Fixes python algorithm to be python 3 compliant

2018-02-02 15:07:00 +00:00
parent a02553c524
commit 84282503d0
49 changed files with 117 additions and 132 deletions
@@ -33,7 +33,7 @@ from datetime import timedelta
 class BasicTemplateFuturesAlgorithm(QCAlgorithm):

    def Initialize(self):
-        self.SetStartDate(2013, 10, 07)
+        self.SetStartDate(2013, 10, 7)
        self.SetEndDate(2013, 10, 11)
        self.SetCash(1000000)

@@ -49,7 +49,7 @@ class BasicTemplateFuturesAlgorithm(QCAlgorithm):
        if not self.Portfolio.Invested:
            for chain in slice.FutureChains:
                 # Get contracts expiring no earlier than in 90 days
-                contracts = filter(lambda x: x.Expiry > self.Time + timedelta(90), chain.Value)
+                contracts = list(filter(lambda x: x.Expiry > self.Time + timedelta(90), chain.Value))

                # if there is any contract, trade the front contract
                if len(contracts) == 0: continue