.ShortableProvider.RebateRate(self.spy.Symbol, self.Time)
rebate_rate = self.spy.shortable_provider.rebate_rate(self.spy.symbol, self.time)
if rebate_rate != 0.0507:
raise Exception(f"Rebate rate should be 0.0507, but was {rebate_rate}")
class CustomShortableProvider(NullShortableProvider):
def FeeRate(self, symbol: Symbol, localTime: DateTime):
def fee_rate(self, symbol: Symbol, local_time: DateTime):
return 0.0025
def RebateRate(self, symbol: Symbol, localTime: DateTime):
def rebate_rate(self, symbol: Symbol, local_time: DateTime):
return 0.0507
def ShortableQuantity(self, symbol: Symbol, localTime: DateTime):
if localTime < datetime(2013,10,5):
def shortable_quantity(self, symbol: Symbol, local_time: DateTime):
if local_time < datetime(2013,10,5):
return 10
else:
return 1001