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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/BasicTemplateCfdAlgorithm.py
+16 -16
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@@ -22,32 +22,32 @@ from AlgorithmImports import *
class BasicTemplateCfdAlgorithm(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.SetAccountCurrency('EUR')
self.set_account_currency('EUR')
self.SetStartDate(2019, 2, 20)
self.SetEndDate(2019, 2, 21)
self.SetCash('EUR', 100000)
self.set_start_date(2019, 2, 20)
self.set_end_date(2019, 2, 21)
self.set_cash('EUR', 100000)
self.symbol = self.AddCfd('DE30EUR').Symbol
self._symbol = self.add_cfd('DE30EUR').symbol
# Historical Data
history = self.History(self.symbol, 60, Resolution.Daily)
self.Log(f"Received {len(history)} bars from CFD historical data call.")
history = self.history(self._symbol, 60, Resolution.DAILY)
self.log(f"Received {len(history)} bars from CFD historical data call.")
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.
Arguments:
slice: Slice object keyed by symbol containing the stock data
'''
# Access Data
if data.QuoteBars.ContainsKey(self.symbol):
quoteBar = data.QuoteBars[self.symbol]
self.Log(f"{quoteBar.EndTime} :: {quoteBar.Close}")
if data.quote_bars.contains_key(self._symbol):
quote_bar = data.quote_bars[self._symbol]
self.log(f"{quote_bar.end_time} :: {quote_bar.close}")
if not self.Portfolio.Invested:
self.SetHoldings(self.symbol, 1)
if not self.portfolio.invested:
self.set_holdings(self._symbol, 1)
def OnOrderEvent(self, orderEvent):
self.Debug("{} {}".format(self.Time, orderEvent.ToString()))
def on_order_event(self, order_event):
self.debug("{} {}".format(self.time, order_event.to_string()))