ClassicRenkoConsolidatorAlgorithm

Author: LouisSzeto

Algorithm.Python/ClassicRangeConsolidatorAlgorithm.py

@@ -19,10 +19,10 @@
 ### Example algorithm of how to use ClassicRangeConsolidator
 ### </summary>
 class ClassicRangeConsolidatorAlgorithm(RangeConsolidatorAlgorithm):
-    def create_range_consolidator(self):
+    def create_range_consolidator(self) -> ClassicRangeConsolidator:
         return ClassicRangeConsolidator(self.get_range())
 
-    def on_data_consolidated(self, sender, range_bar):
+    def on_data_consolidated(self, sender: object, range_bar: RangeBar):
         super().on_data_consolidated(sender, range_bar)
 
         if range_bar.volume == 0:

Algorithm.Python/ClassicRenkoConsolidatorAlgorithm.py

@@ -23,8 +23,7 @@
 class ClassicRenkoConsolidatorAlgorithm(QCAlgorithm):
     '''Demonstration of how to initialize and use the RenkoConsolidator'''
 
-    def initialize(self):
-
+    def initialize(self) -> None:
         self.set_start_date(2012, 1, 1)
         self.set_end_date(2013, 1, 1)
 
@@ -48,11 +47,11 @@ def initialize(self):
 
 
     # We're doing our analysis in the on_renko_bar method, but the framework verifies that this method exists, so we define it.
-    def on_data(self, data):
+    def on_data(self, data: Slice) -> None:
         pass
 
 
-    def handle_renko_close(self, sender, data):
+    def handle_renko_close(self, sender: object, data: RenkoBar) -> None:
         '''This function is called by our renko_close consolidator defined in Initialize()
         Args:
             data: The new renko bar produced by the consolidator'''
@@ -62,7 +61,7 @@ def handle_renko_close(self, sender, data):
         self.log(f"CLOSE - {data.time} - {data.open} {data.close}")
 
 
-    def handle_renko7_bar(self, sender, data):
+    def handle_renko7_bar(self, sender: object, data: RenkoBar) -> None:
         '''This function is called by our renko7bar consolidator defined in Initialize()
         Args:
             data: The new renko bar produced by the consolidator'''

Algorithm.Python/RangeConsolidatorAlgorithm.py

@@ -17,13 +17,13 @@
 ### Example algorithm of how to use RangeConsolidator
 ### </summary>
 class RangeConsolidatorAlgorithm(QCAlgorithm):
-    def get_resolution(self):
+    def get_resolution(self) -> Resolution:
         return Resolution.DAILY
 
-    def get_range(self):
+    def get_range(self) -> int:
         return 100
 
-    def initialize(self):        
+    def initialize(self) -> None:
         self.set_start_and_end_dates();
         self.add_equity("SPY", self.get_resolution())
         range_consolidator = self.create_range_consolidator()
@@ -32,18 +32,18 @@ def initialize(self):
 
         self.subscription_manager.add_consolidator("SPY", range_consolidator)
 
-    def set_start_and_end_dates(self):
+    def set_start_and_end_dates(self) -> None:
         self.set_start_date(2013, 10, 7)
         self.set_end_date(2013, 10, 11)
 
-    def on_end_of_algorithm(self):
+    def on_end_of_algorithm(self) -> None:
         if self.first_data_consolidated == None:
             raise AssertionError("The consolidator should have consolidated at least one RangeBar, but it did not consolidated any one")
 
-    def create_range_consolidator(self):
+    def create_range_consolidator(self) -> RangeConsolidator:
         return RangeConsolidator(self.get_range())
 
-    def on_data_consolidated(self, sender, range_bar):
+    def on_data_consolidated(self, sender: object, range_bar: RangeBar) -> None:
         if (self.first_data_consolidated is None):
             self.first_data_consolidated = range_bar