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pep8 conversion of python algos #5 (#7943)

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* 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
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Algorithm.Python/CustomDataRegressionAlgorithm.py
+45 -45
View File
@@ -23,72 +23,72 @@ from AlgorithmImports import *
### <meta name="tag" content="regression test" />
class CustomDataRegressionAlgorithm(QCAlgorithm):
def Initialize(self):
def initialize(self):
self.SetStartDate(2011,9,14) # Set Start Date
self.SetEndDate(2015,12,1) # Set End Date
self.SetCash(100000) # Set Strategy Cash
self.set_start_date(2011,9,14) # Set Start Date
self.set_end_date(2015,12,1) # Set End Date
self.set_cash(100000) # Set Strategy Cash
resolution = Resolution.Second if self.LiveMode else Resolution.Daily
self.AddData(Bitcoin, "BTC", resolution)
resolution = Resolution.SECOND if self.live_mode else Resolution.DAILY
self.add_data(Bitcoin, "BTC", resolution)
seeder = FuncSecuritySeeder(self.GetLastKnownPrices)
self.SetSecurityInitializer(lambda x: seeder.SeedSecurity(x))
self._warmedUpChecked = False
seeder = FuncSecuritySeeder(self.get_last_known_prices)
self.set_security_initializer(lambda x: seeder.seed_security(x))
self._warmed_up_checked = False
def OnData(self, data):
if not self.Portfolio.Invested:
if data['BTC'].Close != 0 :
self.Order('BTC', self.Portfolio.MarginRemaining/abs(data['BTC'].Close + 1))
def on_data(self, data):
if not self.portfolio.invested:
if data['BTC'].close != 0 :
self.order('BTC', self.portfolio.margin_remaining/abs(data['BTC'].close + 1))
def OnSecuritiesChanged(self, changes):
changes.FilterCustomSecurities = False
for addedSecurity in changes.AddedSecurities:
if addedSecurity.Symbol.Value == "BTC":
self._warmedUpChecked = True
if not addedSecurity.HasData:
raise ValueError(f"Security {addedSecurity.Symbol} was not warmed up!")
def on_securities_changed(self, changes):
changes.filter_custom_securities = False
for added_security in changes.added_securities:
if added_security.symbol.value == "BTC":
self._warmed_up_checked = True
if not added_security.has_data:
raise ValueError(f"Security {added_security.symbol} was not warmed up!")
def OnEndOfAlgorithm(self):
if not self._warmedUpChecked:
def on_end_of_algorithm(self):
if not self._warmed_up_checked:
raise ValueError("Security was not warmed up!")
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.Time = datetime.now()
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.time = datetime.now()
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
@@ -101,9 +101,9 @@ class Bitcoin(PythonData):
try:
data = line.split(',')
coin.Time = datetime.strptime(data[0], "%Y-%m-%d")
coin.EndTime = coin.Time + timedelta(days=1)
coin.Value = float(data[4])
coin.time = datetime.strptime(data[0], "%Y-%m-%d")
coin.end_time = coin.time + timedelta(days=1)
coin.value = float(data[4])
coin["Open"] = float(data[1])
coin["High"] = float(data[2])
coin["Low"] = float(data[3])