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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/AddRemoveSecurityRegressionAlgorithm.py
+28 -28
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@@ -22,44 +22,44 @@ from AlgorithmImports import *
### <meta name="tag" content="regression test" />
class AddRemoveSecurityRegressionAlgorithm(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
# Find more symbols here: http://quantconnect.com/data
self.AddEquity("SPY")
self.add_equity("SPY")
self._lastAction = None
self._last_action = None
def OnData(self, data):
def on_data(self, data):
'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.'''
if self._lastAction is not None and self._lastAction.date() == self.Time.date():
if self._last_action is not None and self._last_action.date() == self.time.date():
return
if not self.Portfolio.Invested:
self.SetHoldings("SPY", .5)
self._lastAction = self.Time
if not self.portfolio.invested:
self.set_holdings("SPY", .5)
self._last_action = self.time
if self.Time.weekday() == 1:
self.AddEquity("AIG")
self.AddEquity("BAC")
self._lastAction = self.Time
if self.time.weekday() == 1:
self.add_equity("AIG")
self.add_equity("BAC")
self._last_action = self.time
if self.Time.weekday() == 2:
self.SetHoldings("AIG", .25)
self.SetHoldings("BAC", .25)
self._lastAction = self.Time
if self.time.weekday() == 2:
self.set_holdings("AIG", .25)
self.set_holdings("BAC", .25)
self._last_action = self.time
if self.Time.weekday() == 3:
self.RemoveSecurity("AIG")
self.RemoveSecurity("BAC")
self._lastAction = self.Time
if self.time.weekday() == 3:
self.remove_security("AIG")
self.remove_security("BAC")
self._last_action = self.time
def OnOrderEvent(self, orderEvent):
if orderEvent.Status == OrderStatus.Submitted:
self.Debug("{0}: Submitted: {1}".format(self.Time, self.Transactions.GetOrderById(orderEvent.OrderId)))
if orderEvent.Status == OrderStatus.Filled:
self.Debug("{0}: Filled: {1}".format(self.Time, self.Transactions.GetOrderById(orderEvent.OrderId)))
def on_order_event(self, order_event):
if order_event.status == OrderStatus.SUBMITTED:
self.debug("{0}: Submitted: {1}".format(self.time, self.transactions.get_order_by_id(order_event.order_id)))
if order_event.status == OrderStatus.FILLED:
self.debug("{0}: Filled: {1}".format(self.time, self.transactions.get_order_by_id(order_event.order_id)))