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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/DailyAlgorithm.py
+20 -20
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@@ -21,37 +21,37 @@ from AlgorithmImports import *
### <meta name="tag" content="trading and orders" />
class DailyAlgorithm(QCAlgorithm):
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.'''
self.SetStartDate(2013,1,1) #Set Start Date
self.SetEndDate(2014,1,1) #Set End Date
self.SetCash(100000) #Set Strategy Cash
self.set_start_date(2013,1,1) #Set Start Date
self.set_end_date(2014,1,1) #Set End Date
self.set_cash(100000) #Set Strategy Cash
# Find more symbols here: http://quantconnect.com/data
self.AddEquity("SPY", Resolution.Daily)
self.AddEquity("IBM", Resolution.Hour).SetLeverage(1.0)
self.macd = self.MACD("SPY", 12, 26, 9, MovingAverageType.Wilders, Resolution.Daily, Field.Close)
self.ema = self.EMA("IBM", 15 * 6, Resolution.Hour, Field.SevenBar)
self.lastAction = None
self.add_equity("SPY", Resolution.DAILY)
self.add_equity("IBM", Resolution.HOUR).set_leverage(1.0)
self.macd = self.macd("SPY", 12, 26, 9, MovingAverageType.WILDERS, Resolution.DAILY, Field.CLOSE)
self.ema = self.ema("IBM", 15 * 6, Resolution.HOUR, Field.SEVEN_BAR)
self.last_action = None
def OnData(self, data):
def on_data(self, data):
'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
Arguments:
data: Slice object keyed by symbol containing the stock data
'''
if not self.macd.IsReady: return
if not data.ContainsKey("IBM"): return
if not self.macd.is_ready: return
if not data.contains_key("IBM"): return
if data["IBM"] is None:
self.Log("Price Missing Time: %s"%str(self.Time))
self.log("Price Missing Time: %s"%str(self.time))
return
if self.lastAction is not None and self.lastAction.date() == self.Time.date(): return
if self.last_action is not None and self.last_action.date() == self.time.date(): return
self.lastAction = self.Time
quantity = self.Portfolio["SPY"].Quantity
self.last_action = self.time
quantity = self.portfolio["SPY"].quantity
if quantity <= 0 and self.macd.Current.Value > self.macd.Signal.Current.Value and data["IBM"].Price > self.ema.Current.Value:
self.SetHoldings("IBM", 0.25)
elif quantity >= 0 and self.macd.Current.Value < self.macd.Signal.Current.Value and data["IBM"].Price < self.ema.Current.Value:
self.SetHoldings("IBM", -0.25)
if quantity <= 0 and self.macd.current.value > self.macd.signal.current.value and data["IBM"].price > self.ema.current.value:
self.set_holdings("IBM", 0.25)
elif quantity >= 0 and self.macd.current.value < self.macd.signal.current.value and data["IBM"].price < self.ema.current.value:
self.set_holdings("IBM", -0.25)