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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/DropboxUniverseSelectionAlgorithm.py
+22 -22
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@@ -24,62 +24,62 @@ import base64
### <meta name="tag" content="custom universes" />
class DropboxUniverseSelectionAlgorithm(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2017, 7, 4)
self.SetEndDate(2018, 7, 4)
def initialize(self):
self.set_start_date(2017, 7, 4)
self.set_end_date(2018, 7, 4)
self.backtestSymbolsPerDay = {}
self.backtest_symbols_per_day = {}
self.current_universe = []
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.AddUniverse("my-dropbox-universe", self.selector)
self.add_universe("my-dropbox-universe", self.selector)
def selector(self, date):
# handle live mode file format
if self.LiveMode:
if self.live_mode:
# fetch the file from dropbox
str = self.Download("https://www.dropbox.com/s/2l73mu97gcehmh7/daily-stock-picker-live.csv?dl=1")
str = self.download("https://www.dropbox.com/s/2l73mu97gcehmh7/daily-stock-picker-live.csv?dl=1")
# if we have a file for today, return symbols, else leave universe unchanged
self.current_universe = str.split(',') if len(str) > 0 else self.current_universe
return self.current_universe
# backtest - first cache the entire file
if len(self.backtestSymbolsPerDay) == 0:
if len(self.backtest_symbols_per_day) == 0:
# No need for headers for authorization with dropbox, these two lines are for example purposes
byteKey = base64.b64encode("UserName:Password".encode('ASCII'))
byte_key = base64.b64encode("UserName:Password".encode('ASCII'))
# The headers must be passed to the Download method as dictionary
headers = { 'Authorization' : f'Basic ({byteKey.decode("ASCII")})' }
headers = { 'Authorization' : f'Basic ({byte_key.decode("ASCII")})' }
str = self.Download("https://www.dropbox.com/s/ae1couew5ir3z9y/daily-stock-picker-backtest.csv?dl=1", headers)
str = self.download("https://www.dropbox.com/s/ae1couew5ir3z9y/daily-stock-picker-backtest.csv?dl=1", headers)
for line in str.splitlines():
data = line.split(',')
self.backtestSymbolsPerDay[data[0]] = data[1:]
self.backtest_symbols_per_day[data[0]] = data[1:]
index = date.strftime("%Y%m%d")
self.current_universe = self.backtestSymbolsPerDay.get(index, self.current_universe)
self.current_universe = self.backtest_symbols_per_day.get(index, self.current_universe)
return self.current_universe
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