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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/AddUniverseSelectionModelAlgorithm.py
+17 -17
View File
@@ -14,31 +14,31 @@
from AlgorithmImports import *
### <summary>
### Test algorithm using 'QCAlgorithm.AddUniverseSelection(IUniverseSelectionModel)'
### Test algorithm using 'QCAlgorithm.add_universe_selection(IUniverseSelectionModel)'
### </summary>
class AddUniverseSelectionModelAlgorithm(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(2013,10,8) #Set Start Date
self.SetEndDate(2013,10,11) #Set End Date
self.SetCash(100000) #Set Strategy Cash
self.set_start_date(2013,10,8) #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
# set algorithm framework models
self.SetAlpha(ConstantAlphaModel(InsightType.Price, InsightDirection.Up, timedelta(minutes = 20), 0.025, None))
self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel())
self.SetExecution(ImmediateExecutionModel())
self.set_alpha(ConstantAlphaModel(InsightType.PRICE, InsightDirection.UP, timedelta(minutes = 20), 0.025, None))
self.set_portfolio_construction(EqualWeightingPortfolioConstructionModel())
self.set_execution(ImmediateExecutionModel())
self.SetUniverseSelection(ManualUniverseSelectionModel([ Symbol.Create("SPY", SecurityType.Equity, Market.USA) ]))
self.AddUniverseSelection(ManualUniverseSelectionModel([ Symbol.Create("AAPL", SecurityType.Equity, Market.USA) ]))
self.AddUniverseSelection(ManualUniverseSelectionModel(
Symbol.Create("SPY", SecurityType.Equity, Market.USA), # duplicate will be ignored
Symbol.Create("FB", SecurityType.Equity, Market.USA)))
self.set_universe_selection(ManualUniverseSelectionModel([ Symbol.create("SPY", SecurityType.EQUITY, Market.USA) ]))
self.add_universe_selection(ManualUniverseSelectionModel([ Symbol.create("AAPL", SecurityType.EQUITY, Market.USA) ]))
self.add_universe_selection(ManualUniverseSelectionModel(
Symbol.create("SPY", SecurityType.EQUITY, Market.USA), # duplicate will be ignored
Symbol.create("FB", SecurityType.EQUITY, Market.USA)))
def OnEndOfAlgorithm(self):
if self.UniverseManager.Count != 3:
def on_end_of_algorithm(self):
if self.universe_manager.count != 3:
raise ValueError("Unexpected universe count")
if self.UniverseManager.ActiveSecurities.Count != 3:
if self.universe_manager.active_securities.count != 3:
raise ValueError("Unexpected active securities")