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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/DropboxBaseDataUniverseSelectionAlgorithm.py
+27 -27
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@@ -24,71 +24,71 @@ from System.Collections.Generic import List
### <meta name="tag" content="custom universes" />
class DropboxBaseDataUniverseSelectionAlgorithm(QCAlgorithm):
def Initialize(self):
def initialize(self):
self.UniverseSettings.Resolution = Resolution.Daily
self.universe_settings.resolution = Resolution.DAILY
# Order margin value has to have a minimum of 0.5% of Portfolio value, allows filtering out small trades and reduce fees.
# Commented so regression algorithm is more sensitive
#self.Settings.MinimumOrderMarginPortfolioPercentage = 0.005
#self.settings.minimum_order_margin_portfolio_percentage = 0.005
self.SetStartDate(2017, 7, 6)
self.SetEndDate(2018, 7, 4)
self.set_start_date(2017, 7, 6)
self.set_end_date(2018, 7, 4)
universe = self.AddUniverse(StockDataSource, self.stockDataSource)
universe = self.add_universe(StockDataSource, self.stock_data_source)
historicalSelectionData = self.History(universe, 3)
if len(historicalSelectionData) != 3:
raise ValueError(f"Unexpected universe data count {len(historicalSelectionData)}")
historical_selection_data = self.history(universe, 3)
if len(historical_selection_data) != 3:
raise ValueError(f"Unexpected universe data count {len(historical_selection_data)}")
for universeData in historicalSelectionData["symbols"]:
if len(universeData) != 5:
for universe_data in historical_selection_data["symbols"]:
if len(universe_data) != 5:
raise ValueError(f"Unexpected universe data receieved")
def stockDataSource(self, data):
def stock_data_source(self, data):
list = []
for item in data:
for symbol in item["Symbols"]:
list.append(symbol)
return list
def OnData(self, slice):
def on_data(self, slice):
if slice.Bars.Count == 0: return
if slice.bars.count == 0: return
if self._changes is None: return
# start fresh
self.Liquidate()
self.liquidate()
percentage = 1 / slice.Bars.Count
for tradeBar in slice.Bars.Values:
self.SetHoldings(tradeBar.Symbol, percentage)
percentage = 1 / slice.bars.count
for trade_bar in slice.bars.values():
self.set_holdings(trade_bar.symbol, percentage)
# reset changes
self._changes = None
def OnSecuritiesChanged(self, changes):
def on_securities_changed(self, changes):
self._changes = changes
class StockDataSource(PythonData):
def GetSource(self, config, date, isLiveMode):
url = "https://www.dropbox.com/s/2l73mu97gcehmh7/daily-stock-picker-live.csv?dl=1" if isLiveMode else \
def get_source(self, config, date, is_live_mode):
url = "https://www.dropbox.com/s/2l73mu97gcehmh7/daily-stock-picker-live.csv?dl=1" if is_live_mode else \
"https://www.dropbox.com/s/ae1couew5ir3z9y/daily-stock-picker-backtest.csv?dl=1"
return SubscriptionDataSource(url, SubscriptionTransportMedium.RemoteFile)
return SubscriptionDataSource(url, SubscriptionTransportMedium.REMOTE_FILE)
def Reader(self, config, line, date, isLiveMode):
def reader(self, config, line, date, is_live_mode):
if not (line.strip() and line[0].isdigit()): return None
stocks = StockDataSource()
stocks.Symbol = config.Symbol
stocks.symbol = config.symbol
csv = line.split(',')
if isLiveMode:
stocks.Time = date
if is_live_mode:
stocks.time = date
stocks["Symbols"] = csv
else:
stocks.Time = datetime.strptime(csv[0], "%Y%m%d")
stocks.time = datetime.strptime(csv[0], "%Y%m%d")
stocks["Symbols"] = csv[1:]
return stocks