Fixes some python algorithms

CustomCharting: did not initialize self.lastprice QuandFuturesData: algorithm file name and class didn't match UpdateOrderRegression: did not cast quantity (int) to decimal UserDefinedUniverse: selector function returns C# List
theGOTOguy · Sep 29, 2017 · 489e117 · 489e117
1 parent 7d2a67c
commit 489e117
Show file tree

Hide file tree

Showing 4 changed files with 5 additions and 8 deletions.
diff --git a/Algorithm.Python/CustomChartingAlgorithm.py b/Algorithm.Python/CustomChartingAlgorithm.py
@@ -61,13 +61,12 @@ def Initialize(self):
 
         self.fastMA = 0
         self.slowMA = 0
+        self.lastPrice = 0
         self.resample = datetime.min
         self.resamplePeriod = (self.EndDate - self.StartDate) / 2000
 
     def OnData(self, slice):
-        if slice["SPY"] is None:
-            self.lastPrice = 0
-            return
+        if slice["SPY"] is None: return
 
         self.lastPrice = slice["SPY"].Close
         if self.fastMA == 0: self.fastMA = self.lastPrice

diff --git a/Algorithm.Python/QuandlFuturesDataAlgorithm.py b/Algorithm.Python/QuandlFuturesDataAlgorithm.py
@@ -32,7 +32,7 @@
 ### <meta name="tag" content="quandl" />
 ### <meta name="tag" content="custom data" />
 ### <meta name="tag" content="futures" />
-class QCUQuandlFutures(QCAlgorithm):
+class QuandlFuturesDataAlgorithm(QCAlgorithm):
 
     def Initialize(self):
         ''' Initialize the data and resolution you require for your strategy '''

diff --git a/Algorithm.Python/UpdateOrderRegressionAlgorithm.py b/Algorithm.Python/UpdateOrderRegressionAlgorithm.py
@@ -96,7 +96,7 @@ def OnData(self, data):
                 if len(ticket.UpdateRequests) == 0 and ticket.Status is not OrderStatus.Filled:
                     self.Log("TICKET:: {0}".format(ticket))
                     updateOrderFields = UpdateOrderFields()
-                    updateOrderFields.Quantity = ticket.Quantity + copysign(self.delta_quantity, self.quantity)
+                    updateOrderFields.Quantity = ticket.Quantity + d.Decimal(copysign(self.delta_quantity, self.quantity))
                     updateOrderFields.Tag = "Change quantity: {0}".format(self.Time)
                     ticket.Update(updateOrderFields)
 

diff --git a/Algorithm.Python/UserDefinedUniverseAlgorithm.py b/Algorithm.Python/UserDefinedUniverseAlgorithm.py
@@ -44,9 +44,7 @@ def Initialize(self):
 
 	def selection(self, time):
 		index = time.hour%len(self.symbols)
-		list = List[String]()
-		list.Add(self.symbols[index])
-		return list
+		return self.symbols[index]
 
 	def OnData(self, slice):
 		pass