Remove semicolon in python algrotihms

Algorithm.Framework/Alphas/MacdAlphaModel.py

@@ -45,7 +45,7 @@ def __init__(self,
         self.resolution = resolution
         self.insightPeriod = Time.Multiply(Extensions.ToTimeSpan(resolution), fastPeriod)
         self.bounceThresholdPercent = 0.01
-        self.symbolData = {};
+        self.symbolData = {}
 
         resolutionString = Extensions.GetEnumString(resolution, Resolution)
         movingAverageTypeString = Extensions.GetEnumString(movingAverageType, MovingAverageType)
@@ -75,7 +75,7 @@ def Update(self, algorithm, data):
 
             # ignore signal for same direction as previous signal
             if direction == sd.PreviousDirection:
-                continue;
+                continue
 
             insight = Insight.Price(sd.Security.Symbol, self.insightPeriod, direction)
             sd.PreviousDirection = insight.Direction
@@ -97,7 +97,7 @@ def OnSecuritiesChanged(self, algorithm, changes):
             data = self.symbolData.pop(removed.Symbol, None)
             if data is not None:
                 # clean up our consolidator
-                algorithm.SubscriptionManager.RemoveConsolidator(removed.Symbol, data.Consolidator);
+                algorithm.SubscriptionManager.RemoveConsolidator(removed.Symbol, data.Consolidator)
 
 class SymbolData:
     def __init__(self, algorithm, security, fastPeriod, slowPeriod, signalPeriod, movingAverageType, resolution):

Algorithm.Framework/Alphas/PairsTradingAlphaModel.py

@@ -45,8 +45,8 @@ def __init__(self, asset1, asset2, threshold = 1):
         self.asset2Price = None
         self.ratio = None
         self.mean = None
-        self.upperThreshold = None;
-        self.lowerThreshold = None;
+        self.upperThreshold = None
+        self.lowerThreshold = None
 
         self.Name = '{}({},{},{})'.format(self.__class__.__name__, asset1, asset2, Extensions.Normalize(threshold))
 

Algorithm.Python/BasicTemplateOptionsFrameworkAlgorithm.py

@@ -61,7 +61,7 @@ def OnSecuritiesChanged(self, changes):
 
     def SelectOptionChainSymbols(self, utcTime):
         newYorkTime = Extensions.ConvertFromUtc(utcTime, TimeZones.NewYork)
-        ticker = "TWX" if newYorkTime.date() < date(2014, 6, 6) else "AAPL";
+        ticker = "TWX" if newYorkTime.date() < date(2014, 6, 6) else "AAPL"
         return [ Symbol.Create(ticker, SecurityType.Option, Market.USA, f"?{ticker}") ]
 
 class EarliestExpiringWeeklyAtTheMoneyPutOptionUniverseSelectionModel(OptionUniverseSelectionModel):

Algorithm.Python/BubbleAlgorithm.py

@@ -114,7 +114,7 @@ def OnData(self, data):
                 # Cape Ratio is missing from orignial data
                 # Most recent cape data is most likely to be missing 
                 elif self._currCape == 0:
-                    self.Debug("Exiting due to no CAPE!");
+                    self.Debug("Exiting due to no CAPE!")
                     self.Quit("CAPE ratio not supplied in data, exiting.")
 
             except:

Algorithm.Python/CoarseFineFundamentalComboAlgorithm.py

@@ -81,7 +81,7 @@ def OnData(self, data):
         for security in self._changes.AddedSecurities:
             self.SetHoldings(security.Symbol, 0.2)
 
-        self._changes = None;
+        self._changes = None
 
 
     # this event fires whenever we have changes to our universe

Algorithm.Python/CoarseFundamentalTop5Algorithm.py

@@ -73,7 +73,7 @@ def OnData(self, data):
         for security in self._changes.AddedSecurities:
             self.SetHoldings(security.Symbol, 0.2)
 
-        self._changes = None;
+        self._changes = None
 
 
     # this event fires whenever we have changes to our universe

Algorithm.Python/CustomBenchmarkAlgorithm.py

@@ -36,10 +36,10 @@ def Initialize(self):
         # Find more symbols here: http://quantconnect.com/data
         self.AddEquity("SPY", Resolution.Second)
 
-        self.SetBenchmark("SPY");
+        self.SetBenchmark("SPY")
 
     def OnData(self, data):
         '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.'''
         if not self.Portfolio.Invested:
             self.SetHoldings("SPY", 1)
-            self.Debug("Purchased Stock");
+            self.Debug("Purchased Stock")

Algorithm.Python/CustomChartingAlgorithm.py

@@ -72,8 +72,8 @@ def OnData(self, slice):
 
         if self.Time > self.resample:
             self.resample = self.Time  + self.resamplePeriod
-            self.Plot("Average Cross", "FastMA", self.fastMA);
-            self.Plot("Average Cross", "SlowMA", self.slowMA);
+            self.Plot("Average Cross", "FastMA", self.fastMA)
+            self.Plot("Average Cross", "SlowMA", self.slowMA)
 
         # On the 5th days when not invested buy:
         if not self.Portfolio.Invested and self.Time.day % 13 == 0:

Algorithm.Python/CustomDataNIFTYAlgorithm.py

@@ -83,14 +83,14 @@ def OnData(self, data):
 class Nifty(PythonData):
     '''NIFTY Custom Data Class'''
     def GetSource(self, config, date, isLiveMode):
-        return SubscriptionDataSource("https://www.dropbox.com/s/rsmg44jr6wexn2h/CNXNIFTY.csv?dl=1", SubscriptionTransportMedium.RemoteFile);
+        return SubscriptionDataSource("https://www.dropbox.com/s/rsmg44jr6wexn2h/CNXNIFTY.csv?dl=1", SubscriptionTransportMedium.RemoteFile)
 
 
     def Reader(self, config, line, date, isLiveMode):
         if not (line.strip() and line[0].isdigit()): return None
 
         # New Nifty object
-        index = Nifty();
+        index = Nifty()
         index.Symbol = config.Symbol
 
         try:
@@ -122,7 +122,7 @@ def Reader(self, config, line, date, isLiveMode):
         if not (line.strip() and line[0].isdigit()): return None
 
         # New USDINR object
-        currency = DollarRupee();
+        currency = DollarRupee()
         currency.Symbol = config.Symbol
 
         try:
@@ -135,7 +135,7 @@ def Reader(self, config, line, date, isLiveMode):
             # Do nothing
             return None
 
-        return currency;
+        return currency
 
 
 class CorrelationPair:

Algorithm.Python/CustomDataRegressionAlgorithm.py

@@ -56,11 +56,11 @@ class Bitcoin(PythonData):
 
     def GetSource(self, config, date, isLiveMode):
         if isLiveMode:
-            return SubscriptionDataSource("https://www.bitstamp.net/api/ticker/", SubscriptionTransportMedium.Rest);
+            return SubscriptionDataSource("https://www.bitstamp.net/api/ticker/", SubscriptionTransportMedium.Rest)
 
-        #return "http://my-ftp-server.com/futures-data-" + date.ToString("Ymd") + ".zip";
+        #return "http://my-ftp-server.com/futures-data-" + date.ToString("Ymd") + ".zip"
         # OR simply return a fixed small data file. Large files will slow down your backtest
-        return SubscriptionDataSource("https://www.quandl.com/api/v3/datasets/BCHARTS/BITSTAMPUSD.csv?order=asc", SubscriptionTransportMedium.RemoteFile);
+        return SubscriptionDataSource("https://www.quandl.com/api/v3/datasets/BCHARTS/BITSTAMPUSD.csv?order=asc", SubscriptionTransportMedium.RemoteFile)
 
 
     def Reader(self, config, line, date, isLiveMode):
@@ -108,7 +108,7 @@ def Reader(self, config, line, date, isLiveMode):
             coin["VolumeBTC"] = float(data[5])
             coin["VolumeUSD"] = float(data[6])
             coin["WeightedPrice"] = float(data[7])
-            return coin;
+            return coin
 
         except ValueError:
             # Do nothing, possible error in json decoding

Algorithm.Python/CustomDataUniverseAlgorithm.py

@@ -38,7 +38,7 @@ class CustomDataUniverseAlgorithm(QCAlgorithm):
     def Initialize(self):
 
         # Data ADDED via universe selection is added with Daily resolution.
-        self.UniverseSettings.Resolution = Resolution.Daily;
+        self.UniverseSettings.Resolution = Resolution.Daily
 
         self.SetStartDate(2015,1,5)
         self.SetEndDate(2015,7,1)

Algorithm.Python/DelistingEventsAlgorithm.py

@@ -61,7 +61,7 @@ def OnData(self, data):
 
         # the slice can also contain delisting data: data.Delistings in a dictionary string->Delisting
 
-        aaa = self.Securities["AAA"];
+        aaa = self.Securities["AAA"]
         if aaa.IsDelisted and aaa.IsTradable:
             raise Exception("Delisted security must NOT be tradable")
 

Algorithm.Python/DropboxBaseDataUniverseSelectionAlgorithm.py

@@ -42,7 +42,7 @@ class DropboxBaseDataUniverseSelectionAlgorithm(QCAlgorithm):
 
     def Initialize(self):
 
-        self.UniverseSettings.Resolution = Resolution.Daily;
+        self.UniverseSettings.Resolution = Resolution.Daily
 
         self.SetStartDate(2013,1,1)
         self.SetEndDate(2013,12,31)

Algorithm.Python/DropboxUniverseSelectionAlgorithm.py

@@ -40,7 +40,7 @@ def Initialize(self):
         self.backtestSymbolsPerDay = {}
         self.current_universe = []
 
-        self.UniverseSettings.Resolution = Resolution.Daily;
+        self.UniverseSettings.Resolution = Resolution.Daily
         self.AddUniverse("my-dropbox-universe", self.selector)
 
     def selector(self, date):

Algorithm.Python/EmaCrossUniverseSelectionFrameworkAlgorithm.py

@@ -41,9 +41,9 @@ def Initialize(self):
         self.SetEndDate(2015,1,1)
         self.SetCash(100000)
 
-        fastPeriod = 100;
-        slowPeriod = 300;
-        count = 10;
+        fastPeriod = 100
+        slowPeriod = 300
+        count = 10
 
         self.UniverseSettings.Leverage = 2.0
         self.UniverseSettings.Resolution = Resolution.Daily

Algorithm.Python/FractionalQuantityRegressionAlgorithm.py

@@ -52,7 +52,7 @@ def Initialize(self):
 
         ### The default buying power model for the Crypto security type is now CashBuyingPowerModel.
         ### Since this test algorithm uses leverage we need to set a buying power model with margin.
-        security.BuyingPowerModel = SecurityMarginModel(3.3);
+        security.BuyingPowerModel = SecurityMarginModel(3.3)
 
         con = QuoteBarConsolidator(timedelta(1))
         self.SubscriptionManager.AddConsolidator("BTCUSD", con)

Algorithm.Python/HistoryAlgorithm.py

@@ -109,13 +109,13 @@ def Initialize(self):
         # we can also access the return value from the multiple symbol functions to request a single
         # symbol and then loop over it
         singleSymbolQuandl = allQuandlData.loc["CHRIS/CME_SP1"]
-        self.AssertHistoryCount("allQuandlData.loc[\"CHRIS/CME_SP1\"]", singleSymbolQuandl, 250);
+        self.AssertHistoryCount("allQuandlData.loc[\"CHRIS/CME_SP1\"]", singleSymbolQuandl, 250)
         for  quandl in singleSymbolQuandl:
             # do something with 'CHRIS/CME_SP1' quandl data
             pass
 
         quandlSpyLows = allQuandlData.loc["CHRIS/CME_SP1"]["low"]
-        self.AssertHistoryCount("allQuandlData.loc[\"CHRIS/CME_SP1\"][\"low\"]", quandlSpyLows, 250);
+        self.AssertHistoryCount("allQuandlData.loc[\"CHRIS/CME_SP1\"][\"low\"]", quandlSpyLows, 250)
         for  low in quandlSpyLows:
             # do something with 'CHRIS/CME_SP1' quandl data
             pass

Algorithm.Python/MACDTrendAlgorithm.py

@@ -56,7 +56,7 @@ def OnData(self, data):
         if self.__previous.date() == self.Time.date(): return
 
         # define a small tolerance on our checks to avoid bouncing
-        tolerance = 0.0025;
+        tolerance = 0.0025
 
         holdings = self.Portfolio["SPY"].Quantity
 

Algorithm.Python/MovingAverageCrossAlgorithm.py

@@ -44,10 +44,10 @@ def Initialize(self):
         self.AddEquity("SPY")
 
         # create a 15 day exponential moving average
-        self.fast = self.EMA("SPY", 15, Resolution.Daily);
+        self.fast = self.EMA("SPY", 15, Resolution.Daily)
 
         # create a 30 day exponential moving average
-        self.slow = self.EMA("SPY", 30, Resolution.Daily);
+        self.slow = self.EMA("SPY", 30, Resolution.Daily)
 
         self.previous = None
 
@@ -68,7 +68,7 @@ def OnData(self, data):
             return
 
         # define a small tolerance on our checks to avoid bouncing
-        tolerance = 0.00015;
+        tolerance = 0.00015
 
         holdings = self.Portfolio["SPY"].Quantity
 

Algorithm.Python/OptionExerciseAssignRegressionAlgorithm.py

@@ -54,7 +54,7 @@ def OnData(self, slice):
                                x.Right ==  OptionRight.Call, chain)
 
             # sorted the contracts by their strikes, find the second strike under market price 
-            sorted_contracts = sorted(contracts, key = lambda x: x.Strike, reverse = True)[:2];
+            sorted_contracts = sorted(contracts, key = lambda x: x.Strike, reverse = True)[:2]
 
             if sorted_contracts:
                 self.MarketOrder(sorted_contracts[0].Symbol, 1)

Algorithm.Python/OrderTicketDemoAlgorithm.py

@@ -277,7 +277,7 @@ def MarketOnCloseOrders(self):
             qty = self.Portfolio[self.spy.Value].Quantity
             qty = 100 if qty == 0 else 2*qty
 
-            newTicket = self.MarketOnCloseOrder(self.spy, qty);
+            newTicket = self.MarketOnCloseOrder(self.spy, qty)
             self.__openMarketOnCloseOrders.append(newTicket)
 
         if len(self.__openMarketOnCloseOrders) == 1 and self.Time.minute == 59:
@@ -346,7 +346,7 @@ def CheckPairOrdersForFills(self, longOrder, shortOrder):
             longOrder.Cancel("Short filled")
             return True
 
-        return False;
+        return False
 
 
     def TimeIs(self, day, hour, minute):

Algorithm.Python/QCUWeatherBasedRebalancing.py

@@ -72,8 +72,8 @@ class Weather(PythonData):
 
     def GetSource(self, config, date, isLive):
         source = "https://dl.dropboxusercontent.com/u/44311500/KNYC.csv"
-        source = "https://www.wunderground.com/history/airport/{0}/{1}/1/1/CustomHistory.html?dayend=31&monthend=12&yearend={1}&format=1".format(config.Symbol, date.year);
-        return SubscriptionDataSource(source, SubscriptionTransportMedium.RemoteFile);
+        source = "https://www.wunderground.com/history/airport/{0}/{1}/1/1/CustomHistory.html?dayend=31&monthend=12&yearend={1}&format=1".format(config.Symbol, date.year)
+        return SubscriptionDataSource(source, SubscriptionTransportMedium.RemoteFile)
 
 
     def Reader(self, config, line, date, isLive):

Algorithm.Python/QuandlFuturesDataAlgorithm.py

@@ -38,7 +38,7 @@ def Initialize(self):
         ''' Initialize the data and resolution you require for your strategy '''
         self.SetStartDate(2000, 1, 1)
         self.SetEndDate(datetime.now().date() - timedelta(1))
-        self.SetCash(25000);
+        self.SetCash(25000)
 
         # Symbol corresponding to the quandl code
         self.crude = "SCF/CME_CL1_ON"
@@ -49,7 +49,7 @@ def OnData(self, data):
         '''Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.'''
         if self.Portfolio.HoldStock: return
 
-        self.SetHoldings(self.crude, 1);
+        self.SetHoldings(self.crude, 1)
         self.Debug(str(self.Time) + str(" Purchased Crude Oil: ") + self.crude)
 
 

Algorithm.Python/QuandlImporterAlgorithm.py

@@ -38,7 +38,7 @@ class QuandlImporterAlgorithm(QCAlgorithm):
 
     def Initialize(self):
         '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''
-        self.quandlCode = "SSE/YHO";
+        self.quandlCode = "SSE/YHO"
         Quandl.SetAuthCode("JjAt5_5Ggmmoe5zUKipm")
         self.SetStartDate(2014,4,1)                                 #Set Start Date
         self.SetEndDate(datetime.today() - timedelta(1))            #Set End Date

Algorithm.Python/ScheduledUniverseSelectionModelRegressionAlgorithm.py

@@ -81,15 +81,15 @@ def OnSecuritiesChanged(self, changes):
         weekday = self.Time.weekday()
 
         if weekday == 0:
-            self.ExpectAdditions(changes, 'SPY', 'NZDUSD');
+            self.ExpectAdditions(changes, 'SPY', 'NZDUSD')
             if weekday not in self.seenDays:
                 self.seenDays.append(weekday)
                 self.ExpectRemovals(changes, None)
             else:
                 self.ExpectRemovals(changes, 'EURUSD', 'IBM')
 
         if weekday == 1:
-            self.ExpectAdditions(changes, 'EURUSD');
+            self.ExpectAdditions(changes, 'EURUSD')
             if weekday not in self.seenDays:
                 self.seenDays.append(weekday)
                 self.ExpectRemovals(changes, 'NZDUSD')
@@ -115,12 +115,12 @@ def ExpectAdditions(self, changes, *tickers):
 
         for ticker in tickers:
             if ticker is not None and ticker not in [s.Symbol.Value for s in changes.AddedSecurities]:
-                raise Exception("{}: Expected {} to be added: {}".format(self.Time, ticker, self.Time.weekday()));
+                raise Exception("{}: Expected {} to be added: {}".format(self.Time, ticker, self.Time.weekday()))
 
     def ExpectRemovals(self, changes, *tickers):
         if tickers is None and changes.RemovedSecurities.Count > 0:
             raise Exception("{}: Expected no removals: {}".format(self.Time, self.Time.weekday()))
 
         for ticker in tickers:
             if ticker is not None and ticker not in [s.Symbol.Value for s in changes.RemovedSecurities]:
-                raise Exception("{}: Expected {} to be removed: {}".format(self.Time, ticker, self.Time.weekday()));
+                raise Exception("{}: Expected {} to be removed: {}".format(self.Time, ticker, self.Time.weekday()))

Algorithm.Python/TimeInForceAlgorithm.py

@@ -41,7 +41,7 @@ def Initialize(self):
         # The default time in force setting for all orders is GoodTilCancelled (GTC),
         # uncomment this line to set a different time in force.
         # We currently only support GTC and DAY.
-        # self.DefaultOrderProperties.TimeInForce = TimeInForce.Day;
+        # self.DefaultOrderProperties.TimeInForce = TimeInForce.Day
 
         self.symbol = self.AddEquity("SPY", Resolution.Minute).Symbol
 

Algorithm.Python/UniverseSelectionDefinitionsAlgorithm.py

@@ -68,7 +68,7 @@ def OnData(self, data):
             if not security.Invested:
                 self.MarketOrder(security.Symbol, 10)
 
-        self.changes = None;
+        self.changes = None
 
 
     # this event fires whenever we have changes to our universe

Algorithm.Python/UpdateOrderRegressionAlgorithm.py

@@ -72,8 +72,8 @@ def OnData(self, data):
 
         if self.Time.month != self.last_month:
             # we'll submit the next type of order from the queue
-            orderType = self.order_types_queue.Dequeue();
-            #Log("");
+            orderType = self.order_types_queue.Dequeue()
+            #Log("")
             self.Log("\r\n--------------MONTH: {0}:: {1}\r\n".format(self.Time.strftime("%B"), orderType))
             #Log("")
             self.last_month = self.Time.month