Add seed_initial_prices and cosmetic changes to Python templates#2383
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Ruuudy1 wants to merge 9 commits intoQuantConnect:masterfrom
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Add seed_initial_prices and cosmetic changes to Python templates#2383Ruuudy1 wants to merge 9 commits intoQuantConnect:masterfrom
Ruuudy1 wants to merge 9 commits intoQuantConnect:masterfrom
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This reverts commit 7daa8e2.
DerekMelchin
requested changes
May 8, 2026
| # Seed the price of each asset with its last known price to | ||
| # avoid trading errors. | ||
| # Seed the price of each asset with its last known price to | ||
| # Avoid trading errors. |
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"Avoid" shouldn't be capitalized here
| # Set scheduled events to hold each CFD contract during | ||
| # their regular trading hours. | ||
| # Set scheduled events to hold each CFD contract during. | ||
| # Their regular trading hours. |
| # You can also create a consolidator with a period of one day and start time of 17 | ||
| # consolidator = QuoteBarConsolidator(timedelta(1), timedelta(hours=17)) | ||
| # You can also create a consolidator with a period of one day and start time of 17. | ||
| # Consolidator = QuoteBarConsolidator(timedelta(1), timedelta(hours=17)). |
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This line edit is incorrect. Keep the original comment
| if is_live_mode: | ||
| # Example Line Format: | ||
| # {"high": "441.00", "last": "421.86", "timestamp": "1411606877", "bid": "421.96", "vwap": "428.58", "volume": "14120.40683975", "low": "418.83", "ask": "421.99"} | ||
| # {"high": "441.00", "last": "421.86", "timestamp": "1411606877", "bid": "421.96", "vwap": "428.58", "volume": "14120.40683975", "low": "418.83", "ask": "421.99"}. |
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Shouldn't have a period at the end
| # Example Line Format: | ||
| # Date Open High Low Close Volume (BTC) Volume (Currency) Weighted Price | ||
| # 2011-09-13 5.8 6.0 5.65 5.97 58.37138238, 346.0973893944 5.929230648356 | ||
| # Date Open High Low Close Volume (BTC) Volume (Currency) Weighted Price. |
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Remove periods at the end of these comments
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| # Trade if the current spread is the lowest bid-ask spread, | ||
| # since it is the most efficient, liquid price with lowest slippage. | ||
| # Trade if the current spread is the lowest bid-ask spread,. |
| self._option.set_filter(lambda u: u.expiration(0, 0).strikes(-1, 1)) | ||
| # Filter the Option universe by Delta. The last set_filter call prevails. | ||
| # self._option.set_filter(lambda u: u.delta(0.25, 0.75)) | ||
| # Self._option.set_filter(lambda u: u.delta(0.25, 0.75)). |
| def on_data(self, slice: Slice) -> None: | ||
| # Since we are trading 0DTE, they will expire on end of day. | ||
| # So we don't need to remove them explicitly. |
| self.log(message) | ||
| # See https://www.quantconnect.com/docs/v2/writing-algorithms/live-trading/notifications | ||
| # for all notification methods | ||
| # For all notification methods. |
| # and place the OCO orders to sell it. | ||
| # Otherwise, we will short 75% of the portfolio value | ||
| # and place OCO orders to rebuy. | ||
| # If the price is above the EMA, we will buy 75% of the portfolio value. |
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Summary
self.settings.seed_initial_prices = Trueafterset_cashin all 44 Python templates (skipped where noset_cashor already present)100000→100_000),on_dataparameter rename (slice→data),liquidate_existing_holdings=True→ positionalTrue,time_rules.attrailing zero removed,schedule.on/trainexpanded to multi-line,and/oroperators moved to end of lineEquity/Equitiescapitalised in comments where referring to the asset classTest plan
python project-templates/python/run_syntax_check.py— expect 100% passseed_initial_pricesplacement and comment style