Minor syntax fixes for python algorithms

Algorithm.Python/AllShortableSymbolsCoarseSelectionRegressionAlgorithm.py

@@ -109,7 +109,7 @@ def __init__(self):
     Gets a list of all shortable Symbols, including the quantity shortable as a Dictionary.
     """
     def all_shortable_symbols(self, localtime):
-        shortable_data_directory = os.path.join(Globals.DataFolder, "equity", Market.USA, "shortable", self.brokerage)
+        shortable_data_directory = os.path.join(Globals.data_folder, "equity", Market.USA, "shortable", self.brokerage)
         all_symbols = {}
 
         """

Algorithm.Python/BasicTemplateOptionStrategyAlgorithm.py

@@ -55,7 +55,7 @@ def on_data(self,slice):
                 if len(contracts) == 0: continue
                 atm_straddle = contracts[0]
                 if atm_straddle != None:
-                    self.sell(OptionStrategies.STRADDLE(self.option_symbol, atm_straddle.strike, atm_straddle.expiry), 2)
+                    self.sell(OptionStrategies.straddle(self.option_symbol, atm_straddle.strike, atm_straddle.expiry), 2)
         else:
             self.liquidate()
 

Algorithm.Python/CapmAlphaRankingFrameworkAlgorithm.py

@@ -44,7 +44,7 @@ class CapmAlphaRankingUniverseSelectionModel(UniverseSelectionModel):
     benchmark = "SPY"
 
     # Symbols of Dow 30 companies.
-    symbols = [Symbol.create(x, SecurityType.EQUITY, Market.USA)
+    _symbols = [Symbol.create(x, SecurityType.EQUITY, Market.USA)
                for x in ["AAPL", "AXP", "BA", "CAT", "CSCO", "CVX", "DD", "DIS", "GE", "GS",
                          "HD", "IBM", "INTC", "JPM", "KO", "MCD", "MMM", "MRK", "MSFT",
                          "NKE","PFE", "PG", "TRV", "UNH", "UTX", "V", "VZ", "WMT", "XOM"]]
@@ -60,8 +60,7 @@ def create_universes(self, algorithm):
             algorithm.date_rules.month_start(self.benchmark),
             algorithm.time_rules.after_market_open(self.benchmark),
             lambda datetime: self.select_pair(algorithm, datetime),
-            algorithm.universe_settings,
-            algorithm.security_initializer)]
+            algorithm.universe_settings)]
 
     def select_pair(self, algorithm, date):
         '''Selects the pair (two stocks) with the highest alpha'''
@@ -95,7 +94,7 @@ def roc_updated(s, item):
 
         rate_of_change.updated += roc_updated
 
-        history = history.close.reset_index(level=0, drop=True).iteritems()
+        history = history.close.reset_index(level=0, drop=True).items()
 
         for time, value in history:
             rate_of_change.update(time, value)

Algorithm.Python/CustomDataUniverseRegressionAlgorithm.py

@@ -81,7 +81,7 @@ def OnSecuritiesChanged(self, changes):
 class MyPyCustomData(PythonData):
 
     def get_source(self, config, date, is_live_mode):
-        source = f"{Globals.DataFolder}/equity/usa/daily/{LeanData.generate_zip_file_name(config.symbol, date, config.resolution, config.tick_type)}"
+        source = f"{Globals.data_folder}/equity/usa/daily/{LeanData.generate_zip_file_name(config.symbol, date, config.resolution, config.tick_type)}"
         return SubscriptionDataSource(source)
 
     def reader(self, config, line, date, is_live_mode):

Algorithm.Python/CustomDataUniverseScheduledRegressionAlgorithm.py

@@ -72,7 +72,7 @@ def on_end_of_algorithm(self):
 class MyPyCustomData(PythonData):
 
     def get_source(self, config, date, is_live_mode):
-        source = f"{Globals.DataFolder}/equity/usa/daily/{LeanData.generate_zip_file_name(config.symbol, date, config.resolution, config.tick_type)}"
+        source = f"{Globals.data_folder}/equity/usa/daily/{LeanData.generate_zip_file_name(config.symbol, date, config.resolution, config.tick_type)}"
         return SubscriptionDataSource(source)
 
     def reader(self, config, line, date, is_live_mode):

Algorithm.Python/CustomIndicatorAlgorithm.py

@@ -31,7 +31,7 @@ def initialize(self) -> None:
         self._custom = CustomSimpleMovingAverage('custom', 60)
 
         # The python custom class must inherit from PythonIndicator to enable Updated event handler
-        self._custom.updated += self._custom_updated
+        self._custom.updated += self.custom_updated
 
         self._custom_window = RollingWindow[IndicatorDataPoint](5)
         self.register_indicator("SPY", self._custom, Resolution.MINUTE)

Algorithm.Python/CustomModelsPEP8Algorithm.py

@@ -117,7 +117,7 @@ def has_sufficient_buying_power_for_order(self, parameters):
 
 class SimpleCustomFillModelPEP8(FillModel):
     def __init__(self):
-        super().__init()
+        super().__init__()
 
     def _create_order_event(self, asset, order):
         utc_time = Extensions.convert_to_utc(asset.local_time, asset.exchange.time_zone)

Algorithm.Python/CustomSecurityInitializerAlgorithm.py

@@ -29,7 +29,7 @@ def initialize(self):
         # set our initializer to our custom type
         self.set_brokerage_model(BrokerageName.INTERACTIVE_BROKERS_BROKERAGE)
 
-        func_security_seeder = FuncSecuritySeeder(Func[Security, BaseData](self.custom_seed_function))
+        func_security_seeder = FuncSecuritySeeder(self.custom_seed_function)
         self.set_security_initializer(CustomSecurityInitializer(self.brokerage_model, func_security_seeder, DataNormalizationMode.RAW))
 
         self.set_start_date(2013,10,1)

Algorithm.Python/FuturesChainFullDataRegressionAlgorithm.py

@@ -32,7 +32,7 @@ def initialize(self):
 
         for index, row in df.iterrows():
             if row['bidprice'] == 0 and row['askprice'] == 0 and row['volume'] == 0:
-                raise Exception("FuturesChain() returned contract with no data.");
+                raise AssertionError("FuturesChain() returned contract with no data.");
 
         # Get contracts expiring within 6 months, with the latest expiration date, and lowest price
         contracts = df.loc[(df.expiry <= self.time + timedelta(days=180))]

Algorithm.Python/HistoryAlgorithm.py

@@ -141,7 +141,7 @@ def assert_history_count(self, method_call, trade_bar_history, expected):
 class CustomDataEquity(PythonData):
     def get_source(self, config, date, is_live):
         zip_file_name = LeanData.generate_zip_file_name(config.Symbol, date, config.Resolution, config.TickType)
-        source = Globals.DataFolder + "/equity/usa/daily/" + zip_file_name
+        source = Globals.data_folder + "/equity/usa/daily/" + zip_file_name
         return SubscriptionDataSource(source)
 
     def reader(self, config, line, date, is_live):

Algorithm.Python/UpdateOrderRegressionAlgorithm.py

@@ -58,9 +58,7 @@ def on_data(self, data):
         if self.time.month != self.last_month:
             # we'll submit the next type of order from the queue
             order_type = self.order_types_queue.dequeue()
-            #Log("")
-            self.Log("\r\n--------------MONTH: {0}:: {1}".format(self.time.strftime("%B"), order_type))
-            #Log("")
+            self.log("\r\n--------------MONTH: {0}:: {1}".format(self.time.strftime("%B"), order_type))
             self.last_month = self.time.month
             self.log("ORDER TYPE:: {0}".format(order_type))
             is_long = self.quantity > 0