[pre-commit.ci] pre-commit autoupdate (#352)

* [pre-commit.ci] pre-commit autoupdate

updates:
- [github.com/asottile/reorder-python-imports: v3.14.0 → v3.15.0](asottile/reorder-python-imports@v3.14.0...v3.15.0)

* [pre-commit.ci] auto fixes from pre-commit.com hooks

for more information, see https://pre-commit.ci

---------

Co-authored-by: pre-commit-ci[bot] <66853113+pre-commit-ci[bot]@users.noreply.github.com>

Author: pre-commit-ci[bot]

.pre-commit-config.yaml

@@ -7,7 +7,7 @@ repos:
       - id: requirements-txt-fixer
       - id: trailing-whitespace
   - repo: https://github.com/asottile/reorder-python-imports
-    rev: v3.14.0
+    rev: v3.15.0
     hooks:
       - id: reorder-python-imports
         args: [--py37-plus]

examples/run_markowitz_portfolio_optimization.py

@@ -7,8 +7,9 @@
 from meta import config
 from meta import config_tickers
 from meta.data_processor import DataProcessor
-from meta.env_portfolio_allocation.env_portfolio_yahoofinance import StockPortfolioEnv
 from meta.data_processors._base import DataSource
+from meta.env_portfolio_allocation.env_portfolio_yahoofinance import StockPortfolioEnv
+
 
 def data_split(df, start, end, target_date_col="time"):
     """

examples/run_rl_portfolio_optimization.py

@@ -7,8 +7,9 @@
 from meta import config
 from meta import config_tickers
 from meta.data_processor import DataProcessor
-from meta.env_portfolio_allocation.env_portfolio_yahoofinance import StockPortfolioEnv
 from meta.data_processors._base import DataSource
+from meta.env_portfolio_allocation.env_portfolio_yahoofinance import StockPortfolioEnv
+
 
 def data_split(df, start, end, target_date_col="time"):
     """

meta/data_processor.py

@@ -4,9 +4,11 @@
 
 import numpy as np
 import pandas as pd
+
 from meta.config_tickers import DOW_30_TICKER
 from meta.data_processors._base import DataSource
 
+
 class DataProcessor:
     def __init__(
         self,

meta/data_processors/_base.py

@@ -1,5 +1,7 @@
 import os
+from enum import Enum
 from typing import List
+
 import numpy as np
 import pandas as pd
 import stockstats
@@ -25,7 +27,7 @@
 from meta.config_tickers import SP_500_TICKER
 from meta.config_tickers import SSE_50_TICKER
 from meta.config_tickers import TECDAX_TICKER
-from enum import Enum
+
 
 class DataSource(Enum):
     akshare = "akshare"
@@ -44,6 +46,7 @@ class DataSource(Enum):
     wrds = "wrds"
     yahoofinance = "yahoofinance"
 
+
 class _Base:
     def __init__(
         self,
@@ -272,7 +275,7 @@ def add_turbulence(self):
             DataSource.ccxt,
             DataSource.iexcloud,
             DataSource.joinquant,
-            DataSource.quantconnect
+            DataSource.quantconnect,
         ]:
             print(
                 f"Turbulence not supported for {self.data_source} yet. Return original DataFrame."
@@ -282,7 +285,7 @@ def add_turbulence(self):
             DataSource.ricequant,
             DataSource.tushare,
             DataSource.wrds,
-            DataSource.yahoofinance
+            DataSource.yahoofinance,
         ]:
             turbulence_index = self.calculate_turbulence()
             self.dataframe = self.dataframe.merge(turbulence_index, on="time")
@@ -352,7 +355,7 @@ def add_vix(self):
             DataSource.joinquant,
             DataSource.quantconnect,
             DataSource.ricequant,
-            DataSource.tushare
+            DataSource.tushare,
         ]:
             print(
                 f"VIX is not applicable for {self.data_source}. Return original DataFrame"

meta/env_future_trading/wt4elegantrl/wtpy/apps/datahelper/DHFactory.py

@@ -5,6 +5,7 @@
 
 from meta.data_processors._base import DataSource
 
+
 class DHFactory:
     @staticmethod
     def createHelper(name: str) -> BaseDataHelper:

unit_tests/test_alphavantage.py

@@ -3,6 +3,7 @@
 from meta.data_processor import DataProcessor
 from meta.data_processors._base import DataSource
 
+
 def test_alphavantage():
     TRADE_START_DATE = "2020-09-01"
     TRADE_END_DATE = "2021-09-11"

unit_tests/test_baostock.py

@@ -3,6 +3,7 @@
 from meta.data_processor import DataProcessor
 from meta.data_processors._base import DataSource
 
+
 def test_baostock():
     TRADE_START_DATE = "2020-09-01"
     TRADE_END_DATE = "2021-09-11"
@@ -19,7 +20,7 @@ def test_baostock():
     ]
     kwargs = {}
     p = DataProcessor(
-        data_source= DataSource.baostock,
+        data_source=DataSource.baostock,
         start_date=TRADE_START_DATE,
         end_date=TRADE_END_DATE,
         time_interval=TIME_INTERVAL,

unit_tests/test_binance.py

@@ -7,6 +7,7 @@
 from meta.data_processor import DataProcessor
 from meta.data_processor import DataSource
 
+
 @pytest.fixture(scope="session")
 def start_date():
     return "2021-01-01"

unit_tests/test_quandl.py

@@ -3,6 +3,7 @@
 from meta.data_processor import DataProcessor
 from meta.data_processors._base import DataSource
 
+
 def test_quandl():
     TRADE_START_DATE = "2020-09-01"
     TRADE_END_DATE = "2021-09-11"