Merge pull request #2153 from DerekMelchin/bug-alt-dataset-code-gen-fix

Fix alt datasets code generator

Author: DerekMelchin

03 Writing Algorithms/14 Datasets/02 QuantConnect/00.json

@@ -1,8 +1,8 @@
 {
-    "type": "landing", 
-    "heading": "QuantConnect", 
-    "subHeading": "", 
-    "content": "<p>\nQuantConnect was founded in 2012 to serve quants everywhere with the best possible algorithmic trading technology. Seeking to disrupt a notoriously closed-source industry, QuantConnect takes a radically open-source approach to algorithmic trading. Through the QuantConnect web platform, more than 50,000 quants are served every month.\n</p>", 
-    "alsoLinks": [], 
+    "type": "landing",
+    "heading": "QuantConnect",
+    "subHeading": "",
+    "content": "<p>QuantConnect was founded in 2012 to serve quants everywhere with the best possible algorithmic trading technology. Seeking to disrupt a notoriously closed-source industry, QuantConnect takes a radically open-source approach to algorithmic trading.  Through the QuantConnect web platform, more than 50,000 quants are served every month. </p>",
+    "alsoLinks": [],
     "featureShortDescription": {}
-}
+}

03 Writing Algorithms/14 Datasets/02 QuantConnect/06 Fear and Greed/04 Data Summary.html

@@ -13,4 +13,4 @@
         </tr></tbody></table>
 
 
-<p>The latest daily data points are about two days since the VIX and SPX prices are inputs into the index and their latest daily prices are also two days old.</p>
+<p>The latest daily data points are about two days since the VIX and SPX prices are inputs into the index and their latest daily prices are also two days old. New data is available at 9 AM EST.</p>

03 Writing Algorithms/14 Datasets/02 QuantConnect/07 International Future Universe/05 Requesting Data.html

@@ -24,7 +24,7 @@
         SetStartDate(2013, 12, 20);
         SetEndDate(2014, 2, 20);
         SetCash(1000000);
-        UniverseSettings.Asynchronous = True;
+        UniverseSettings.Asynchronous = true;
         var future = AddFuture(Futures.Indices.HangSeng);
         // Set our contract filter for this Future chain.
         _future.SetFilter((universe) => universe.StandardsOnly().FrontMonth());

03 Writing Algorithms/14 Datasets/02 QuantConnect/07 International Future Universe/98 Example Applications.html

@@ -73,7 +73,7 @@ <h4>Classic Algorithm Example</h4>
         // Note that we will trade the contract with the highest open interest for liquidity.
         _hsiFuture = AddFuture(
             Futures.Indices.HangSeng,
-            extendedMarketHours: True,
+            extendedMarketHours: true,
             dataMappingMode: DataMappingMode.LastTradingDay,
             contractDepthOffset: 0
         );

03 Writing Algorithms/14 Datasets/02 QuantConnect/08 US ETF Constituents/03 Getting Started.html

@@ -15,7 +15,7 @@
        return [x.symbol for x in constituents]</pre>
 <pre class="csharp">public override void Initialize()
 {
-    UniverseSettings.Asynchronous = True;
+    UniverseSettings.Asynchronous = true;
     // Use the following method for a Classic Algorithm
     _universe = AddUniverse(Universe.ETF("SPY", Market.USA, UniverseSettings, ETFConstituentsFilter));
 

03 Writing Algorithms/14 Datasets/02 QuantConnect/08 US ETF Constituents/05 Requesting Data.html

@@ -17,7 +17,7 @@
         SetStartDate(2018, 1, 1);
         SetEndDate(2020, 8, 25);
         SetCash(100000);
-        UniverseSettings.Asynchronous = True;
+        UniverseSettings.Asynchronous = true;
         _universe = AddUniverse(Universe.ETF("SPY", UniverseSettings, ETFConstituentsFilter));
     }
 }

03 Writing Algorithms/14 Datasets/02 QuantConnect/08 US ETF Constituents/98 Example Applications.html

@@ -65,7 +65,7 @@ <h4>Classic Algorithm Example</h4>
         # Liquidate the ones not in top 10 weights
         for security in changes.removed_securities:
             if security.invested:
-                self.liquidate(security.symbol, tag='Removed From Universe')
+                self.liquidate(security.symbol, 'Removed From Universe')
 
         for security in changes.added_securities:
             # Historical data
@@ -82,7 +82,7 @@ <h4>Classic Algorithm Example</h4>
         SetStartDate(2016, 1, 1);
         SetEndDate(2021, 1, 1);
         SetCash(100000);
-        UniverseSettings.Asynchronous = True;
+        UniverseSettings.Asynchronous = true;
         UniverseSettings.Resolution = Resolution.Minute;
 
         // Add universe selection on SPY's constituents to select only from large cap stocks
@@ -146,7 +146,7 @@ <h4>Classic Algorithm Example</h4>
         // Liquidate the ones not in top 10 weights
         foreach (var security in changes.RemovedSecurities.Where(x =&gt; x.Invested))
         {
-                Liquidate(security.Symbol, tag: "Removed From Universe");
+                Liquidate(security.Symbol, "Removed From Universe");
         }
 
         foreach (var security in changes.AddedSecurities)
@@ -251,7 +251,7 @@ <h4>Framework Algorithm Example</h4>
         SetStartDate(2016, 1, 1);
         SetEndDate(2021, 1, 1);
         SetCash(100000);
-        UniverseSettings.Asynchronous = True;
+        UniverseSettings.Asynchronous = true;
         UniverseSettings.Resolution = Resolution.Minute;
 
         // Add universe selection on SPY's constituents to select only from large cap stocks
@@ -265,7 +265,7 @@ <h4>Framework Algorithm Example</h4>
         // Set up portfolio construction model that invest by the insight weights
         var pcm = new InsightWeightingPortfolioConstructionModel();
         // Avoid excessive rebalance on insight changes
-        pcm.RebalanceOnInsightChanges = False;
+        pcm.RebalanceOnInsightChanges = false;
         SetPortfolioConstruction(pcm);
 
         AddRiskManagement(new NullRiskManagementModel());

03 Writing Algorithms/14 Datasets/02 QuantConnect/10 US Equity Coarse Universe/05 Requesting Data.html

@@ -25,7 +25,7 @@
         SetStartDate(2021, 1, 1);
         SetEndDate(2021, 7, 1);
         SetCash(100000);
-        UniverseSettings.Asynchronous = True;
+        UniverseSettings.Asynchronous = true;
 
         // Option 1: Subscribe to individual US Equity assets
         AddEquity("IBM");

03 Writing Algorithms/14 Datasets/02 QuantConnect/10 US Equity Coarse Universe/98 Example Applications.html

@@ -64,8 +64,8 @@ <h4>Classic Algorithm Example</h4>
         SetEndDate(2021, 7, 1);
         SetCash(100000);
 
-        // Set Asynchronous to True to improve speed performance 
-        UniverseSettings.Asynchronous = True;
+        // Set Asynchronous to true to improve speed performance 
+        UniverseSettings.Asynchronous = true;
         // Requesting data
         AddUniverse(FundamentalSelectionFunction);
     }
@@ -159,8 +159,8 @@ <h4>Framework Algorithm Example</h4>
         SetEndDate(2021, 7, 1);
         SetCash(100000);
 
-        // Set Asynchronous to True to improve speed performance
-        UniverseSettings.Asynchronous = True;
+        // Set Asynchronous to true to improve speed performance
+        UniverseSettings.Asynchronous = true;
 
         // Requesting data
         SetUniverseSelection(

03 Writing Algorithms/14 Datasets/02 QuantConnect/11 US Equity Option Universe/05 Requesting Data.html

@@ -37,7 +37,7 @@
         SetStartDate(2020, 6, 1);
         SetEndDate(2021, 6, 1);
         SetCash(100000);
-        UniverseSettings.Asynchronous = True;
+        UniverseSettings.Asynchronous = true;
         // Requesting data
         var option = AddOption("GOOG");
         _optionSymbol = option.Symbol;