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/CustomDataUsingMapFileRegressionAlgorithm.py
+36 -36
View File
@@ -25,70 +25,70 @@ from AlgorithmImports import *
### <meta name="tag" content="map files" />
class CustomDataUsingMapFileRegressionAlgorithm(QCAlgorithm):
def Initialize(self):
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.SetStartDate(2013, 6, 27)
self.SetEndDate(2013, 7, 2)
self.set_start_date(2013, 6, 27)
self.set_end_date(2013, 7, 2)
self.initialMapping = False
self.executionMapping = False
self.foxa = Symbol.Create("FOXA", SecurityType.Equity, Market.USA)
self.symbol = self.AddData(CustomDataUsingMapping, self.foxa).Symbol
self.initial_mapping = False
self.execution_mapping = False
self.foxa = Symbol.create("FOXA", SecurityType.EQUITY, Market.USA)
self._symbol = self.add_data(CustomDataUsingMapping, self.foxa).symbol
for config in self.SubscriptionManager.SubscriptionDataConfigService.GetSubscriptionDataConfigs(self.symbol):
if config.Resolution != Resolution.Minute:
for config in self.subscription_manager.subscription_data_config_service.get_subscription_data_configs(self._symbol):
if config.resolution != Resolution.MINUTE:
raise ValueError("Expected resolution to be set to Minute")
def OnData(self, slice):
date = self.Time.date()
if slice.SymbolChangedEvents.ContainsKey(self.symbol):
mappingEvent = slice.SymbolChangedEvents[self.symbol]
self.Log("{0} - Ticker changed from: {1} to {2}".format(str(self.Time), mappingEvent.OldSymbol, mappingEvent.NewSymbol))
def on_data(self, slice):
date = self.time.date()
if slice.symbol_changed_events.contains_key(self._symbol):
mapping_event = slice.symbol_changed_events[self._symbol]
self.log("{0} - Ticker changed from: {1} to {2}".format(str(self.time), mapping_event.old_symbol, mapping_event.new_symbol))
if date == datetime(2013, 6, 27).date():
# we should Not receive the initial mapping event
if mappingEvent.NewSymbol != "NWSA" or mappingEvent.OldSymbol != "FOXA":
raise Exception("Unexpected mapping event mappingEvent")
self.initialMapping = True
if mapping_event.new_symbol != "NWSA" or mapping_event.old_symbol != "FOXA":
raise Exception("Unexpected mapping event mapping_event")
self.initial_mapping = True
if date == datetime(2013, 6, 29).date():
if mappingEvent.NewSymbol != "FOXA" or mappingEvent.OldSymbol != "NWSA":
raise Exception("Unexpected mapping event mappingEvent")
self.SetHoldings(self.symbol, 1)
self.executionMapping = True
if mapping_event.new_symbol != "FOXA" or mapping_event.old_symbol != "NWSA":
raise Exception("Unexpected mapping event mapping_event")
self.set_holdings(self._symbol, 1)
self.execution_mapping = True
def OnEndOfAlgorithm(self):
if self.initialMapping:
def on_end_of_algorithm(self):
if self.initial_mapping:
raise Exception("The ticker generated the initial rename event")
if not self.executionMapping:
if not self.execution_mapping:
raise Exception("The ticker did not rename throughout the course of its life even though it should have")
class CustomDataUsingMapping(PythonData):
'''Test example custom data showing how to enable the use of mapping.
Implemented as a wrapper of existing NWSA->FOXA equity'''
def GetSource(self, config, date, isLiveMode):
return TradeBar().GetSource(SubscriptionDataConfig(config, CustomDataUsingMapping,
def get_source(self, config, date, is_live_mode):
return TradeBar().get_source(SubscriptionDataConfig(config, CustomDataUsingMapping,
# create a new symbol as equity so we find the existing data files
Symbol.Create(config.MappedSymbol, SecurityType.Equity, config.Market)),
Symbol.create(config.mapped_symbol, SecurityType.EQUITY, config.market)),
date,
isLiveMode)
is_live_mode)
def Reader(self, config, line, date, isLiveMode):
return TradeBar.ParseEquity(config, line, date)
def reader(self, config, line, date, is_live_mode):
return TradeBar.parse_equity(config, line, date)
def RequiresMapping(self):
def requires_mapping(self):
'''True indicates mapping should be done'''
return True
def IsSparseData(self):
def is_sparse_data(self):
'''Indicates that the data set is expected to be sparse'''
return True
def DefaultResolution(self):
def default_resolution(self):
'''Gets the default resolution for this data and security type'''
return Resolution.Minute
return Resolution.MINUTE
def SupportedResolutions(self):
def supported_resolutions(self):
'''Gets the supported resolution for this data and security type'''
return [ Resolution.Minute ]
return [ Resolution.MINUTE ]