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AlexCatarinoAlexCatarino
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Fixes python algorithm to be python 3 compliant
1 parent a02553c commit 8428250

49 files changed

Lines changed: 117 additions & 132 deletions

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‎Algorithm.Python/AddRemoveSecurityRegressionAlgorithm.py‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -33,7 +33,7 @@ class AddRemoveSecurityRegressionAlgorithm(QCAlgorithm):
3333
def Initialize(self):
3434
'''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
3535

36-
self.SetStartDate(2013,10,07) #Set Start Date
36+
self.SetStartDate(2013,10,7) #Set Start Date
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self.SetEndDate(2013,10,11) #Set End Date
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self.SetCash(100000) #Set Strategy Cash
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# Find more symbols here: http://quantconnect.com/data

‎Algorithm.Python/BasicTemplateAlgorithm.py‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -34,7 +34,7 @@ class BasicTemplateAlgorithm(QCAlgorithm):
3434
def Initialize(self):
3535
'''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
3636

37-
self.SetStartDate(2013,10,07) #Set Start Date
37+
self.SetStartDate(2013,10, 7) #Set Start Date
3838
self.SetEndDate(2013,10,11) #Set End Date
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self.SetCash(100000) #Set Strategy Cash
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# Find more symbols here: http://quantconnect.com/data

‎Algorithm.Python/BasicTemplateDailyAlgorithm.py‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -35,7 +35,7 @@ class BasicTemplateDailyAlgorithm(QCAlgorithm):
3535
def Initialize(self):
3636
'''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
3737

38-
self.SetStartDate(2013,10,07) #Set Start Date
38+
self.SetStartDate(2013,10,7) #Set Start Date
3939
self.SetEndDate(2013,10,18) #Set End Date
4040
self.SetCash(100000) #Set Strategy Cash
4141
# Find more symbols here: http://quantconnect.com/data

‎Algorithm.Python/BasicTemplateFillForwardAlgorithm.py‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -27,7 +27,7 @@ class BasicTemplateFillForwardAlgorithm(QCAlgorithm):
2727
def Initialize(self):
2828
'''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
2929

30-
self.SetStartDate(2013,10,07) #Set Start Date
30+
self.SetStartDate(2013,10,7) #Set Start Date
3131
self.SetEndDate(2013,11,30) #Set End Date
3232
self.SetCash(100000) #Set Strategy Cash
3333
# Find more symbols here: http://quantconnect.com/data

‎Algorithm.Python/BasicTemplateForexAlgorithm.py‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -40,7 +40,7 @@ def Initialize(self):
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self.SetCash(100000)
4141

4242
# Start and end dates for the backtest.
43-
self.SetStartDate(2013, 10, 07)
43+
self.SetStartDate(2013, 10, 7)
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self.SetEndDate(2013, 10, 11)
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4646
# Add FOREX contract you want to trade

‎Algorithm.Python/BasicTemplateFrameworkAlgorithm.py‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -43,7 +43,7 @@ def Initialize(self):
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# Set requested data resolution
4444
self.UniverseSettings.Resolution = Resolution.Minute
4545

46-
self.SetStartDate(2013,10,07) #Set Start Date
46+
self.SetStartDate(2013,10,7) #Set Start Date
4747
self.SetEndDate(2013,10,11) #Set End Date
4848
self.SetCash(100000) #Set Strategy Cash
4949

‎Algorithm.Python/BasicTemplateFuturesAlgorithm.py‎

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -33,7 +33,7 @@
3333
class BasicTemplateFuturesAlgorithm(QCAlgorithm):
3434

3535
def Initialize(self):
36-
self.SetStartDate(2013, 10, 07)
36+
self.SetStartDate(2013, 10, 7)
3737
self.SetEndDate(2013, 10, 11)
3838
self.SetCash(1000000)
3939

@@ -49,7 +49,7 @@ def OnData(self,slice):
4949
if not self.Portfolio.Invested:
5050
for chain in slice.FutureChains:
5151
# Get contracts expiring no earlier than in 90 days
52-
contracts = filter(lambda x: x.Expiry > self.Time + timedelta(90), chain.Value)
52+
contracts = list(filter(lambda x: x.Expiry > self.Time + timedelta(90), chain.Value))
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# if there is any contract, trade the front contract
5555
if len(contracts) == 0: continue

‎Algorithm.Python/BasicTemplateFuturesConsolidationAlgorithm.py‎

Lines changed: 3 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -14,15 +14,15 @@
1414
from clr import AddReference
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AddReference("System")
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AddReference("QuantConnect.Algorithm")
17-
AddReference("QuantConnect.Indicators")
1817
AddReference("QuantConnect.Common")
1918

2019
from System import *
2120
from QuantConnect import *
2221
from QuantConnect.Data import *
2322
from QuantConnect.Algorithm import *
2423
from QuantConnect.Indicators import *
25-
24+
from QuantConnect.Securities import *
25+
from QuantConnect.Data.Consolidators import *
2626
from datetime import timedelta
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2828
### <summary>
@@ -35,7 +35,7 @@
3535
class BasicTemplateFuturesConsolidationAlgorithm(QCAlgorithm):
3636

3737
def Initialize(self):
38-
self.SetStartDate(2013, 10, 07)
38+
self.SetStartDate(2013, 10, 7)
3939
self.SetEndDate(2013, 10, 11)
4040
self.SetCash(1000000)
4141

‎Algorithm.Python/BasicTemplateFuturesHistoryAlgorithm.py‎

Lines changed: 1 addition & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -14,14 +14,13 @@
1414
from clr import AddReference
1515
AddReference("System")
1616
AddReference("QuantConnect.Algorithm")
17-
AddReference("QuantConnect.Indicators")
1817
AddReference("QuantConnect.Common")
1918

2019
from System import *
2120
from QuantConnect import *
2221
from QuantConnect.Data import *
2322
from QuantConnect.Algorithm import *
24-
from QuantConnect.Indicators import *
23+
from QuantConnect.Securities import *
2524
from datetime import timedelta
2625

2726
### <summary>

‎Algorithm.Python/BasicTemplateOptionsHistoryAlgorithm.py‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -69,7 +69,7 @@ def OnData(self,slice):
6969
contract.ImpliedVolatility))
7070

7171
def OnSecuritiesChanged(self, changes):
72-
if changes == SecurityChanges.None: return
72+
if changes == None: return
7373
for change in changes.AddedSecurities:
7474
history = self.History(change.Symbol, 10, Resolution.Hour).sort_index(level='time', ascending=False)[:3]
7575

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