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pep8 conversion on python algorithms #2 (#7933)

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* pep8 conversion

* more

* Minor fix

* Fix related regression algorithm

---------

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
This commit is contained in:
Louis Szeto
2024-04-18 04:36:53 +08:00
committed by GitHub
parent c2bea3c173
commit 784e497691
25 changed files with 466 additions and 466 deletions
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Algorithm.Python/BasicTemplateIndexAlgorithm.py
+19 -19
View File
@@ -14,41 +14,41 @@
from AlgorithmImports import *
class BasicTemplateIndexAlgorithm(QCAlgorithm):
def Initialize(self) -> None:
self.SetStartDate(2021, 1, 4)
self.SetEndDate(2021, 1, 18)
self.SetCash(1000000)
def initialize(self) -> None:
self.set_start_date(2021, 1, 4)
self.set_end_date(2021, 1, 18)
self.set_cash(1000000)
# Use indicator for signal; but it cannot be traded
self.spx = self.AddIndex("SPX", Resolution.Minute).Symbol
self.spx = self.add_index("SPX", Resolution.MINUTE).symbol
# Trade on SPX ITM calls
self.spxOption = Symbol.CreateOption(
self.spx_option = Symbol.create_option(
self.spx,
Market.USA,
OptionStyle.European,
OptionRight.Call,
OptionStyle.EUROPEAN,
OptionRight.CALL,
3200,
datetime(2021, 1, 15)
)
self.AddIndexOptionContract(self.spxOption, Resolution.Minute)
self.add_index_option_contract(self.spx_option, Resolution.MINUTE)
self.emaSlow = self.EMA(self.spx, 80)
self.emaFast = self.EMA(self.spx, 200)
self.ema_slow = self.ema(self.spx, 80)
self.ema_fast = self.ema(self.spx, 200)
def OnData(self, data: Slice):
if self.spx not in data.Bars or self.spxOption not in data.Bars:
def on_data(self, data: Slice):
if self.spx not in data.bars or self.spx_option not in data.bars:
return
if not self.emaSlow.IsReady:
if not self.ema_slow.is_ready:
return
if self.emaFast > self.emaSlow:
self.SetHoldings(self.spxOption, 1)
if self.ema_fast > self.ema_slow:
self.set_holdings(self.spx_option, 1)
else:
self.Liquidate()
self.liquidate()
def OnEndOfAlgorithm(self) -> None:
if self.Portfolio[self.spx].TotalSaleVolume > 0:
def on_end_of_algorithm(self) -> None:
if self.portfolio[self.spx].total_sale_volume > 0:
raise Exception("Index is not tradable.")