Python algorithms typing cleanup [part 1] (#8716)
* Cleanup algorithms python typing * Minor tweaks * Improve indicator extensions --------- Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
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@@ -30,31 +30,31 @@ class CustomDataIndicatorExtensionsAlgorithm(QCAlgorithm):
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# Initialize the data and resolution you require for your strategy
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def initialize(self):
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self.set_start_date(2014,1,1)
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self.set_end_date(2018,1,1)
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self.set_start_date(2014,1,1)
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self.set_end_date(2018,1,1)
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self.set_cash(25000)
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self.ibm = 'IBM'
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self.spy = 'SPY'
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# Define the symbol and "type" of our generic data
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self.add_data(CustomDataEquity, self.ibm, Resolution.DAILY)
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self.add_data(CustomDataEquity, self.spy, Resolution.DAILY)
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# Set up default Indicators, these are just 'identities' of the closing price
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self.ibm_sma = self.sma(self.ibm, 1, Resolution.DAILY)
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self.spy_sma = self.sma(self.spy, 1, Resolution.DAILY)
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# This will create a new indicator whose value is sma_s_p_y / sma_i_b_m
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self.ratio = IndicatorExtensions.over(self.spy_sma, self.ibm_sma)
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# Plot indicators each time they update using the PlotIndicator function
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self.plot_indicator("Ratio", self.ratio)
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self.plot_indicator("Data", self.ibm_sma, self.spy_sma)
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# OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
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def on_data(self, data):
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# Wait for all indicators to fully initialize
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if not (self.ibm_sma.is_ready and self.spy_sma.is_ready and self.ratio.is_ready): return
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if not self.portfolio.invested and self.ratio.current.value > 1:
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