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pep8 conversion of python algos #1-25 (#7926)

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* pep8 conversion of python algos

* address peer-review

* PEP8 updates/fixes

* More fixes

---------

Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com>
This commit is contained in:
Louis Szeto
2024-04-18 05:02:32 +08:00
committed by GitHub
parent 784e497691
commit ed7f3ebbbf
35 changed files with 735 additions and 727 deletions
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Algorithm.Python/AddAlphaModelAlgorithm.py
+19 -19
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@@ -14,43 +14,43 @@
from AlgorithmImports import *
### <summary>
### Test algorithm using 'QCAlgorithm.AddAlphaModel()'
### Test algorithm using 'QCAlgorithm.add_alpha_model()'
### </summary>
class AddAlphaModelAlgorithm(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(2013,10,7) #Set Start Date
self.SetEndDate(2013,10,11) #Set End Date
self.SetCash(100000) #Set Strategy Cash
self.set_start_date(2013,10,7) #Set Start Date
self.set_end_date(2013,10,11) #Set End Date
self.set_cash(100000) #Set Strategy Cash
self.UniverseSettings.Resolution = Resolution.Daily
self.universe_settings.resolution = Resolution.DAILY
spy = Symbol.Create("SPY", SecurityType.Equity, Market.USA)
fb = Symbol.Create("FB", SecurityType.Equity, Market.USA)
ibm = Symbol.Create("IBM", SecurityType.Equity, Market.USA)
spy = Symbol.create("SPY", SecurityType.EQUITY, Market.USA)
fb = Symbol.create("FB", SecurityType.EQUITY, Market.USA)
ibm = Symbol.create("IBM", SecurityType.EQUITY, Market.USA)
# set algorithm framework models
self.SetUniverseSelection(ManualUniverseSelectionModel([ spy, fb, ibm ]))
self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel())
self.SetExecution(ImmediateExecutionModel())
self.set_universe_selection(ManualUniverseSelectionModel([ spy, fb, ibm ]))
self.set_portfolio_construction(EqualWeightingPortfolioConstructionModel())
self.set_execution(ImmediateExecutionModel())
self.AddAlpha(OneTimeAlphaModel(spy))
self.AddAlpha(OneTimeAlphaModel(fb))
self.AddAlpha(OneTimeAlphaModel(ibm))
self.add_alpha(OneTimeAlphaModel(spy))
self.add_alpha(OneTimeAlphaModel(fb))
self.add_alpha(OneTimeAlphaModel(ibm))
class OneTimeAlphaModel(AlphaModel):
def __init__(self, symbol):
self.symbol = symbol
self.triggered = False
def Update(self, algorithm, data):
def update(self, algorithm, data):
insights = []
if not self.triggered:
self.triggered = True
insights.append(Insight.Price(
insights.append(Insight.price(
self.symbol,
Resolution.Daily,
Resolution.DAILY,
1,
InsightDirection.Down))
InsightDirection.DOWN))
return insights