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PEP8 python algorithms conversion (#7950)
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* PEP8 python algorithms conversion

* Fix: Get python or c# methods in PythonData as python wrapper

* Convert portfolio models to PEP8
This commit is contained in:
Jhonathan Abreu
2024-04-18 18:43:48 -04:00
committed by GitHub
parent d1796bd77e
commit 77591f90c7
25 changed files with 734 additions and 642 deletions
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Algorithm.Python/OrderTicketAssignmentDemoAlgorithm.py
+16 -16
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@@ -19,35 +19,35 @@ from AlgorithmImports import *
### </summary>
class OrderTicketAssignmentDemoAlgorithm(QCAlgorithm):
'''Demonstration on how to access order tickets right after placing an order.'''
def Initialize(self):
self.SetStartDate(2013, 10, 7)
self.SetEndDate(2013, 10, 11)
self.SetCash(100000)
def initialize(self):
self.set_start_date(2013, 10, 7)
self.set_end_date(2013, 10, 11)
self.set_cash(100000)
self.symbol = self.AddEquity("SPY").Symbol
self._symbol = self.add_equity("SPY").symbol
self.trade_count = 0
self.Consolidate(self.symbol, timedelta(hours=1), self.HourConsolidator)
self.consolidate(self._symbol, timedelta(hours=1), self.hour_consolidator)
def HourConsolidator(self, bar: TradeBar):
def hour_consolidator(self, bar: TradeBar):
# Reset self.ticket to None on each new bar
self.ticket = None
self.ticket = self.MarketOrder(self.symbol, 1, asynchronous=True)
self.Debug(f"{self.Time}: Buy: Price {bar.Price}, orderId: {self.ticket.OrderId}")
self.ticket = self.market_order(self._symbol, 1, asynchronous=True)
self.debug(f"{self.time}: Buy: Price {bar.price}, order_id: {self.ticket.order_id}")
self.trade_count += 1
def OnOrderEvent(self, orderEvent: OrderEvent):
def on_order_event(self, order_event: OrderEvent):
# We cannot access self.ticket directly because it is assigned asynchronously:
# this order event could be triggered before self.ticket is assigned.
ticket = orderEvent.Ticket
ticket = order_event.ticket
if ticket is None:
raise Exception("Expected order ticket in order event to not be null")
if orderEvent.Status == OrderStatus.Submitted and self.ticket is not None:
if order_event.status == OrderStatus.SUBMITTED and self.ticket is not None:
raise Exception("Field self.ticket not expected no be assigned on the first order event")
self.Debug(ticket.ToString())
self.debug(ticket.to_string())
def OnEndOfAlgorithm(self):
def on_end_of_algorithm(self):
# Just checking that orders were placed
if not self.Portfolio.Invested or self.trade_count != self.Transactions.OrdersCount:
raise Exception(f"Expected the portfolio to have holdings and to have {self.tradeCount} trades, but had {self.Transactions.OrdersCount}")
if not self.portfolio.invested or self.trade_count != self.transactions.orders_count:
raise Exception(f"Expected the portfolio to have holdings and to have {self.trade_count} trades, but had {self.transactions.orders_count}")