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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/BaseFrameworkRegressionAlgorithm.py
+19 -19
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@@ -18,32 +18,32 @@ from AlgorithmImports import *
### </summary>
class BaseFrameworkRegressionAlgorithm(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2014, 6, 1)
self.SetEndDate(2014, 6, 30)
self.UniverseSettings.Resolution = Resolution.Hour;
self.UniverseSettings.DataNormalizationMode = DataNormalizationMode.Raw;
def initialize(self):
self.set_start_date(2014, 6, 1)
self.set_end_date(2014, 6, 30)
symbols = [Symbol.Create(ticker, SecurityType.Equity, Market.USA)
self.universe_settings.resolution = Resolution.HOUR;
self.universe_settings.data_normalization_mode = DataNormalizationMode.RAW;
symbols = [Symbol.create(ticker, SecurityType.EQUITY, Market.USA)
for ticker in ["AAPL", "AIG", "BAC", "SPY"]]
# Manually add AAPL and AIG when the algorithm starts
self.SetUniverseSelection(ManualUniverseSelectionModel(symbols[:2]))
self.set_universe_selection(ManualUniverseSelectionModel(symbols[:2]))
# At midnight, add all securities every day except on the last data
# With this procedure, the Alpha Model will experience multiple universe changes
self.AddUniverseSelection(ScheduledUniverseSelectionModel(
self.DateRules.EveryDay(), self.TimeRules.Midnight,
lambda dt: symbols if dt.replace(tzinfo=None) < self.EndDate - timedelta(1) else []))
self.add_universe_selection(ScheduledUniverseSelectionModel(
self.date_rules.every_day(), self.time_rules.midnight,
lambda dt: symbols if dt.replace(tzinfo=None) < self.end_date - timedelta(1) else []))
self.SetAlpha(ConstantAlphaModel(InsightType.Price, InsightDirection.Up, timedelta(31), 0.025, None))
self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel())
self.SetExecution(ImmediateExecutionModel())
self.SetRiskManagement(NullRiskManagementModel())
self.set_alpha(ConstantAlphaModel(InsightType.PRICE, InsightDirection.UP, timedelta(31), 0.025, None))
self.set_portfolio_construction(EqualWeightingPortfolioConstructionModel())
self.set_execution(ImmediateExecutionModel())
self.set_risk_management(NullRiskManagementModel())
def OnEndOfAlgorithm(self):
def on_end_of_algorithm(self):
# The base implementation checks for active insights
insightsCount = len(self.Insights.GetInsights(lambda insight: insight.IsActive(self.UtcTime)))
if insightsCount != 0:
raise Exception(f"The number of active insights should be 0. Actual: {insightsCount}")
insights_count = len(self.insights.get_insights(lambda insight: insight.is_active(self.utc_time)))
if insights_count != 0:
raise Exception(f"The number of active insights should be 0. Actual: {insights_count}")