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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/DynamicSecurityDataRegressionAlgorithm.py
+27 -27
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@@ -16,38 +16,38 @@ from System.Collections.Generic import List
from QuantConnect.Data.Custom.IconicTypes import *
### <summary>
### Provides an example algorithm showcasing the Security.Data features
### Provides an example algorithm showcasing the Security.data features
### </summary>
class DynamicSecurityDataRegressionAlgorithm(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2015, 10, 22)
self.SetEndDate(2015, 10, 30)
def initialize(self):
self.set_start_date(2015, 10, 22)
self.set_end_date(2015, 10, 30)
self.Ticker = "GOOGL"
self.Equity = self.AddEquity(self.Ticker, Resolution.Daily)
self.ticker = "GOOGL"
self.equity = self.add_equity(self.ticker, Resolution.DAILY)
customLinkedEquity = self.AddData(LinkedData, self.Ticker, Resolution.Daily)
custom_linked_equity = self.add_data(LinkedData, self.ticker, Resolution.DAILY)
firstLinkedData = LinkedData()
firstLinkedData.Count = 100
firstLinkedData.Symbol = customLinkedEquity.Symbol
firstLinkedData.EndTime = self.StartDate
first_linked_data = LinkedData()
first_linked_data.count = 100
first_linked_data.symbol = custom_linked_equity.symbol
first_linked_data.end_time = self.start_date
secondLinkedData = LinkedData()
secondLinkedData.Count = 100
secondLinkedData.Symbol = customLinkedEquity.Symbol
secondLinkedData.EndTime = self.StartDate
second_linked_data = LinkedData()
second_linked_data.count = 100
second_linked_data.symbol = custom_linked_equity.symbol
second_linked_data.end_time = self.start_date
# Adding linked data manually to cache for example purposes, since
# LinkedData is a type used for testing and doesn't point to any real data.
customLinkedEquityType = list(customLinkedEquity.Subscriptions)[0].Type
customLinkedData = List[LinkedData]()
customLinkedData.Add(firstLinkedData)
customLinkedData.Add(secondLinkedData)
self.Equity.Cache.AddDataList(customLinkedData, customLinkedEquityType, False)
custom_linked_equity_type = list(custom_linked_equity.subscriptions)[0].type
custom_linked_data = List[LinkedData]()
custom_linked_data.add(first_linked_data)
custom_linked_data.add(second_linked_data)
self.equity.cache.add_data_list(custom_linked_data, custom_linked_equity_type, False)
def OnData(self, data):
def on_data(self, data):
# The Security object's Data property provides convenient access
# to the various types of data related to that security. You can
# access not only the security's price data, but also any custom
@@ -55,13 +55,13 @@ class DynamicSecurityDataRegressionAlgorithm(QCAlgorithm):
# 1. Get the most recent data point of a particular type:
# 1.a Using the generic method, Get(T): => T
customLinkedData = self.Equity.Data.Get(LinkedData)
self.Log("{}: LinkedData: {}".format(self.Time, str(customLinkedData)))
custom_linked_data = self.equity.data.get(LinkedData)
self.log("{}: LinkedData: {}".format(self.time, str(custom_linked_data)))
# 2. Get the list of data points of a particular type for the most recent time step:
# 2.a Using the generic method, GetAll(T): => IReadOnlyList<T>
customLinkedDataList = self.Equity.Data.GetAll(LinkedData)
self.Log("{}: LinkedData: {}".format(self.Time, len(customLinkedDataList)))
custom_linked_data_list = self.equity.data.get_all(LinkedData)
self.log("{}: LinkedData: {}".format(self.time, len(custom_linked_data_list)))
if not self.Portfolio.Invested:
self.Buy(self.Equity.Symbol, 10)
if not self.portfolio.invested:
self.buy(self.equity.symbol, 10)