Minor python syntax fixes (#8709)

Author: Martin-Molinero

Algorithm.Python/BasicTemplateIndexDailyAlgorithm.py

@@ -11,7 +11,6 @@
 # See the License for the specific language governing permissions and
 # limitations under the License
 
-import datetime
 from AlgorithmImports import *
 
 class BasicTemplateIndexDailyAlgorithm(QCAlgorithm):

Algorithm.Python/IndexOptionCallITMExpiryRegressionAlgorithm.py

@@ -33,10 +33,10 @@ def initialize(self):
         self.spx = self.add_index("SPX", Resolution.MINUTE).symbol
 
         # Select an index option expiring ITM, and adds it to the algorithm.
-        self.spx_option = list(self.option_chain(self.spx))
-        self.spx_option = [i for i in self.spx_option if i.id.strike_price <= 3200 and i.id.option_right == OptionRight.CALL and i.id.date.year == 2021 and i.id.date.month == 1]
-        self.spx_option = list(sorted(self.spx_option, key=lambda x: x.id.strike_price, reverse=True))[0]
-        self.spx_option = self.add_index_option_contract(self.spx_option, Resolution.MINUTE).symbol
+        self.spx_options = list(self.option_chain(self.spx))
+        self.spx_options = [i for i in self.spx_options if i.id.strike_price <= 3200 and i.id.option_right == OptionRight.CALL and i.id.date.year == 2021 and i.id.date.month == 1]
+        self.spx_option_contract = list(sorted(self.spx_options, key=lambda x: x.id.strike_price, reverse=True))[0]
+        self.spx_option = self.add_index_option_contract(self.spx_option_contract, Resolution.MINUTE).symbol
 
         self.expected_option_contract = Symbol.create_option(self.spx, Market.USA, OptionStyle.EUROPEAN, OptionRight.CALL, 3200, datetime(2021, 1, 15))
         if self.spx_option != self.expected_option_contract:

Algorithm.Python/IndexOptionCallITMGreeksExpiryRegressionAlgorithm.py

@@ -30,10 +30,10 @@ def initialize(self):
         self.spx = spx.symbol
 
         # Select a index option call expiring ITM, and adds it to the algorithm.
-        self.spx_option = list(self.option_chain(self.spx))
-        self.spx_option = [i for i in self.spx_option if i.id.strike_price <= 3200 and i.id.option_right == OptionRight.CALL and i.id.date.year == 2021 and i.id.date.month == 1]
-        self.spx_option = list(sorted(self.spx_option, key=lambda x: x.id.strike_price, reverse=True))[0]
-        self.spx_option = self.add_index_option_contract(self.spx_option, Resolution.MINUTE)
+        self.spx_options = list(self.option_chain(self.spx))
+        self.spx_options = [i for i in self.spx_options if i.id.strike_price <= 3200 and i.id.option_right == OptionRight.CALL and i.id.date.year == 2021 and i.id.date.month == 1]
+        self.spx_option_contract = list(sorted(self.spx_options, key=lambda x: x.id.strike_price, reverse=True))[0]
+        self.spx_option = self.add_index_option_contract(self.spx_option_contract, Resolution.MINUTE)
 
         self.spx_option.price_model = OptionPriceModels.black_scholes()
 

Algorithm.Python/IndexOptionCallOTMExpiryRegressionAlgorithm.py

@@ -38,10 +38,10 @@ def initialize(self):
         self.spx = self.add_index("SPX", Resolution.MINUTE).symbol
 
         # Select a index option call expiring OTM, and adds it to the algorithm.
-        self.spx_option = list(self.option_chain(self.spx))
-        self.spx_option = [i for i in self.spx_option if i.id.strike_price >= 4250 and i.id.option_right == OptionRight.CALL and i.id.date.year == 2021 and i.id.date.month == 1]
-        self.spx_option = list(sorted(self.spx_option, key=lambda x: x.id.strike_price))[0]
-        self.spx_option = self.add_index_option_contract(self.spx_option, Resolution.MINUTE).symbol
+        self.spx_options = list(self.option_chain(self.spx))
+        self.spx_options = [i for i in self.spx_options if i.id.strike_price >= 4250 and i.id.option_right == OptionRight.CALL and i.id.date.year == 2021 and i.id.date.month == 1]
+        self.spx_option_contract = list(sorted(self.spx_options, key=lambda x: x.id.strike_price))[0]
+        self.spx_option = self.add_index_option_contract(self.spx_option_contract, Resolution.MINUTE).symbol
 
         self.expected_contract = Symbol.create_option(
             self.spx,

Algorithm.Python/IndexOptionPutITMExpiryRegressionAlgorithm.py

@@ -32,10 +32,10 @@ def initialize(self):
         self.spx = self.add_index("SPX", Resolution.MINUTE).symbol
 
         # Select a index option expiring ITM, and adds it to the algorithm.
-        self.spx_option = list(self.option_chain(self.spx))
-        self.spx_option = [i for i in self.spx_option if i.id.strike_price >= 4200 and i.id.option_right == OptionRight.PUT and i.id.date.year == 2021 and i.id.date.month == 1]
-        self.spx_option = list(sorted(self.spx_option, key=lambda x: x.id.strike_price))[0]
-        self.spx_option = self.add_index_option_contract(self.spx_option, Resolution.MINUTE).symbol
+        self.spx_options = list(self.option_chain(self.spx))
+        self.spx_options = [i for i in self.spx_options if i.id.strike_price >= 4200 and i.id.option_right == OptionRight.PUT and i.id.date.year == 2021 and i.id.date.month == 1]
+        self.spx_option_contract = list(sorted(self.spx_options, key=lambda x: x.id.strike_price))[0]
+        self.spx_option = self.add_index_option_contract(self.spx_option_contract, Resolution.MINUTE).symbol
 
         self.expected_contract = Symbol.create_option(self.spx, Market.USA, OptionStyle.EUROPEAN, OptionRight.PUT, 4200, datetime(2021, 1, 15))
         if self.spx_option != self.expected_contract:

Algorithm.Python/IndexOptionPutOTMExpiryRegressionAlgorithm.py

@@ -38,10 +38,10 @@ def initialize(self):
         self.spx = self.add_index("SPX", Resolution.MINUTE).symbol
 
         # Select a index option call expiring OTM, and adds it to the algorithm.
-        self.spx_option = list(self.option_chain(self.spx))
-        self.spx_option = [i for i in self.spx_option if i.id.strike_price <= 3200 and i.id.option_right == OptionRight.PUT and i.id.date.year == 2021 and i.id.date.month == 1]
-        self.spx_option = list(sorted(self.spx_option, key=lambda x: x.id.strike_price, reverse=True))[0]
-        self.spx_option = self.add_index_option_contract(self.spx_option, Resolution.MINUTE).symbol
+        self.spx_options = list(self.option_chain(self.spx))
+        self.spx_options = [i for i in self.spx_options if i.id.strike_price <= 3200 and i.id.option_right == OptionRight.PUT and i.id.date.year == 2021 and i.id.date.month == 1]
+        self.spx_option_contract = list(sorted(self.spx_options, key=lambda x: x.id.strike_price, reverse=True))[0]
+        self.spx_option = self.add_index_option_contract(self.spx_option_contract, Resolution.MINUTE).symbol
 
         self.expected_contract = Symbol.create_option(
             self.spx,

Algorithm.Python/IndexOptionShortCallOTMExpiryRegressionAlgorithm.py

@@ -34,10 +34,10 @@ def initialize(self):
         self.spx = self.add_index("SPX", Resolution.MINUTE).symbol
 
         # Select a index option expiring ITM, and adds it to the algorithm.
-        self.spx_option = list(self.option_chain(self.spx))
-        self.spx_option = [i for i in self.spx_option if i.id.strike_price >= 4250 and i.id.option_right == OptionRight.CALL and i.id.date.year == 2021 and i.id.date.month == 1]
-        self.spx_option = list(sorted(self.spx_option, key=lambda x: x.id.strike_price))[0]
-        self.spx_option = self.add_index_option_contract(self.spx_option, Resolution.MINUTE).symbol
+        self.spx_options = list(self.option_chain(self.spx))
+        self.spx_options = [i for i in self.spx_options if i.id.strike_price >= 4250 and i.id.option_right == OptionRight.CALL and i.id.date.year == 2021 and i.id.date.month == 1]
+        self.spx_option_contract = list(sorted(self.spx_options, key=lambda x: x.id.strike_price))[0]
+        self.spx_option = self.add_index_option_contract(self.spx_option_contract, Resolution.MINUTE).symbol
 
         self.expected_contract = Symbol.create_option(self.spx, Market.USA, OptionStyle.EUROPEAN, OptionRight.CALL, 4250, datetime(2021, 1, 15))
         if self.spx_option != self.expected_contract:

Algorithm.Python/IndexOptionShortPutITMExpiryRegressionAlgorithm.py

@@ -38,10 +38,10 @@ def initialize(self):
         self.spx = self.add_index("SPX", Resolution.MINUTE).symbol
 
         # Select a index option expiring ITM, and adds it to the algorithm.
-        self.spx_option = list(self.option_chain(self.spx))
-        self.spx_option = [i for i in self.spx_option if i.id.strike_price <= 4200 and i.id.option_right == OptionRight.PUT and i.id.date.year == 2021 and i.id.date.month == 1]
-        self.spx_option = list(sorted(self.spx_option, key=lambda x: x.id.strike_price, reverse=True))[0]
-        self.spx_option = self.add_index_option_contract(self.spx_option, Resolution.MINUTE).symbol
+        self.spx_options = list(self.option_chain(self.spx))
+        self.spx_options = [i for i in self.spx_options if i.id.strike_price <= 4200 and i.id.option_right == OptionRight.PUT and i.id.date.year == 2021 and i.id.date.month == 1]
+        self.spx_option_contract = list(sorted(self.spx_options, key=lambda x: x.id.strike_price, reverse=True))[0]
+        self.spx_option = self.add_index_option_contract(self.spx_option_contract, Resolution.MINUTE).symbol
 
         self.expected_contract = Symbol.create_option(self.spx, Market.USA, OptionStyle.EUROPEAN, OptionRight.PUT, 4200, datetime(2021, 1, 15))
         if self.spx_option != self.expected_contract:

Algorithm.Python/IndexOptionShortPutOTMExpiryRegressionAlgorithm.py

@@ -34,10 +34,10 @@ def initialize(self):
         self.spx = self.add_index("SPX", Resolution.MINUTE).symbol
 
         # Select a index option expiring ITM, and adds it to the algorithm.
-        self.spx_option = list(self.option_chain(self.spx))
-        self.spx_option = [i for i in self.spx_option if i.id.strike_price <= 3200 and i.id.option_right == OptionRight.PUT and i.id.date.year == 2021 and i.id.date.month == 1]
-        self.spx_option = list(sorted(self.spx_option, key=lambda x: x.id.strike_price, reverse=True))[0]
-        self.spx_option = self.add_index_option_contract(self.spx_option, Resolution.MINUTE).symbol
+        self.spx_options = list(self.option_chain(self.spx))
+        self.spx_options = [i for i in self.spx_options if i.id.strike_price <= 3200 and i.id.option_right == OptionRight.PUT and i.id.date.year == 2021 and i.id.date.month == 1]
+        self.spx_option_contract = list(sorted(self.spx_options, key=lambda x: x.id.strike_price, reverse=True))[0]
+        self.spx_option = self.add_index_option_contract(self.spx_option_contract, Resolution.MINUTE).symbol
 
         self.expected_contract = Symbol.create_option(self.spx, Market.USA, OptionStyle.EUROPEAN, OptionRight.PUT, 3200, datetime(2021, 1, 15))
         if self.spx_option != self.expected_contract:

Algorithm.Python/OpenInterestFuturesRegressionAlgorithm.py

@@ -38,7 +38,7 @@ def on_data(self,data):
         if self.transactions.orders_count == 0 and data.has_data:
             matched = list(filter(lambda s: not (s.id.date in self.expected_expiry_dates) and not s.is_canonical(), data.keys()))
             if len(matched) != 0:
-                raise AssertionError(f"{len(matched)}/{len(slice.keys)} were unexpected expiry date(s): " + ", ".join(list(map(lambda x: x.id.date, matched))))
+                raise AssertionError(f"{len(matched)}/{len(slice.keys())} were unexpected expiry date(s): " + ", ".join(list(map(lambda x: x.id.date, matched))))
 
             for symbol in data.keys():
                 self.market_order(symbol, 1)