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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/BasicTemplateIndiaIndexAlgorithm.py
+22 -22
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@@ -22,50 +22,50 @@ from AlgorithmImports import *
class BasicTemplateIndiaIndexAlgorithm(QCAlgorithm):
'''Basic template framework algorithm uses framework components to define the algorithm.'''
def Initialize(self):
'''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
def initialize(self):
'''initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
self.SetAccountCurrency("INR") #Set Account Currency
self.SetStartDate(2019, 1, 1) #Set Start Date
self.SetEndDate(2019, 1, 5) #Set End Date
self.SetCash(1000000) #Set Strategy Cash
self.set_account_currency("INR") #Set Account Currency
self.set_start_date(2019, 1, 1) #Set Start Date
self.set_end_date(2019, 1, 5) #Set End Date
self.set_cash(1000000) #Set Strategy Cash
# Use indicator for signal; but it cannot be traded
self.Nifty = self.AddIndex("NIFTY50", Resolution.Minute, Market.India).Symbol
self.nifty = self.add_index("NIFTY50", Resolution.MINUTE, Market.INDIA).symbol
# Trade Index based ETF
self.NiftyETF = self.AddEquity("JUNIORBEES", Resolution.Minute, Market.India).Symbol
self.nifty_etf = self.add_equity("JUNIORBEES", Resolution.MINUTE, Market.INDIA).symbol
# Set Order Properties as per the requirements for order placement
self.DefaultOrderProperties = IndiaOrderProperties(Exchange.NSE)
self.default_order_properties = IndiaOrderProperties(Exchange.NSE)
# Define indicator
self._emaSlow = self.EMA(self.Nifty, 80)
self._emaFast = self.EMA(self.Nifty, 200)
self._ema_slow = self.ema(self.nifty, 80)
self._ema_fast = self.ema(self.nifty, 200)
self.Debug("numpy test >>> print numpy.pi: " + str(np.pi))
self.debug("numpy test >>> print numpy.pi: " + str(np.pi))
def OnData(self, data):
'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
def on_data(self, data):
'''on_data event is the primary entry point for your algorithm. Each new data point will be pumped in here.
Arguments:
data: Slice object keyed by symbol containing the stock data
'''
if not data.Bars.ContainsKey(self.Nifty) or not data.Bars.ContainsKey(self.NiftyETF):
if not data.bars.contains_key(self.nifty) or not data.bars.contains_key(self.nifty_etf):
return
if not self._emaSlow.IsReady:
if not self._ema_slow.is_ready:
return
if self._emaFast > self._emaSlow:
if not self.Portfolio.Invested:
self.marketTicket = self.MarketOrder(self.NiftyETF, 1)
if self._ema_fast > self._ema_slow:
if not self.portfolio.invested:
self.market_ticket = self.market_order(self.nifty_etf, 1)
else:
self.Liquidate()
self.liquidate()
def OnEndOfAlgorithm(self):
if self.Portfolio[self.Nifty].TotalSaleVolume > 0:
def on_end_of_algorithm(self):
if self.portfolio[self.nifty].total_sale_volume > 0:
raise Exception("Index is not tradable.")