Minor python syntax fixes

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)

Algorithm.Python/ScikitLearnLinearRegressionAlgorithm.py

@@ -80,7 +80,7 @@ def trade(self):
         thod_buy = 0.001 # threshold of slope to buy
         thod_liquidate = -0.001 # threshold of slope to liquidate
 
-        for holding in self.portfolio.Values:
+        for holding in self.portfolio.values():
             slope = self.slopes[holding.symbol]
             # liquidate when slope smaller than thod_liquidate
             if holding.invested and slope < thod_liquidate:

Algorithm.Python/TensorFlowNeuralNetworkAlgorithm.py

@@ -102,7 +102,7 @@ def trade(self) -> None:
         Enter or exit positions based on relationship of the open price of the current bar and the prices defined by the machine learning model.
         Liquidate if the open price is below the sell price and buy if the open price is above the buy price 
         ''' 
-        for holding in self.portfolio.Values:
+        for holding in self.portfolio.values():
             if holding.symbol not in self.current_slice.bars:
                 return