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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/DropboxCoarseFineAlgorithm.py
+34 -34
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@@ -22,54 +22,54 @@ from AlgorithmImports import *
### <meta name="tag" content="custom data" />
class DropboxCoarseFineAlgorithm(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2019, 9, 23) # Set Start Date
self.SetEndDate(2019, 9, 30) # Set End Date
self.SetCash(100000) # Set Strategy Cash
self.AddUniverse(self.SelectCoarse, self.SelectFine)
def initialize(self):
self.set_start_date(2019, 9, 23) # Set Start Date
self.set_end_date(2019, 9, 30) # Set End Date
self.set_cash(100000) # Set Strategy Cash
self.add_universe(self.select_coarse, self.select_fine)
self.universeData = None
self.nextUpdate = datetime(1, 1, 1) # Minimum datetime
self.universe_data = None
self.next_update = datetime(1, 1, 1) # Minimum datetime
self.url = "https://www.dropbox.com/s/x2sb9gaiicc6hm3/tickers_with_dates.csv?dl=1"
def OnEndOfDay(self):
for security in self.ActiveSecurities.Values:
self.Debug(f"{self.Time.date()} {security.Symbol.Value} with Market Cap: ${security.Fundamentals.MarketCap}")
def on_end_of_day(self):
for security in self.active_securities.values():
self.debug(f"{self.time.date()} {security.symbol.value} with Market Cap: ${security.fundamentals.market_cap}")
def SelectCoarse(self, coarse):
return self.GetSymbols()
def select_coarse(self, coarse):
return self.get_symbols()
def SelectFine(self, fine):
symbols = self.GetSymbols()
def select_fine(self, fine):
symbols = self.get_symbols()
# Return symbols from our list which have a market capitalization of at least 10B
return [f.Symbol for f in fine if f.MarketCap > 1e10 and f.Symbol in symbols]
return [f.symbol for f in fine if f.market_cap > 1e10 and f.symbol in symbols]
def GetSymbols(self):
def get_symbols(self):
# In live trading update every 12 hours
if self.LiveMode:
if self.Time < self.nextUpdate:
if self.live_mode:
if self.time < self.next_update:
# Return today's row
return self.universeData[self.Time.date()]
return self.universe_data[self.time.date()]
# When updating set the new reset time.
self.nextUpdate = self.Time + timedelta(hours=12)
self.universeData = self.Parse(self.url)
self.next_update = self.time + timedelta(hours=12)
self.universe_data = self.parse(self.url)
# In backtest load once if not set, then just use the dates.
if self.universeData is None:
self.universeData = self.Parse(self.url)
if self.universe_data is None:
self.universe_data = self.parse(self.url)
# Check if contains the row we need
if self.Time.date() not in self.universeData:
return Universe.Unchanged
if self.time.date() not in self.universe_data:
return Universe.unchanged
return self.universeData[self.Time.date()]
return self.universe_data[self.time.date()]
def Parse(self, url):
def parse(self, url):
# Download file from url as string
file = self.Download(url).split("\n")
file = self.download(url).split("\n")
# # Remove formatting characters
data = [x.replace("\r", "").replace(" ", "") for x in file]
@@ -78,15 +78,15 @@ class DropboxCoarseFineAlgorithm(QCAlgorithm):
split_data = [x.split(",") for x in data]
# Dictionary to hold list of active symbols for each date, keyed by date
symbolsByDate = {}
symbols_by_date = {}
# Parse data into dictionary
for arr in split_data:
date = datetime.strptime(arr[0], "%Y%m%d").date()
symbols = [Symbol.Create(ticker, SecurityType.Equity, Market.USA) for ticker in arr[1:]]
symbolsByDate[date] = symbols
symbols = [Symbol.create(ticker, SecurityType.EQUITY, Market.USA) for ticker in arr[1:]]
symbols_by_date[date] = symbols
return symbolsByDate
return symbols_by_date
def OnSecuritiesChanged(self, changes):
self.Log(f"Added Securities: {[security.Symbol.Value for security in changes.AddedSecurities]}")
def on_securities_changed(self, changes):
self.log(f"Added Securities: {[security.symbol.value for security in changes.added_securities]}")