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

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

Browse Source 
* 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
Download Patch File Download Diff File Expand all files Collapse all files
Algorithm.Python/DelistingEventsAlgorithm.py
+30 -30
View File
@@ -22,58 +22,58 @@ from AlgorithmImports import *
### <meta name="tag" content="delisting event" />
class DelistingEventsAlgorithm(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(2007, 5, 16) #Set Start Date
self.SetEndDate(2007, 5, 25) #Set End Date
self.SetCash(100000) #Set Strategy Cash
self.set_start_date(2007, 5, 16) #Set Start Date
self.set_end_date(2007, 5, 25) #Set End Date
self.set_cash(100000) #Set Strategy Cash
# Find more symbols here: http://quantconnect.com/data
self.AddEquity("AAA.1", Resolution.Daily)
self.AddEquity("SPY", Resolution.Daily)
self.add_equity("AAA.1", Resolution.DAILY)
self.add_equity("SPY", Resolution.DAILY)
def OnData(self, data):
'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
def on_data(self, data):
'''on_data 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 self.Transactions.OrdersCount == 0:
self.SetHoldings("AAA.1", 1)
self.Debug("Purchased stock")
if self.transactions.orders_count == 0:
self.set_holdings("AAA.1", 1)
self.debug("Purchased stock")
for kvp in data.Bars:
symbol = kvp.Key
value = kvp.Value
for kvp in data.bars:
symbol = kvp.key
value = kvp.value
self.Log("OnData(Slice): {0}: {1}: {2}".format(self.Time, symbol, value.Close))
self.log("OnData(Slice): {0}: {1}: {2}".format(self.time, symbol, value.close))
# the slice can also contain delisting data: data.Delistings in a dictionary string->Delisting
# the slice can also contain delisting data: data.delistings in a dictionary string->Delisting
aaa = self.Securities["AAA.1"]
if aaa.IsDelisted and aaa.IsTradable:
aaa = self.securities["AAA.1"]
if aaa.is_delisted and aaa.is_tradable:
raise Exception("Delisted security must NOT be tradable")
if not aaa.IsDelisted and not aaa.IsTradable:
if not aaa.is_delisted and not aaa.is_tradable:
raise Exception("Securities must be marked as tradable until they're delisted or removed from the universe")
for kvp in data.Delistings:
symbol = kvp.Key
value = kvp.Value
for kvp in data.delistings:
symbol = kvp.key
value = kvp.value
if value.Type == DelistingType.Warning:
self.Log("OnData(Delistings): {0}: {1} will be delisted at end of day today.".format(self.Time, symbol))
if value.type == DelistingType.WARNING:
self.log("OnData(Delistings): {0}: {1} will be delisted at end of day today.".format(self.time, symbol))
# liquidate on delisting warning
self.SetHoldings(symbol, 0)
self.set_holdings(symbol, 0)
if value.Type == DelistingType.Delisted:
self.Log("OnData(Delistings): {0}: {1} has been delisted.".format(self.Time, symbol))
if value.type == DelistingType.DELISTED:
self.log("OnData(Delistings): {0}: {1} has been delisted.".format(self.time, symbol))
# fails because the security has already been delisted and is no longer tradable
self.SetHoldings(symbol, 1)
self.set_holdings(symbol, 1)
def OnOrderEvent(self, orderEvent):
self.Log("OnOrderEvent(OrderEvent): {0}: {1}".format(self.Time, orderEvent))
def on_order_event(self, order_event):
self.log("OnOrderEvent(OrderEvent): {0}: {1}".format(self.time, order_event))