Fixes custom data algos to reflect changes from previous commit

Algorithm.Python/BubbleAlgorithm.py

@@ -14,11 +14,13 @@
 from clr import AddReference
 AddReference("System")
 AddReference("QuantConnect.Algorithm")
+AddReference("QuantConnect.Indicators")
 AddReference("QuantConnect.Common")
 
 from System import *
 from QuantConnect import *
 from QuantConnect.Algorithm import *
+from QuantConnect.Indicators import *
 from QuantConnect.Data import SubscriptionDataSource
 from QuantConnect.Python import PythonData
 from datetime import date, timedelta, datetime
@@ -83,7 +85,6 @@ class BubbleAlgorithm(QCAlgorithm):
             try:
                 # Bubble territory
                 if self._currCape > 20 and self._newLow == False:
-                    self.Log(" Time " + str(self.Time))
                     for stock in self._symbols:
                     # Order stock based on MACD
                     # During market hours, stock is trading, and sufficient cash
@@ -120,7 +121,7 @@ class BubbleAlgorithm(QCAlgorithm):
                 # Do nothing
                 return None       
 
-        if "CAPE" not in data: return
+        if not data.ContainsKey("CAPE"): return
         self._newLow = False
         # Adds first four Cape Ratios to array c
         self._currCape = data["CAPE"].Cape

Algorithm.Python/CustomDataBitcoinAlgorithm.py

@@ -46,7 +46,7 @@ class CustomDataBitcoinAlgorithm(QCAlgorithm):
 
 
     def OnData(self, data):
-        if "BTC" not in data: return
+        if not data.ContainsKey("BTC"): return
 
         close = data["BTC"].Close
 

Algorithm.Python/CustomDataNIFTYAlgorithm.py

@@ -51,11 +51,11 @@ class CustomDataNIFTYAlgorithm(QCAlgorithm):
 
 
     def OnData(self, data):
-        if "USDINR" in data:
+        if data.ContainsKey("USDINR"):
             self.today = CorrelationPair(self.Time)
             self.today.CurrencyPrice = data["USDINR"].Close
 
-        if "NIFTY" not in data: return
+        if not data.ContainsKey("NIFTY"): return
 
         self.today.NiftyPrice = data["NIFTY"].Close
 

Algorithm.Python/QCUWeatherBasedRebalancing.py

@@ -51,7 +51,7 @@ class QCUWeatherBasedRebalancing(QCAlgorithm):
 
     # When we have a new event trigger, buy some stock:
     def OnData(self, data):
-        if self.weather not in data: return
+        if not data.ContainsKey(self.weather): return
 
         # Scale from -5C to +25C :: -5C == 100%, +25C = 0% invested
         fraction = -(data[self.weather].MinC + 5) / 30 if self.weather in data else 0