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Refactor ApiClient to use HttpClient (#9114)

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* Refactor ApiClient to use HttpClient

* Minor fix

* Refactor and cleanup in ApiConnection

* Add normalized extension methods for string and stream json serialization

* Minor fixes

* Address peer review

* Minor fixes

* Minor fixes and peer review

* Race condition fix

* Minor changes

* Cleanup

* Minor fixes

* Minor fix
This commit is contained in:
Jhonathan Abreu
2025-12-10 15:40:46 -04:00
committed by GitHub
parent bc646c974a
commit b4401db512
5 changed files with 308 additions and 36 deletions
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Algorithm.Python/ScheduledQueuingAlgorithm.py
+11 -11
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@@ -20,18 +20,18 @@ class ScheduledQueuingAlgorithm(QCAlgorithm):
self.set_start_date(2020, 9, 1)
self.set_end_date(2020, 9, 2)
self.set_cash(100000)
self.__number_of_symbols = 2000
self.__number_of_symbols_fine = 1000
self.set_universe_selection(FineFundamentalUniverseSelectionModel(self.coarse_selection_function, self.fine_selection_function, None))
self.set_portfolio_construction(EqualWeightingPortfolioConstructionModel())
self.set_execution(ImmediateExecutionModel())
self._queue = Queue()
self._dequeue_size = 100
self.add_equity("SPY", Resolution.MINUTE)
self.schedule.on(self.date_rules.every_day("SPY"), self.time_rules.at(0, 0), self.fill_queue)
self.schedule.on(self.date_rules.every_day("SPY"), self.time_rules.every(timedelta(minutes=60)), self.take_from_queue)
@@ -40,22 +40,22 @@ class ScheduledQueuingAlgorithm(QCAlgorithm):
has_fundamentals = [security for security in coarse if security.has_fundamental_data]
sorted_by_dollar_volume = sorted(has_fundamentals, key=lambda x: x.dollar_volume, reverse=True)
return [ x.symbol for x in sorted_by_dollar_volume[:self.__number_of_symbols] ]
def fine_selection_function(self, fine: list[FineFundamental]) -> list[Symbol]:
sorted_by_pe_ratio = sorted(fine, key=lambda x: x.valuation_ratios.pe_ratio, reverse=True)
return [ x.symbol for x in sorted_by_pe_ratio[:self.__number_of_symbols_fine] ]
def fill_queue(self) -> None:
securities = [security for security in self.active_securities.values if security.fundamentals]
securities = [security for security in self.active_securities.values() if security.fundamentals]
# Fill queue with symbols sorted by PE ratio (decreasing order)
self._queue.queue.clear()
sorted_by_pe_ratio = sorted(securities, key=lambda x: x.fundamentals.valuation_ratios.pe_ratio, reverse=True)
for security in sorted_by_pe_ratio:
self._queue.put(security.symbol)
def take_from_queue(self) -> None:
symbols = [self._queue.get() for _ in range(min(self._dequeue_size, self._queue.qsize()))]
self.history(symbols, 10, Resolution.DAILY)
self.log(f"Symbols at {self.time}: {[str(symbol) for symbol in symbols]}")