github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity

pep8 conversion of python algos #5 (#7943)

Browse Source 
* pep8 conversion

* Fix: detect python object of python classes derived from c# classes

* Minor PEP8 updates/fixes

---------

Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com>
This commit is contained in:
Louis Szeto
2024-04-19 02:53:32 +08:00
committed by GitHub
parent 5eb236834f
commit c2ad893f32
28 changed files with 847 additions and 858 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Algorithm.Python/CustomDataBitcoinAlgorithm.py
+36 -36
View File
@@ -22,67 +22,67 @@ from AlgorithmImports import *
### <meta name="tag" content="crypto" />
class CustomDataBitcoinAlgorithm(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2011, 9, 13)
self.SetEndDate(datetime.now().date() - timedelta(1))
self.SetCash(100000)
def initialize(self):
self.set_start_date(2011, 9, 13)
self.set_end_date(datetime.now().date() - timedelta(1))
self.set_cash(100000)
# Define the symbol and "type" of our generic data:
self.AddData(Bitcoin, "BTC")
self.add_data(Bitcoin, "BTC")
def OnData(self, data):
if not data.ContainsKey("BTC"): return
def on_data(self, data):
if not data.contains_key("BTC"): return
close = data["BTC"].Close
close = data["BTC"].close
# If we don't have any weather "SHARES" -- invest"
if not self.Portfolio.Invested:
if not self.portfolio.invested:
# Weather used as a tradable asset, like stocks, futures etc.
# It's only OK to use SetHoldings with crypto when using custom data. When trading with built-in crypto data,
# use the cashbook. Reference https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/BasicTemplateCryptoAlgorithm.py
self.SetHoldings("BTC", 1)
self.Debug("Buying BTC 'Shares': BTC: {0}".format(close))
# use the cashbook. Reference https://github.com/QuantConnect/Lean/blob/master/Algorithm.python/BasicTemplateCryptoAlgorithm.py
self.set_holdings("BTC", 1)
self.debug("Buying BTC 'Shares': BTC: {0}".format(close))
self.Debug("Time: {0} {1}".format(datetime.now(), close))
self.debug("Time: {0} {1}".format(datetime.now(), close))
class Bitcoin(PythonData):
'''Custom Data Type: Bitcoin data from Quandl - http://www.quandl.com/help/api-for-bitcoin-data'''
def GetSource(self, config, date, isLiveMode):
if isLiveMode:
return SubscriptionDataSource("https://www.bitstamp.net/api/ticker/", SubscriptionTransportMedium.Rest)
def get_source(self, config, date, is_live_mode):
if is_live_mode:
return SubscriptionDataSource("https://www.bitstamp.net/api/ticker/", SubscriptionTransportMedium.REST)
#return "http://my-ftp-server.com/futures-data-" + date.ToString("Ymd") + ".zip"
#return "http://my-ftp-server.com/futures-data-" + date.to_string("Ymd") + ".zip"
# OR simply return a fixed small data file. Large files will slow down your backtest
return SubscriptionDataSource("https://www.quantconnect.com/api/v2/proxy/quandl/api/v3/datasets/BCHARTS/BITSTAMPUSD.csv?order=asc&api_key=WyAazVXnq7ATy_fefTqm", SubscriptionTransportMedium.RemoteFile)
return SubscriptionDataSource("https://www.quantconnect.com/api/v2/proxy/quandl/api/v3/datasets/BCHARTS/BITSTAMPUSD.csv?order=asc&api_key=WyAazVXnq7ATy_fefTqm", SubscriptionTransportMedium.REMOTE_FILE)
def Reader(self, config, line, date, isLiveMode):
def reader(self, config, line, date, is_live_mode):
coin = Bitcoin()
coin.Symbol = config.Symbol
coin.symbol = config.symbol
if isLiveMode:
if is_live_mode:
# Example Line Format:
# {"high": "441.00", "last": "421.86", "timestamp": "1411606877", "bid": "421.96", "vwap": "428.58", "volume": "14120.40683975", "low": "418.83", "ask": "421.99"}
try:
liveBTC = json.loads(line)
live_btc = json.loads(line)
# If value is zero, return None
value = liveBTC["last"]
value = live_btc["last"]
if value == 0: return None
coin.EndTime = datetime.utcnow().astimezone(timezone(str(config.ExchangeTimeZone))).replace(tzinfo=None)
coin.Value = value
coin["Open"] = float(liveBTC["open"])
coin["High"] = float(liveBTC["high"])
coin["Low"] = float(liveBTC["low"])
coin["Close"] = float(liveBTC["last"])
coin["Ask"] = float(liveBTC["ask"])
coin["Bid"] = float(liveBTC["bid"])
coin["VolumeBTC"] = float(liveBTC["volume"])
coin["WeightedPrice"] = float(liveBTC["vwap"])
coin.end_time = datetime.utcnow().astimezone(timezone(str(config.exchange_time_zone))).replace(tzinfo=None)
coin.value = value
coin["Open"] = float(live_btc["open"])
coin["High"] = float(live_btc["high"])
coin["Low"] = float(live_btc["low"])
coin["Close"] = float(live_btc["last"])
coin["Ask"] = float(live_btc["ask"])
coin["Bid"] = float(live_btc["bid"])
coin["VolumeBTC"] = float(live_btc["volume"])
coin["WeightedPrice"] = float(live_btc["vwap"])
return coin
except ValueError:
# Do nothing, possible error in json decoding
@@ -100,9 +100,9 @@ class Bitcoin(PythonData):
value = data[4]
if value == 0: return None
coin.Time = datetime.strptime(data[0], "%Y-%m-%d")
coin.EndTime = coin.Time + timedelta(days=1)
coin.Value = value
coin.time = datetime.strptime(data[0], "%Y-%m-%d")
coin.end_time = coin.time + timedelta(days=1)
coin.value = value
coin["Open"] = float(data[1])
coin["High"] = float(data[2])
coin["Low"] = float(data[3])